Reference health

COLOG Asset Pricing

https://doi.org/10.2139/ssrn.4198227
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18/18 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.

3 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 18 checked references that resolve
resolves10.1016/j.jfineco.2004.06.007
Asset pricing with liquidity risk
resolves10.1016/S1386-4181(01)00024-6
Illiquidity and stock returns: cross-section and time-series effects
resolves10.1093/rfs/hhj035
Downside Risk
resolves10.1111/1467-9965.00068
Coherent Measures of Risk
resolves10.1016/0304-405X(77)90017-4
Capital market equilibrium in a mean-lower partial moment framework
resolves10.1111/j.1540-6261.2004.00670.x
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
resolves10.1093/wber/9.1.75
Market Integration and Investment Barriers in Emerging Equity Markets
resolves10.1086/261693
Habit Formation: A Resolution of the Equity Premium Puzzle
resolves10.1017/S0022109000003616
Second-Order Stochastic Dominance, Reward-Risk Portfolio Selection, and the CAPM
resolves10.1086/261750
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis
resolves10.1111/j.1540-6261.1992.tb04398.x
The Cross‐Section of Expected Stock Returns
resolves10.1086/260061
Risk, Return, and Equilibrium: Empirical Tests
resolves10.2307/2329964
Toward the Development of an Equilibrium Capital-Market Model Based on Semivariance
resolves10.1111/j.1540-6261.1996.tb05201.x
The Conditional CAPM and the Cross‐Section of Expected Returns
resolves10.2307/1924119
The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
resolves10.1007/s00780-005-0165-8
Generalized deviations in risk analysis
resolves10.1002/9781444392715
A Probability Metrics Approach to Financial Risk Measures
resolves10.1016/S0304-3932(00)00012-X
Risk-sensitive real business cycles
The 3 references without a DOI — listed, not checked
no DOI — not checkedref8
no DOI — not checkedPortfolio Selection
no DOI — not checkedCapital asset prices: A theory of market equilibrium under conditions of risk
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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