Reference health

Return Extrapolation and Day/Night Effects

https://doi.org/10.2139/ssrn.4181093
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39/39 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.

9 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 39 checked references that resolve
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Overnight returns, daytime reversals, and future stock returns
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Short interest, institutional ownership, and stock returns
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Do Retail Trades Move Markets?
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Extrapolation and bubbles
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Excessive Extrapolation and the Allocation of 401(k) Accounts to Company Stock
resolves10.1017/S0022109012000270
Paying Attention: Overnight Returns and the Hidden Cost of Buying at the Open
resolves10.1111/jofi.13033
Tracking Retail Investor Activity
resolves10.1111/jofi.12436
Infrequent Rebalancing, Return Autocorrelation, and Seasonality
resolves10.1016/j.jfineco.2020.07.020
The cross-section of intraday and overnight returns
resolves10.1111/jofi.12586
Diagnostic Expectations and Credit Cycles
resolves10.1016/0165-1889(92)90045-G
Periodic market closure and trading volume
resolves10.1017/S0022109012000129
Clean Sweep: Informed Trading through Intermarket Sweep Orders
resolves10.1111/j.1540-6261.2011.01679.x
In Search of Attention
resolves10.1016/j.jfineco.2020.10.003
Extrapolative beliefs in the cross-section: What can we learn from the crowds?
resolves10.1111/j.1540-6261.1990.tb03695.x
Positive Feedback Investment Strategies and Destabilizing Rational Speculation
resolves10.1016/0304-405X(79)90013-8
Risk measurement when shares are subject to infrequent trading
resolves10.1016/j.jempfin.2016.11.004
Informed retail investors: Evidence from retail short sales
resolves10.1016/j.jfineco.2018.05.009
Market intraday momentum
resolves10.1093/rfs/hht082
Expectations of Returns and Expected Returns
resolves10.1016/0304-405X(86)90044-9
A transaction data study of weekly and intradaily patterns in stock returns
resolves10.1016/j.jfineco.2020.06.006
Asset pricing: A tale of night and day
resolves10.1111/j.1540-6261.2010.01573.x
Intraday Patterns in the Cross‐section of Stock Returns
resolves10.1111/jofi.12127
Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions
resolves10.2307/2331067
The Dependence between Hourly Prices and Trading Volume
resolves10.1111/j.1540-6261.1993.tb04702.x
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
resolves10.1016/S0304-405X(02)00224-6
Short-sale constraints and stock returns
resolves10.1057/jam.2011.2
Returns in trading versus non-trading hours: The difference is day and night
resolves10.1111/j.1540-6261.1991.tb02683.x
Inferring Trade Direction from Intraday Data
resolves10.2307/2937816
Fads, Martingales, and Market Efficiency
resolves10.1561/104.00000024
The Cross-section of Expected Stock Returns
resolves10.1016/j.jfineco.2019.03.011
A tug of war: Overnight versus intraday expected returns
resolves10.1016/j.jfineco.2023.03.002
Heterogeneous liquidity providers and night-minus-day return predictability
resolves10.1111/j.1540-6261.1992.tb04408.x
An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks
resolves10.1111/j.1540-6261.1977.tb03317.x
RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION
resolves10.1093/rfs/5.1.1
On the Estimation of Beta-Pricing Models
resolves10.1111/jofi.12286
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
resolves10.1086/ma.18.3585252
Perspectives on Behavioral Finance: Does "Irrationality" Disappear with Wealth? Evidence from Expectations and Actions
resolves10.1111/j.1540-6261.1985.tb04996.x
An Investigation of Transactions Data for NYSE Stocks
The 9 references without a DOI — listed, not checked
no DOI — not checkedref4
no DOI — not checkedPsychology-based models of asset prices and trading volume
no DOI — not checkedSpeculative dynamics and the role of feedback traders
no DOI — not checkedref20
no DOI — not checkedref26
no DOI — not checkedref31
no DOI — not checkedref38
no DOI — not checkedThe day destroys the night, night extends the day: A clientele perspective on equity premium variation
no DOI — not checkedEvaporating liquidity
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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