Reference health
Streaks in Daily Returns
53/53 checkable references clean · checked 2026-08-03
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.
41 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 53 checked references that resolve
resolves10.1016/S1386-4181(01)00024-6
Illiquidity and stock returns: cross-section and time-series effects
resolves10.1016/j.irfa.2012.04.002
A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations
resolves10.1016/S0304-405X(96)00890-2
Detecting long-run abnormal stock returns: The empirical power and specification of test statistics
resolves10.1111/0022-1082.00097
Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks
resolves10.1016/j.jfineco.2008.04.009
Sell on the news: Differences of opinion, short-sales constraints, and returns around earnings announcements☆
resolves10.1016/j.finmar.2004.11.001
Market microstructure: A survey of microfoundations, empirical results, and policy implications
resolves10.1093/rfs/7.3.539
A Tale of Three Schools: Insights on Autocorrelations of Short-Horizon Stock Returns
resolves10.1016/j.jacceco.2014.06.001
Have capital market anomalies attenuated in the recent era of high liquidity and trading activity?
resolves10.1111/j.1540-6261.1997.tb03806.x
Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
resolves10.1016/j.jfineco.2004.08.008
Short sales, institutional investors and the cross-section of stock returns
resolves10.1016/j.jfineco.2012.06.011
Stock returns after major price shocks: The impact of information
resolves10.1086/250059
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
The 41 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedThe cross-section of volatility and expected returns
no DOI — not checkedMaxing out: Stocks as lotteries and the cross-section of expected returns
no DOI — not checkedref11
no DOI — not checkedZeroing in on the expected returns of anomalies
no DOI — not checkedStock returns following large one-day declines: Evidence on short-term reversals and longer-term performance
no DOI — not checkedExtrapolative beliefs in the cross-section: What can we learn from the crowds
no DOI — not checkedA closer look at the short-term return reversal
no DOI — not checkedref32
no DOI — not checkedMeasuring and modeling execution cost and risk
no DOI — not checkedEarnings announcement return extrapolation
no DOI — not checkedCommon risk factors in the returns on stocks and bonds
no DOI — not checkedSize, value, and momentum in international stock returns
no DOI — not checkedref43
no DOI — not checkedInternational tests of a ve-factor asset pricing model
no DOI — not checkedRisk, return, and equilibrium: Empirical tests
no DOI — not checkedref47
no DOI — not checkedref49
no DOI — not checkedref50
no DOI — not checkedDo market eciency measures yield correct inferences? A comparison of developed and emerging markets
no DOI — not checkedThe long-lasting momentum in weekly returns
no DOI — not checkedStock market declines and liquidity
no DOI — not checkedReplicating anomalies
no DOI — not checkedIndividual equity return data from Thomson Datastream: Handle with care
no DOI — not checkedref64
no DOI — not checkedTransactions costs and investment style: An interexchange analysis of institutional equity trades
no DOI — not checkedref67
no DOI — not checkedref69
no DOI — not checkedTime-varying demand for lottery: Speculation ahead of earnings announcements
no DOI — not checkedStreaks in earnings surprises and the cross-section of stock returns
no DOI — not checkedA taxonomy of anomalies and their trading costs
no DOI — not checkedref78
no DOI — not checkedNews-driven return reversals: Liquidity provision ahead of earnings announcements
no DOI — not checkedDistinguishing between rationales for short-horizon predictability of stock returns
no DOI — not checkedInvestor sentiment and the cross-section of stock returns
no DOI — not checkedExtrapolative beliefs in the cross-section: What can we learn from the crowds
no DOI — not checkedref89
no DOI — not checkedTransform analysis and asset pricing for ane jumpdiusions
no DOI — not checkedCommon risk factors in the returns on stocks and bonds
no DOI — not checkedref92
no DOI — not checkedRe-)imag(in)ing price trends, working paper. MacKinlay, A. C., 1997. Event studies in economics and nance
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