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In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis
93/93 checkable references clean · checked 2026-08-28
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.
47 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 93 checked references that resolve
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How Much Do Idiosyncratic Bank Shocks Affect Investment? Evidence from Matched Bank-Firm Loan Data
resolves10.1257/aer.100.3.870
Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle
resolves10.1111/j.1540-6261.2004.00670.x
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
resolves10.1257/aer.96.4.1069
Individual Preferences, Monetary Gambles, and Stock Market Participation: A Case for Narrow Framing
resolves10.1162/qjec.2009.124.1.301
Fight Or Flight? Portfolio Rebalancing by Individual Investors
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resolves10.1086/250059
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
resolves10.1093/rof/rfaa029
Bank of Japan Equity Purchases: The (Non-)Effects of Extreme Quantitative Easing
resolves10.1257/aer.102.6.2859
Is the Volatility of the Market Price of Risk Due to Intermittent Portfolio Rebalancing?
resolves10.1086/669161
Country Size, International Trade, and Aggregate Fluctuations in Granular Economies
resolves10.1111/j.1540-6261.2010.01569.x
Presidential Address: Asset Price Dynamics with Slow‐Moving Capital
resolves10.1016/S0304-405X(00)00085-4
Aggregate price effects of institutional trading: a study of mutual fund flow and market returns
resolves10.1016/j.jfineco.2007.07.001
Dumb money: Mutual fund flows and the cross-section of stock returns
resolves10.1086/260595
Financial Flow Variables and the Short-Run Determination of Long-Term Interest Rates
resolves10.1093/qje/qjs001
Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance *
resolves10.1111/j.1540-6261.2007.01217.x
Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market
resolves10.1111/j.1540-6261.1986.tb04550.x
Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures
resolves10.1111/jofi.13258
Retail Financial Innovation and Stock Market Dynamics: The Case of Target Date Funds
resolves10.1111/j.1540-6261.1986.tb04519.x
Does the Stock Market Rationally Reflect Fundamental Values?
resolves10.1111/jofi.12018
Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
resolves10.1093/rapstu/raz008
Quantitative Easing and Equity Prices: Evidence from the ETF Program of the Bank of Japan
resolves10.1086/499145
Anatomy of a Government Intervention in Index Stocks: Price Pressure or Information Effects?*
resolves10.1111/j.1540-6261.2007.01226.x
On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing
resolves10.1287/mnsc.39.1.17
Timid Choices and Bold Forecasts: A Cognitive Perspective on Risk Taking
resolves10.1093/rfs/10.4.1035
Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks
The 47 references without a DOI — listed, not checked
no DOI — not checkedThe term structure of growth-at-risk
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no DOI — not checkedA risk-centric model of demand recessions and speculation
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no DOI — not checkedDestabilizing Financial Advice: Evidence from Pension Fund Reallocations
no DOI — not checkedref38
no DOI — not checkedWhy is Asset Demand Inelastic?
no DOI — not checkedFast and slow arbitrage: The predictive power of capital flows for factor returns
no DOI — not checkedCommon Fund Flows: Flow Hedging and Factor Pricing
no DOI — not checkedref46
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no DOI — not checkedThe Demand for Risky Assets
no DOI — not checkedBehavioral Inattention
no DOI — not checkedGranular instrumental variables
no DOI — not checkedref64
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no DOI — not checkedref67
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no DOI — not checkedref74
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no DOI — not checkedIs There a Replication Crisis in Finance?
no DOI — not checkedWhich Investors Matter for Equity Valuations and Expected Returns?
no DOI — not checkedref89
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no DOI — not checkedPrices are Less Elastic at More Aggregate Levels
no DOI — not checkedref103
no DOI — not checkedSumming up on business cycles: opening address
no DOI — not checkedref106
no DOI — not checkedDoes Arbitrage Flatten Demand Curves for Stocks?
no DOI — not checkedDissecting cross-impact on stock markets: An empirical analysis
no DOI — not checkedref120
no DOI — not checkedExpectations of Fundamentals and Stock Market Puzzles
no DOI — not checkedHow markets slowly digest changes in supply and demand
no DOI — not checkedref134
no DOI — not checkedBehavioral Inattention
no DOI — not checkedref139
no DOI — not checkedref142
no DOI — not checkedThe joint dynamics of investor beliefs and trading during the COVID-19 crash
no DOI — not checkedThe market impact model
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