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Redundant Information and Predictable Intraday Returns

https://doi.org/10.2139/ssrn.3283919
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1 of 40 checkable references need attention · checked 2026-08-27

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

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References needing attention

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The 39 checked references that resolve
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GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics
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resolves10.1016/0304-405X(86)90004-8
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resolves10.1016/j.jfineco.2018.05.009
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resolves10.2469/faj.v72.n5.1
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resolves10.1016/0304-405X(88)90034-7
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resolves10.1086/386527
Quarterly Trading Patterns of Financial Institutions
resolves10.1111/j.1540-6261.2010.01573.x
Intraday Patterns in the Cross‐section of Stock Returns
resolves10.1016/0304-405x(81)90020-9
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resolves10.1016/0165-4101(94)90004-3
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resolves10.1111/j.1540-6261.1991.tb02683.x
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resolves10.1016/j.jfineco.2019.03.011
A tug of war: Overnight versus intraday expected returns
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Evaporating Liquidity
resolves10.1016/j.jfineco.2003.05.009
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A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market
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The 7 references without a DOI — listed, not checked
no DOI — not checkedref6
no DOI — not checkedOn Persistence in Mutual Fund Performance
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no DOI — not checkedref34
no DOI — not checkedUnifying Optimization Algorithms to Aid Software System Users: optimx for R
no DOI — not checkedInformation Acquisition in a Noisy Rational Expectations Economy
no DOI — not checkedref47
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