Reference health

Breaking Bad Trends

https://doi.org/10.2139/ssrn.3594888
CiteStamped reference-health badge
30/30 checkable references clean · checked 2026-08-27

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.

10 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 30 checked references that resolve
resolves10.1111/jofi.12021
Value and Momentum Everywhere
resolves10.3905/jpm.2020.1.133
You Can’t Always Trend When You Want
resolves10.1093/rfs/11.3.489
An Anatomy of Trading Strategies
resolves10.1111/j.1540-6261.2004.00665.x
Market States and Momentum
resolves10.2307/2298010
Speculative Dynamics
resolves10.1016/j.jfineco.2015.12.002
Momentum crashes
resolves10.1111/jofi.13131
Factor Momentum and the Momentum Factor
resolves10.2469/faj.v62.n2.4084
The Strategic and Tactical Value of Commodity Futures
resolves10.1093/rfs/10.2.275
Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds
resolves10.1093/rfs/14.2.313
The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
resolves10.1093/rof/rfw048
The Trend Is Your Friend: Time-Series Momentum Strategies across Equity and Commodity Markets
resolves10.1016/j.jfineco.2023.05.007
Momentum turning points
resolves10.1046/j.1540-6261.2003.00614.x
Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole
resolves10.3905/jpm.2019.45.3.013
Factor Momentum Everywhere
resolves10.1111/j.1540-6261.2008.01320.x
The Long‐Lasting Momentum in Weekly Returns
resolves10.1016/j.jfineco.2016.01.029
A trend factor: Any economic gains from using information over investment horizons?
resolves10.3905/jpm.2018.45.1.014
The Impact of Volatility Targeting
resolves10.1016/j.jfineco.2019.08.004
Time series momentum: Is it there?
resolves10.3905/jpm.2017.44.1.015
A Century of Evidence on Trend-Following Investing
resolves10.1016/j.jfineco.2012.11.005
The role of shorting, firm size, and time on market anomalies
resolves10.1111/j.1540-6261.1993.tb04702.x
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
resolves10.1111/0022-1082.00342
Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
resolves10.1016/j.finmar.2016.05.003
Time series momentum and volatility scaling
resolves10.1111/0022-1082.00280
Price Momentum and Trading Volume
resolves10.2469/faj.v72.n3.3
Which Trend Is Your Friend?
resolves10.1016/j.jfineco.2012.06.009
Currency momentum strategies
resolves10.1111/jofi.12513
Volatility‐Managed Portfolios
resolves10.1016/j.jfineco.2011.11.003
Time series momentum
resolves10.1111/0022-1082.95722
International Momentum Strategies
resolves10.3905/jod.1994.407887
Technical Trading
The 10 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedref2
no DOI — not checkedTrends Everywhere
no DOI — not checkedMomentum Strategies in Futures Markets and Trend-Following Funds
no DOI — not checkedDemystifying Time-Series Momentum Strategies: Volatility Estimators, Trading Rules and Pairwise Correlations
no DOI — not checkedref10
no DOI — not checkedTail Risk in Momentum Strategy Returns
no DOI — not checkedCross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?
no DOI — not checkedref24
no DOI — not checkedDemystifying Managed Futures
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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