Reference health
Do Reference Prices Impact How Investors Respond to News?
39/39 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.
9 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 39 checked references that resolve
resolves10.1016/S1386-4181(01)00024-6
Illiquidity and stock returns: cross-section and time-series effects
resolves10.1016/j.jfineco.2012.04.010
The effect of reference point prices on mergers and acquisitions
resolves10.1111/0022-1082.00226
Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
resolves10.1162/003355301556400
Boys will be Boys: Gender, Overconfidence, and Common Stock Investment
resolves10.1093/rfs/hhm079
All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
resolves10.1093/rfs/hhs077
Are Investors Really Reluctant to Realize Their Losses? Trading Responses to Past Returns and the Disposition Effect
resolves10.1016/S0304-405X(03)00146-6
Stock price reaction to news and no-news: drift and reversal after headlines
resolves10.1111/j.1540-6261.1997.tb02724.x
Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks
resolves10.1162/003355301753265561
Loss Aversion and Seller Behavior: Evidence from the Housing Market
resolves10.1093/rfs/hhu079
The Worst, the Best, Ignoring All the Rest: The Rank Effect and Trading Behavior
resolves10.1111/0022-1082.00184
A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
resolves10.1111/j.1540-6261.1993.tb04702.x
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1016/S0378-4266(00)00091-1
Return predictability following large price changes and information releases
resolves10.1016/j.jfineco.2012.06.011
Stock returns after major price shocks: The impact of information
resolves10.1111/j.1540-6261.1985.tb05002.x
The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence
resolves10.1111/jofi.13059
Can the Market Multiply and Divide? Non‐Proportional Thinking in Financial Markets
The 9 references without a DOI — listed, not checked
no DOI — not checkedAsset pricing when traders sell extreme winners and losers
no DOI — not checkedA model of investor sentiment
no DOI — not checkedref14
no DOI — not checkedref21
no DOI — not checkedEarnings releases, anomalies, and the behavior of security returns
no DOI — not checkedref32
no DOI — not checkedref33
no DOI — not checkedref48
no DOI — not checkedref49
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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.
checked 2026-08-03 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
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