Reference health
Macroeconomic Perceptions, Financial Constraints, and Anomalies
80/80 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.
21 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 80 checked references that resolve
resolves10.2469/faj.v67.n1.4
Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly
resolves10.1162/00335530360698478
When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms
resolves10.1111/j.1540-6261.2004.00670.x
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
resolves10.1016/0304-405X(81)90018-0
The relationship between return and market value of common stocks
resolves10.1086/250059
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
resolves10.1111/j.1538-4616.2010.00326.x
Are Financial Constraints Priced? Evidence from Firm Fundamentals and Stock Returns
resolves10.1093/rfs/hhx139
Extrapolation Bias and the Predictability of Stock Returns by Price-Scaled Variables
resolves10.1257/aer.20110306
Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts
resolves10.1023/B:RAST.0000028184.06279.57
The Role of Expectations in Explaining the Cross-Section of Stock Returns
resolves10.1016/j.jfineco.2010.10.015
The disparity between long-term and short-term forecasted earnings growth☆
resolves10.1017/S0022109011000512
Where Did All the Dollars Go? The Effect of Cash Flows on Capital and Asset Structure
resolves10.1257/aer.98.2.64
Variable Rare Disasters: A Tractable Theory of Ten Puzzles in Macro-Finance
resolves10.1093/rfs/hhq009
New Evidence on Measuring Financial Constraints: Moving Beyond the KZ Index
resolves10.1162/003355300554782
Investment-Cash Flow Sensitivities Are Not Valid Measures of Financing Constraints
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1162/rest_a_00867
How Do Expectations about the Macroeconomy Affect Personal Expectations and Behavior?
resolves10.1017/S0022109010000384
Cross-Sectional Return Dispersion and Time Variation in Value and Momentum Premiums
resolves10.1016/j.jfineco.2005.02.004
A consumption-based model of the term structure of interest rates☆
resolves10.1093/rfs/hhm014
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
The 21 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedThe promises and pitfalls of factor timing
no DOI — not checkedAgency costs, net worth, and business fluctuations
no DOI — not checked2022. Firms' response to macroeconomic estimation errors
no DOI — not checkedref20
no DOI — not checkedref23
no DOI — not checkedref27
no DOI — not checkedref38
no DOI — not checkedref44
no DOI — not checkedAnomalies and news
no DOI — not checkedThe cross-section of expected stock returns
no DOI — not checkedSize and book-to-market factors in earnings and returns
no DOI — not checkedref56
no DOI — not checkedref58
no DOI — not checkedref59
no DOI — not checkedref61
no DOI — not checkedref62
no DOI — not checkedref63
no DOI — not checkedref67
no DOI — not checkedEquity market misvaluation, financing, and investment
no DOI — not checkedref101
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