Reference health

Oil Price Explosivity and Stock Return: Do Sector and Firm Size Matter?

https://doi.org/10.2139/ssrn.4101678
CiteStamped reference-health badge
90/90 checkable references clean · checked 2026-08-27

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.

25 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 90 checked references that resolve
resolves10.3386/w2387
Financing Constraints and Corporate Investment
resolves10.1086/255387
Production and Distribution in the Short Run
resolves10.1016/j.jbankfin.2010.10.016
Product market pricing power, industry concentration and analysts’ earnings forecasts
resolves10.2308/accr-50883
Product Market Power and Tax Avoidance: Market Leaders, Mimicking Strategies, and Stock Returns
resolves10.1007/BF00388444
Small firms and the merger mania
resolves10.1080/15140326.2020.1729571
Impact of news-based equity market volatility on international stock markets
resolves10.17578/19-3-1
The Pricing of Illiquidity as a Characteristic and as Risk
resolves10.1016/S1386-4181(01)00024-6
Illiquidity and stock returns: cross-section and time-series effects
resolves10.1016/j.eneco.2009.03.001
Do structural oil-market shocks affect stock prices?
resolves10.3386/w25720
Policy News and Stock Market Volatility
resolves10.1016/j.physa.2014.09.020
Are there really bubbles in oil prices?
resolves10.5547/ISSN0195-6574-EJ-Vol23-No3-2
Oil Price Shocks and the U.S. Economy: Where Does the Asymmetry Originate?
resolves10.1016/j.jimonfin.2005.11.010
Return and volatility linkages between the US and the German stock market
resolves10.2307/2082979
What To Do (and Not to Do) with Time-Series Cross-Section Data
resolves10.1016/j.jfineco.2007.10.005
Financing patterns around the world: Are small firms different?☆
resolves10.1016/j.jfineco.2008.01.005
Risk, uncertainty, and asset prices
resolves10.2307/3664846
The Use of Interest Rate Futures and Options by Corporate Financial Managers
resolves10.2307/2526209
Testing for the Effects of Oil-Price Rises using Vector Autoregressions
resolves10.1016/j.eneco.2015.03.029
Date stamping historical periods of oil price explosivity: 1876–2014
resolves10.1016/j.jpolmod.2020.01.006
Oil prices, stock market returns and volatility spillovers: Evidence from Turkey
resolves10.2469/faj.v56.n4.2371
New Paradigm or Same Old Hype in Equity Investing?
resolves10.1016/j.eneco.2013.05.008
Does crude oil price play an important role in explaining stock return behavior?
resolves10.1016/S0301-4215(02)00212-4
Oil price fluctuations and Singapore economy
resolves10.1016/j.econmod.2008.05.006
The asymmetric effects of oil shocks on output growth: A Markov–Switching analysis for the G-7 countries
resolves10.1016/j.eneco.2013.10.017
Oil price shocks and stock market returns: Evidence for some European countries
resolves10.1016/S0304-3932(01)00086-1
Sectoral job creation and destruction responses to oil price changes
resolves10.1016/j.jimonfin.2012.04.002
The smallest firm effect: An international study
resolves10.1016/j.jfineco.2007.07.008
Striking oil: Another puzzle?
resolves10.1016/j.eneco.2011.03.013
Oil price shocks and industry stock returns
resolves10.1016/j.enpol.2016.06.020
The oil price crash in 2014/15: Was there a (negative) financial bubble?
resolves10.1016/j.eneco.2008.09.003
The effects of oil price shocks on the Iranian economy
resolves10.1016/S0164-0704(96)80001-2
Oil price volatility and the macroeconomy
resolves10.1016/j.eneco.2019.05.002
Mild explosivity in recent crude oil prices
resolves10.1016/j.irfa.2011.02.014
Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries
resolves10.1257/jep.4.2.85
On Testing for Speculative Bubbles
resolves10.1016/j.resourpol.2021.102392
Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach
resolves10.2307/1992323
Crude Oil and the Macroeconomy: Tests of Some Popular Notions: Note
resolves10.1016/j.eneco.2016.09.012
Explosive oil prices
resolves10.1016/S0304-3932(96)01282-2
This is what happened to the oil price-macroeconomy relationship
resolves10.1016/S0304-4076(02)00207-5
What is an oil shock?
resolves10.1086/261140
Oil and the Macroeconomy since World War II
resolves10.1111/0022-1082.00379
Investor Psychology and Asset Pricing
resolves10.1016/S0927-5398(00)00008-6
Three analyses of the firm size premium
resolves10.1016/j.eneco.2005.03.001
The asymmetry of the impact of oil price shocks on economic activities: An application of the multivariate threshold model
resolves10.1002/(SICI)1096-9934(199602)16:1<1::AID-FUT1>3.0.CO;2-Q
Energy shocks and financial markets
resolves10.1111/j.1540-6261.1993.tb04702.x
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
resolves10.1016/j.resourpol.2022.102556
Do booms and busts identify bubbles in energy prices?
resolves10.1016/j.resourpol.2020.101936
Do crude oil price bubbles occur?
resolves10.1257/aer.99.3.1053
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
resolves10.1111/j.1468-2354.2009.00568.x
THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*
resolves10.1057/9781137553799_6
bubbles in history
resolves10.3386/w29368
Falling Rates and Rising Superstars
resolves10.1016/j.eneco.2012.10.006
Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach
resolves10.1016/j.eneco.2006.10.010
Oil prices and economic activity: An asymmetric cointegration approach
resolves10.1016/j.jbankfin.2007.11.014
Hedging, financing, and investment decisions: Theory and empirical tests
resolves10.1016/j.iref.2020.01.002
Who affects who? Oil price against the stock return of oil-related companies: Evidence from the U.S. and China
resolves10.2307/2331399
