Reference health
Global, Developed and Emerging Stock Market: Which Characteristic Matters?
21/21 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.
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The 21 checked references that resolve
resolves10.1093/rfs/hhm055
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
resolves10.1016/j.jfineco.2021.04.007
Factors and risk premia in individual international stock returns
resolves10.1037/0022-3514.79.6.890
Cultural psychology of surprise: Holistic theories and recognition of contradiction.
resolves10.1017/S0022109017001016
A New Partial-Segmentation Approach to Modeling International Stock Returns
resolves10.1016/j.jfineco.2019.05.001
Characteristics are covariances: A unified model of risk and return
resolves10.1016/j.econmod.2016.06.016
Returns, correlations, and volatilities in equity markets: Evidence from six OECD countries during the US financial crisis
resolves10.1080/00036846.2020.1862747
The role of high-frequency data in volatility forecasting: evidence from the China stock market
resolves10.1016/j.iref.2015.11.005
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
resolves10.1093/rapstu/raab024
Firm Characteristics and Global Stock Returns: A Conditional Asset Pricing Model
resolves10.1016/j.physa.2022.127470
The path of financial risk spillover in the stock market based on the R-vine-Copula model
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no DOI — not checkedA comparison of global factor models
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