Reference health

Insensitive Investors

https://doi.org/10.2139/ssrn.3971082
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29/29 checkable references clean · checked 2026-09-13

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.

16 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 29 checked references that resolve
resolves10.1016/B978-0-12-822927-9.00024-0
Expectations data in asset pricing
resolves10.1093/qje/qjad009
Overreaction in Expectations: Evidence and Theory
resolves10.1080/07350015.2018.1549560
Heterogeneity in Expectations, Risk Tolerance, and Household Stock Shares: The Attenuation Puzzle
resolves10.1287/mnsc.2013.1806
From the Horse's Mouth: Economic Conditions and Investor Expectations of Risk and Return
resolves10.1016/j.jfineco.2014.08.007
X-CAPM: An extrapolative capital asset pricing model
resolves10.1016/j.jfineco.2018.04.007
Extrapolation and bubbles
resolves10.3386/w31081
Model-free and Model-based Learning as Joint Drivers of Investor Behavior
resolves10.1111/jofi.12833
Diagnostic Expectations and Stock Returns
resolves10.1093/qje/qjaa007
Memory, Attention, and Choice*
resolves10.1257/aer.20110306
Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts
resolves10.1016/j.jfineco.2020.10.003
Extrapolative beliefs in the cross-section: What can we learn from the crowds?
resolves10.1016/j.jeconom.2017.06.017
The precision of subjective data and the explanatory power of economic models
resolves10.1093/qje/qjad025
Cognitive Uncertainty
resolves10.1111/jofi.12126
Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility
resolves10.1093/qje/qjab031
Efficient Coding and Risky Choice
resolves10.1016/j.jfineco.2021.05.030
Learning, slowly unfolding disasters, and asset prices
resolves10.1093/qje/qjx034
Excess Volatility: Beyond Discount Rates*
resolves10.1093/rfs/hht082
Expectations of Returns and Expected Returns
resolves10.1093/qje/qjab010
Ownership, Learning, and Beliefs
resolves10.1016/j.jmoneco.2015.08.006
Asset pricing in production economies with extrapolative expectations
resolves10.1016/j.jfineco.2021.10.009
Asset pricing with return extrapolation
resolves10.1111/jofi.12246
Learning about Consumption Dynamics
resolves10.1016/j.jmoneco.2017.09.001
Discrete adjustment to a changing environment: Experimental evidence
resolves10.1086/701683
A Demand System Approach to Asset Pricing
resolves10.1111/jofi.12223
Asymmetric Learning from Financial Information
resolves10.1038/2151519a0
Time required for Judgements of Numerical Inequality
resolves10.1093/rfs/hhab086
Asset Pricing with Fading Memory
resolves10.1093/rfs/12.5.975
Stock Market Overreactions to Bad News in Good Times: A Rational Expectations Equilibrium Model
resolves10.1146/annurev-economics-102819-040518
Modeling Imprecision in Perception, Valuation, and Choice
The 16 references without a DOI — listed, not checked
no DOI — not checkedref5
no DOI — not checkedref9
no DOI — not checkedref12
no DOI — not checkedref15
no DOI — not checkedref16
no DOI — not checkedComputation noise in human learning and decisionmaking: origin, impact, function, Current Opinion in Behavioral
no DOI — not checkedref22
no DOI — not checkedBehavioral inattention
no DOI — not checkedref24
no DOI — not checkedref27
no DOI — not checkedThe joint dynamics of investor beliefs and trading during the COVID-19 crash
no DOI — not checkedref30
no DOI — not checkedref38
no DOI — not checkedDynamics of subjective risk premia
no DOI — not checkedref44
no DOI — not checkedref45
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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