Reference health
Asymmetry, Tail Risk and Time Series Momentum
36/36 checkable references clean · checked 2026-08-29
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.
12 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 36 checked references that resolve
resolves10.1016/0304-405X(77)90017-4
Capital market equilibrium in a mean-lower partial moment framework
resolves10.1016/j.ribaf.2017.12.004
Risk adjusted momentum strategies: A comparison between constant and dynamic volatility scaling approaches
resolves10.1080/13504851.2017.1363854
Is it China that leads the Asian stock market contagion in 2015?
resolves10.1016/j.irfa.2013.01.001
A leader of the world commodity futures markets in the making? The case of China's commodity futures
resolves10.1093/rof/rfw048
The Trend Is Your Friend: Time-Series Momentum Strategies across Equity and Commodity Markets
resolves10.1093/rfs/14.1.29
Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing
resolves10.2307/2330813
Asset Pricing in a Generalized Mean-Lower Partial Moment Framework: Theory and Evidence
resolves10.1002/fut.22147
Night trading and market quality: Evidence from Chinese and US precious metal futures markets
resolves10.1198/073500102288618522
Volatility, Momentum, and Time-Varying Skewness in Foreign Exchange Returns
resolves10.1002/fut.21794
Price Discovery on the International Soybean Futures Markets: A Threshold Co‐Integration Approach
resolves10.1016/S0927-5398(97)00007-8
Volatilities of different time resolutions — Analyzing the dynamics of market components
resolves10.1111/j.1540-6261.1982.tb02227.x
Variance and Lower Partial Moment Measures of Systematic Risk: Some Analytical and Empirical Results
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1016/j.irfa.2018.09.012
Momentum and reversal strategies in Chinese commodity futures markets
The 12 references without a DOI — listed, not checked
no DOI — not checkedMomentum strategies in futures markets and trend-following funds
no DOI — not checkedref4
no DOI — not checkedref5
no DOI — not checkedref8
no DOI — not checkedThe impact of US macroeconomic news announcements on Chinese commodity futures
no DOI — not checkedA note on the behavior of Chinese commodity markets
no DOI — not checkedref23
no DOI — not checkedDemystifying managed futures
no DOI — not checkedUnderstanding the momentum risk premium: An in-depth journey through trend-following strategies
no DOI — not checkedref39
no DOI — not checkedref43
no DOI — not checkedLinkages between crude oil and emerging asian stock markets: New evidence from the chinese stock market crash
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