Evidence on Corporate Hedging Policy
resolves10.1016/j.eneco.2009.01.009
Crude oil and stock markets: Stability, instability, and bubbles
resolves10.1086/261625
Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results
resolves10.1016/j.econmod.2013.11.014
Oil price risk in the Spanish stock market: An industry perspective
resolves10.1111/j.1540-6261.1993.tb04709.x
On the Determinants of Corporate Hedging
resolves10.1016/j.eneco.2007.09.003
Does oil move equity prices? A global view
resolves10.1016/j.jbankfin.2011.05.010
New evidence on oil price and firm returns
resolves10.1016/j.eneco.2008.04.003
Oil price shocks and stock markets in the U.S. and 13 European countries
resolves10.1016/j.intfin.2014.11.010
Oil price and stock returns of consumers and producers of crude oil
resolves10.3982/QE82
Dating the timeline of financial bubbles during the subprime crisis
resolves10.1111/iere.12132
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&amp;P 500
resolves10.1111/j.1468-2354.2010.00625.x
EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*
resolves10.1017/9781108367677
Boom and Bust
resolves10.1111/jofi.12041
International Stock Return Predictability: What Is the Role of the United States?
resolves10.1016/0304-405X(81)90019-2
Misspecification of capital asset pricing
resolves10.1016/S0140-9883(99)00020-1
Oil price shocks and stock market activity
resolves10.1016/j.enpol.2008.07.019
Assessing the impact of oil prices on firms of different sizes: Its tough being in the middle
resolves10.1016/S1574-0102(03)01024-0
Chapter 15 Anomalies and market efficiency
resolves10.1016/j.energy.2016.05.028
Oil price risk exposure: A comparison of financial and non-financial subsectors
resolves10.2307/j.ctt1287kz5
Irrational Exuberance
resolves10.1016/j.jbankfin.2015.01.013
Oil prices, US stock return, and the dependence between their quantiles
resolves10.1016/j.physa.2009.01.011
The 2006–2008 oil bubble: Evidence of speculation, and prediction
resolves10.1257/jep.4.2.13
Symposium on Bubbles
resolves10.1016/j.enpol.2016.12.006
When Will Occur the Crude Oil Bubbles?
resolves10.1016/j.eneco.2015.04.012
How do U.S. stock returns respond differently to oil price shocks pre-crisis, within the financial crisis, and post-crisis?
resolves10.1016/j.energy.2021.120873
Driven by fundamentals or exploded by emotions: Detecting bubbles in oil prices
resolves10.1016/j.jbankfin.2011.05.009
Is size dead? A review of the size effect in equity returns
resolves10.1016/j.jfineco.2006.09.011
How and why do small firms manage interest rate risk☆
resolves10.1257/000282803321455313
Energy, the Stock Market, and the Putty-Clay Investment Model
resolves10.1016/j.iref.2017.03.015
Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently ? A wavelet coherence analysis
resolves10.1016/j.mulfin.2013.06.003
Contagion in international financial markets: A recursive cointegration approach
resolves10.1016/j.eneco.2008.01.006
Oil shock and economic growth in Japan: A nonlinear approach
resolves10.1016/j.physa.2014.11.051
Exploring the WTI crude oil price bubble process using the Markov regime switching model
The 25 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedref2
no DOI — not checkedref4
no DOI — not checkedDetection of bubbles in WTI, brent, and Dubai oil prices: A novel double recursive algorithm
no DOI — not checkedOil price, output and employment in Turkey: Evidence from vector error correction model
no DOI — not checkedThe relationship between return and market value of common stocks
no DOI — not checkedAlternative factor specifications, security characteristics, and the cross-section of expected stock returns, cross-sectional determinants of expected returns
no DOI — not checkedref28
no DOI — not checkedTime-varying impact of oil prices on sectoral stock returns: Evidence from Turkey
no DOI — not checkedPitfalls in testing for explosive bubbles in asset prices
no DOI — not checkedCommon risk factors in the returns on stocks and bonds
no DOI — not checkedref50
no DOI — not checkedLarge oil shocks and the US economy: Infrequent incidents with large effects
no DOI — not checkedThe impact of oil price volatility on stock markets: Evidences from oil-importing countries
no DOI — not checkedSize-related anomalies and stock return seasonality: Further empirical evidence
no DOI — not checkedRelationship between oil price movements and stock returns of oil firms in oil importing economies
no DOI — not checkedref73
no DOI — not checkedNewspaper-based equity uncertainty or implied volatility index: new evidence from oil market volatility predictability
no DOI — not checkedMacroeconomic responses to oil price increases and decreases in seven OECD countries
no DOI — not checkedref85
no DOI — not checkedOil prices & stock returns: Modeling the asymmetric effects around the zero lower bound
no DOI — not checkedref102
no DOI — not checkedOil price shocks and their short-and long-term effects on the Chinese economy
no DOI — not checkedDo oil shocks impact stock liquidity
no DOI — not checkedref116
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.

checked 2026-08-27 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

Embed this badge

Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.

<a href="https://citestamp.com/citestamped/10.2139/ssrn.4101678"><img src="https://citestamp.com/citestamped/10.2139/ssrn.4101678/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[![CiteStamped reference-health badge](https://citestamp.com/citestamped/10.2139/ssrn.4101678/badge.svg)](https://citestamp.com/citestamped/10.2139/ssrn.4101678)