Reference health
Mean-Variance Market Timing the U.S. Stock Market
21/21 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.
12 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 21 checked references that resolve
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.1540-6261.2012.01729.x
A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices
resolves10.1093/rfs/hhm075
Optimal Versus Naive Diversification: How Inefficient is the 1/
<i>N</i>
Portfolio Strategy?
resolves10.1111/j.1540-6261.2009.01469.x
Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data
resolves10.1111/1540-6261.00580
Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1287/opre.2017.1699
Technical Note—A Robust Perspective on Transaction Costs in Portfolio Optimization
The 12 references without a DOI — listed, not checked
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no DOI — not checkedref11
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no DOI — not checkedref23
no DOI — not checkedAnalytical Nonlinear Shrinkage of Large-Dimensional Covariance Matrices
no DOI — not checkedref25
no DOI — not checkedref26
no DOI — not checkedref27
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