Reference health
In Search of a Factor Model for Optionable Stocks
1 of 67 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.
17 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.
References needing attention
marked retracted — notice via Crossref, record curated by Retraction Watch10.1016/j.jfineco.2018.08.002
RETRACTED: Common risk factors in the cross-section of corporate bond returns
The 66 checked references that resolve
resolves10.1016/j.jfineco.2015.02.009
Does realized skewness predict the cross-section of equity returns?
resolves10.1016/S1386-4181(01)00024-6
Illiquidity and stock returns: cross-section and time-series effects
resolves10.1093/rfs/16.1.0101
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
resolves10.1017/S0022109013000410
Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?
resolves10.1016/j.jfineco.2012.11.010
Cross section of option returns and idiosyncratic stock volatility
resolves10.1093/rfs/hhm053
Conditioning Information and Variance Bounds on Pricing Kernels with Higher- Order Moments: Theory and Evidence
resolves10.1017/S0022109020000551
Risk-Neutral Skewness, Informed Trading, and the Cross Section of Stock Returns
resolves10.1017/S0022109013000616
Improving Portfolio Selection Using Option-Implied Volatility and Skewness
resolves10.1093/rfs/14.2.313
The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
resolves10.1111/j.1540-6261.1993.tb04702.x
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
resolves10.1016/j.jfineco.2014.07.001
Conditional risk premia in currency markets and other asset classes
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1016/j.jfineco.2018.10.002
Variance risk in aggregate stock returns and time-varying return predictability
resolves10.1016/j.jfineco.2014.07.008
The long of it: Odds that investor sentiment spuriously predicts anomaly returns
resolves10.1017/S002210901700076X
Equity Volatility Term Structures and the Cross Section of Option Returns
resolves10.1017/S0022109010000220
What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns?
resolves10.2307/2672906
Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers
The 17 references without a DOI — listed, not checked
no DOI — not checkedValidity, tightness, and forecasting power of risk premium bounds. forthcoming
no DOI — not checkedref17
no DOI — not checkedImplied volatility changes and corporate bond returns. forthcoming
no DOI — not checkedGeneralized bounds on the conditional expected excess return on individual stocks. forthcoming
no DOI — not checkedref32
no DOI — not checkedCross-sectional uncertainty and the business cycle: evidence from 40 years of options data. conditionally accepted
no DOI — not checkedref42
no DOI — not checkedref44
no DOI — not checkedref45
no DOI — not checkedref55
no DOI — not checkedref58
no DOI — not checkedCommon risk factors in cryptocurrency. forthcoming
no DOI — not checkedIs there a risk premium in the stock lending market? forthcoming
no DOI — not checkedref67
no DOI — not checkedref68
no DOI — not checkedref70
no DOI — not checkedref74
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