Reference health
Aggregate Liquidity Premium and Cross-Sectional Returns: Evidence from China
27/27 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.
18 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 27 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.2007.12.005
High idiosyncratic volatility and low returns: International and further U.S. evidence
resolves10.1016/j.jfineco.2010.08.014
Maxing out: Stocks as lotteries and the cross-section of expected returns
resolves10.1016/j.jeconom.2015.02.011
The three-pass regression filter: A new approach to forecasting using many predictors
resolves10.1016/j.jfineco.2011.03.024
Limits-to-arbitrage, investment frictions, and the asset growth anomaly
resolves10.1080/14786440109462720
LIII.
<i>On lines and planes of closest fit to systems of points in space</i>
The 18 references without a DOI — listed, not checked
no DOI — not checkedArbitrage risk and the book-to-market anomaly
no DOI — not checkedref4
no DOI — not checkedVolatility, liquidity, and liquidity risk
no DOI — not checkedThe relationship between return and market value of common stocks
no DOI — not checkedAlternative factor specifications, security characteristics, and the cross-section of expected stock returns
no DOI — not checkedCommon risk factors in the returns on stocks and bonds
no DOI — not checkedref23
no DOI — not checkedref24
no DOI — not checkedref25
no DOI — not checkedScaled PCA: A new approach to dimension reduction
no DOI — not checkedref27
no DOI — not checkedref32
no DOI — not checkedSecurity prices, risk, and maximal gains from diversification
no DOI — not checkedCapital asset prices: A theory of market equilibrium under conditions of risk
no DOI — not checkedref42
no DOI — not checkedref43
no DOI — not checkedref44
no DOI — not checkedref45
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