Reference health

Winners from Winners: A Tale of Risk Factors

https://doi.org/10.2139/ssrn.3478223
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20/20 checkable references clean · checked 2026-08-23

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

9 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 20 checked references that resolve
resolves10.1086/497412
An Exact Bayes Test of Asset Pricing Models with Application to International Markets*
resolves10.1111/jofi.12607
Comparing Asset Pricing Models
resolves10.1080/01621459.1995.10476635
Marginal Likelihood from the Gibbs Output
resolves10.1080/01621459.2017.1358172
Bayesian Estimation and Comparison of Moment Condition Models
resolves10.1080/07350015.2019.1573684
Which Factors are Risk Factors in Asset Pricing? A Model Scan Framework
resolves10.1111/jofi.12854
On Comparing Asset Pricing Models
resolves10.1111/j.1540-6261.2011.01671.x
Presidential Address: Discount Rates
resolves10.1093/rfs/hhz069
Short- and Long-Horizon Behavioral Factors
resolves10.1016/0304-405X(93)90023-5
Common risk factors in the returns on stocks and bonds
resolves10.1016/j.jfineco.2018.02.012
Choosing factors
resolves10.2139/ssrn.3286327
Distance-Based Metrics: A Bayesian Solution to the Power and Extreme-Error Problems in Asset-Pricing Tests
resolves10.1093/rfs/hhx019
The Characteristics that Provide Independent Information about Average U.S. Monthly Stock Returns
resolves10.1086/261749
Implications of Security Market Data for Models of Dynamic Economies
resolves10.1093/rfs/hhv059
… and the Cross-Section of Expected Returns
resolves10.1016/j.jfineco.2019.06.008
Shrinking the cross-section
resolves10.1093/rfs/hhaa020
Factors That Fit the Time Series and Cross-Section of Stock Returns
resolves10.1093/rfs/hhv063
A Taxonomy of Anomalies and Their Trading Costs
resolves10.1016/j.jfineco.2020.02.012
What you see is not what you get: The costs of trading market anomalies
resolves10.1093/rfs/hhaa084
Break Risk
resolves10.1093/rfs/hhw107
Mispricing Factors
The 9 references without a DOI — listed, not checked
no DOI — not checkedIntegrating Factor Models
no DOI — not checkedref4
no DOI — not checkedref7
no DOI — not checkedref13
no DOI — not checkedShrinking Factor Dimension: A Reduced-Rank Approach
no DOI — not checkedref20
no DOI — not checkedref21
no DOI — not checkedref22
no DOI — not checkedCapital asset prices: A theory of market equilibrium under conditions of risk
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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