Reference health

Where is the Risk in Risk Factors? Evidence from the Vietnam war to the COVID-19 pandemic

https://doi.org/10.2139/ssrn.3966127
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44/44 checkable references clean · checked 2026-08-26

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.

13 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 44 checked references that resolve
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Production‐Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations
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Investor Psychology and Security Market Under‐ and Overreactions
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Does the Stock Market Overreact?
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Implied Equity Duration: A Measure of Pandemic Shutdown Risk
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Implied Equity Duration: A New Measure of Equity Risk
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Anomalies and News
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The Cross‐Section of Expected Stock Returns
resolves10.1016/0304-405X(93)90023-5
Common risk factors in the returns on stocks and bonds
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Business conditions and expected returns on stocks and bonds
resolves10.1016/j.jfineco.2018.02.012
Choosing factors
resolves10.1093/rfs/hhv052
Do Measures of Financial Constraints Measure Financial Constraints?
resolves10.1016/j.jfineco.2013.10.005
Betting against beta
resolves10.1111/jofi.12836
Where Is the Risk in Value? Evidence from a Market‐to‐Book Decomposition
resolves10.1016/j.jfineco.2004.10.006
Prospect theory, mental accounting, and momentum
resolves10.2469/faj.v45.n5.38
Forecasts of Economic Growth from the Bond and Stock Markets
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A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
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Digesting Anomalies: An Investment Approach
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Monetary policy and stock returns: Financing constraints and asymmetries in bull and bear markets
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Rational Momentum Effects
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Growth Opportunities, Technology Shocks, and Asset Prices
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Contrarian Investment, Extrapolation, and Risk
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Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium
resolves10.1111/j.1540-6261.2009.01481.x
Financially Constrained Stock Returns
resolves10.1111/j.1475-679X.2012.00462.x
Equity Analysts and the Market's Assessment of Risk
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Duration Dependence in Stock Prices
resolves10.1093/rof/rfq019
Operating Leverage
resolves10.1016/j.jbankfin.2013.05.008
Predicting bear and bull stock markets with dynamic binary time series models
resolves10.1002/jae.664
A simple framework for analysing bull and bear markets
resolves10.2307/2330417
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resolves10.1093/rapstu/raaa015
Mutual Fund Performance and Flows during the COVID-19 Crisis
resolves10.1016/j.jfineco.2004.12.001
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resolves10.1111/j.1540-6261.1997.tb04825.x
Good News for Value Stocks: Further Evidence on Market Efficiency
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Firm-specific attributes and the cross-section of momentum☆
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The Delisting Bias in CRSP Data
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The Delisting Bias in CRSP's Nasdaq Data and Its Implications for the Size Effect
resolves10.1111/j.1540-6261.2004.00650.x
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resolves10.1016/j.jfineco.2018.03.003
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The Value Premium
The 13 references without a DOI — listed, not checked
no DOI — not checkedref3
no DOI — not checkedA model of investor sentiment
no DOI — not checkedCyclical analysis of time series: Selected procedures and computer programs
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no DOI — not checkedref17
no DOI — not checkedref20
no DOI — not checkedThe short duration premium
no DOI — not checkedref28
no DOI — not checkedref31
no DOI — not checkedref47
no DOI — not checkedref49
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no DOI — not checkedref56
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