Reference health
Investor Heterogeneity and Factor Pricing
62/62 checkable references clean · checked 2026-08-24
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.
24 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 62 checked references that resolve
resolves10.1093/rfs/hhm079
All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
resolves10.1093/rfs/hhx070
Labor-Force Heterogeneity and Asset Prices: The Importance of Skilled Labor
resolves10.1093/rfs/hhx031
It Depends on Where You Search: Institutional Investor Attention and Underreaction to News
resolves10.1016/0304-405X(79)90016-3
An intertemporal asset pricing model with stochastic consumption and investment opportunities
resolves10.1287/mnsc.2018.3066
When Anomalies Are Publicized Broadly, Do Institutions Trade Accordingly?
resolves10.1111/j.1540-6261.1993.tb04029.x
The Investment Performance of U.S. Equity Pension Fund Managers: An Empirical Investigation
resolves10.1016/j.jfineco.2007.07.003
The colors of investors’ money: The role of institutional investors around the world
resolves10.1111/j.1540-6261.1993.tb04702.x
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
resolves10.1016/j.jacceco.2004.02.002
Do institutional investors exploit the post-earnings announcement drift?
resolves10.1111/jofi.13129
Is There a Risk Premium in the Stock Lending Market? Evidence from Equity Options
resolves10.1016/j.jfineco.2004.08.008
Short sales, institutional investors and the cross-section of stock returns
resolves10.1016/j.jfineco.2005.04.005
Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk
resolves10.1016/j.jfineco.2014.07.008
The long of it: Odds that investor sentiment spuriously predicts anomaly returns
The 24 references without a DOI — listed, not checked
no DOI — not checkedPension fund equity performance: Patience, activity or both?
no DOI — not checkedref13
no DOI — not checkedAverage stock variance and market returns: Evidence of time-varying predictability at the daily frequency
no DOI — not checkedInvestor sentiment and the pricing of characteristics-based factors
no DOI — not checkedMoney illusion in the stock market: The modigliani-cohn hypothesis
no DOI — not checkedAnomalies and news
no DOI — not checkedThe cross-section of expected stock returns
no DOI — not checkedref35
no DOI — not checkedref39
no DOI — not checkedref41
no DOI — not checkedNoise trading and asset pricing factors
no DOI — not checkedThe conditional capm and the cross-section of expected returns
no DOI — not checkedref59
no DOI — not checkedAn accounting-based asset pricing model and a fundamental factor
no DOI — not checkedCapital asset prices: A theory of market equilibrium under conditions of risk
no DOI — not checkedref78
no DOI — not checkedref79
no DOI — not checkedref80
no DOI — not checkedref81
no DOI — not checkedFama-MacBeth Regressions with Institutional Ownership and Firm Size (A) Characteristic factors (B) Macro-related factors
no DOI — not checkedref83
no DOI — not checkedref84
no DOI — not checkedControl variables are firm characteristics including log market capitalization, square of log market capitalization, the bookto-market ratio, turnover, volatility, and past returns. Both firm characteristics and post-formation betas are standardized to have a cross-sectional mean of 0 and a standard deviation of 1 prior to forming the interaction terms. The sample period spans from January 1980 to December 2021. The reported t-statistics use Newey-West standard errors, adjusting for serial correlations
no DOI — not checkedref86
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