Reference health
Prices Are Less Elastic at More Aggregate Levels
81/81 checkable references clean · checked 2026-08-03
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.
17 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 81 checked references that resolve
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Institutional Investor Preferences and Price Pressure: The Case of Corporate Spin‐Offs*
resolves10.1093/rfs/hhm079
All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
resolves10.1093/qje/qjv027
The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response *
resolves10.1093/rfs/1.3.195
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
resolves10.1016/j.finmar.2012.01.001
Short sales, long sales, and the Lee–Ready trade classification algorithm revisited
resolves10.1016/j.jfineco.2025.104095
The impact of prices on analyst cash flow expectations: Reconciling subjective beliefs data with rational discount rate variation
resolves10.1016/S0304-405X(03)00175-2
Order imbalance and individual stock returns: Theory and evidence
resolves10.1016/S1057-5219(99)00003-4
Price discovery on the S&P 500 index markets: An analysis of spot index, index futures, and SPDRs
resolves10.1162/003465398557825
Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data
resolves10.1111/j.1540-6261.2010.01569.x
Presidential Address: Asset Price Dynamics with Slow‐Moving Capital
resolves10.1111/0022-1082.00166
Inefficiency in Analysts' Earnings Forecasts: Systematic Misreaction or Systematic Optimism?
resolves10.1016/j.jfineco.2007.07.001
Dumb money: Mutual fund flows and the cross-section of stock returns
resolves10.1016/S0304-405X(02)00228-3
Equilibrium and welfare in markets with financially constrained arbitrageurs
resolves10.1111/j.1540-6261.1986.tb04550.x
Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures
resolves10.1111/j.1540-6261.2009.01501.x
Driven to Distraction: Extraneous Events and Underreaction to Earnings News
resolves10.1016/0304-405X(81)90020-9
Optimal dealer pricing under transactions and return uncertainty
resolves10.1111/jofi.12127
Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions
resolves10.1016/0304-405X(94)00799-7
Anatomy of the trading process empirical evidence on the behavior of institutional traders
resolves10.1016/j.jfineco.2019.05.001
Characteristics are covariances: A unified model of risk and return
resolves10.1561/104.00000140
Demand Curves for Stocks Slope Down in the Long Run: Evidence from the Chinese Split-Share Structure Reform
resolves10.1111/j.1475-679X.2006.00196.x
Comparing the Post-Earnings Announcement Drift for Surprises Calculated from Analyst and Time Series Forecasts
resolves10.1016/S1386-4181(00)00006-9
On the occurrence and consequences of inaccurate trade classification
resolves10.1111/jofi.13258
Retail Financial Innovation and Stock Market Dynamics: The Case of Target Date Funds
resolves10.1017/S002210901300015X
How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements
resolves10.1016/j.jfineco.2012.06.011
Stock returns after major price shocks: The impact of information
The 17 references without a DOI — listed, not checked
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no DOI — not checkedWho trades at the close? Implications for price discovery and liquidity
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no DOI — not checkedref66
no DOI — not checkedForthcoming. Exchange rates and asset prices in a global demand system
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no DOI — not checkedH. 1952. Portfolio selection
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no DOI — not checkedA Global Version of Samuelson's Dictum
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