Reference health
A Skeptical Appraisal of Robust Asset Pricing Tests
32/32 checkable references clean · checked 2026-08-23
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.
10 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 32 checked references that resolve
resolves10.1214/aoms/1177730090
Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
resolves10.1257/aer.101.7.3456
The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk: Comment
resolves10.1093/rfs/hht135
Misspecification-Robust Inference in Linear Asset-Pricing Models with Irrelevant Risk Factors
resolves10.1016/j.jfineco.2017.08.002
Intermediary asset pricing: New evidence from many asset classes
resolves10.1111/j.1540-6261.2007.01253.x
Lazy Investors, Discretionary Consumption, and the Cross‐Section of Stock Returns
resolves10.1111/j.1540-6261.1996.tb05201.x
The Conditional CAPM and the Cross‐Section of Expected Returns
resolves10.1111/jofi.12035
Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology
resolves10.1086/323282
Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying
resolves10.1016/j.jfineco.2014.07.001
Conditional risk premia in currency markets and other asset classes
resolves10.1257/aer.97.1.89
The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk
The 10 references without a DOI — listed, not checked
no DOI — not checkedEmpirical tests of the consumptionoriented CAPM
no DOI — not checkedref7
no DOI — not checkedref10
no DOI — not checkedref12
no DOI — not checkedref13
no DOI — not checkedref15
no DOI — not checkedref17
no DOI — not checkedref19
no DOI — not checkedref22
no DOI — not checkedIdentification robust testing of risk premia in finite samples
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