Reference health
Does the Options Market Underreact to Firms'Left-Tail Risk?
85/85 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.
6 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 85 checked references that resolve
resolves10.1016/j.jfi.2018.08.001
On reaching for yield and the coexistence of bubbles and negative bubbles
resolves10.1016/S1386-4181(01)00024-6
Illiquidity and stock returns: cross-section and time-series effects
resolves10.1016/j.jfineco.2019.07.006
Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns
resolves10.1093/rfs/16.1.0101
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
resolves10.1017/S0022109013000410
Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?
resolves10.1111/j.1540-6261.2004.00647.x
Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?
resolves10.1016/j.jfineco.2012.11.010
Cross section of option returns and idiosyncratic stock volatility
resolves10.1016/S0304-405X(03)00146-6
Stock price reaction to news and no-news: drift and reversal after headlines
resolves10.1093/rapstu/raaa010
Volatility Markets Underreacted to the Early Stages of the COVID-19 Pandemic
resolves10.1093/rof/rfr026
How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments
resolves10.1111/0022-1082.194060
Option Volume and Stock Prices: Evidence on Where Informed Traders Trade
resolves10.1111/0022-1082.00166
Inefficiency in Analysts' Earnings Forecasts: Systematic Misreaction or Systematic Optimism?
resolves10.1111/0022-1082.00152
Market Risk and Model Risk for a Financial Institution Writing Options
resolves10.1016/j.jacceco.2003.10.002
Limited attention, information disclosure, and financial reporting
resolves10.1111/0022-1082.00206
Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies
resolves10.1111/0022-1082.00184
A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
resolves10.1111/j.1475-679X.2012.00439.x
Option Prices Leading Equity Prices: Do Option Traders Have an Information Advantage?
resolves10.1257/aer.20120389
Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees
resolves10.1111/jofi.12406
The Price of Political Uncertainty: Theory and Evidence from the Option Market
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1111/0022-1082.00348
Underreaction, Overreaction, and Increasing Misreaction to Information in the Options Market
resolves10.1016/j.finmar.2019.03.002
Volatility-of-volatility and the cross-section of option returns
resolves10.1017/S002210901700076X
Equity Volatility Term Structures and the Cross Section of Option Returns
resolves10.1287/mnsc.2022.4543
Option Trading Activity, News Releases, and Stock Return Predictability
resolves10.1017/S0022109010000220
What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns?
The 6 references without a DOI — listed, not checked
no DOI — not checkedA Model of Investor Sentiment
no DOI — not checkedAlternative Factor Specifications, Security Characteristics, and the Cross-Section of Expected Stock Returns
no DOI — not checkedWhy Does Volatility Uncertainty Predict Equity Option Returns?
no DOI — not checkedTime-Varying Conditional Skewness and the Market Risk Premium
no DOI — not checkedref58
no DOI — not checkedDefault Risk and Option Returns
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