Reference health
Option Market Liquidity and Stock Price Crash Risk
72/72 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.
18 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 72 checked references that resolve
resolves10.1111/j.1911-3846.1997.tb00531.x
Option Trading, Price Discovery, and Earnings News Dissemination*
resolves10.1016/j.jcorpfin.2013.01.001
Stock price synchronicity, crash risk, and institutional investors
resolves10.2308/accr.2002.77.1.25
The Effect of Legal Environment on Voluntary Disclosure: Evidence from Management Earnings Forecasts Issued in U.S. and Canadian Markets
resolves10.1080/00014788.2006.9730040
International Financial Reporting Standards (IFRS): pros and cons for investors
resolves10.1111/j.1540-6261.2011.01700.x
Regulatory Uncertainty and Market Liquidity: The 2008 Short Sale Ban's Impact on Equity Option Markets
resolves10.1111/j.1540-6261.2012.01802.x
Short‐Selling Bans Around the World: Evidence from the 2007–09 Crisis
resolves10.1016/j.jbankfin.2013.02.018
Institutional investor stability and crash risk: Monitoring versus short-termism?
resolves10.1111/j.0306-686X.2005.00622.x
The Effect of Decimalization on Trade Size and Adverse Selection Costs
resolves10.1016/j.jbankfin.2011.01.020
Stock and option market divergence in the presence of noisy information
resolves10.1016/S0304-405X(01)00066-6
Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices
resolves10.1016/j.jcorpfin.2006.02.002
Insider ownership and corporate performance: Evidence from the adjustment cost approach
resolves10.1111/j.1540-6261.1990.tb03695.x
Positive Feedback Investment Strategies and Destabilizing Rational Speculation
resolves10.1016/j.jcorpfin.2019.101498
Short-sale constraints and stock price crash risk: Causal evidence from a natural experiment
resolves10.1017/S0022109016000156
Analyst Coverage and Real Earnings Management: Quasi-Experimental Evidence
resolves10.1016/j.jfineco.2010.07.007
Corporate tax avoidance and stock price crash risk: Firm-level analysis
resolves10.1002/fut.21933
Equity index futures trading and stock price crash risk: Evidence from Chinese markets
resolves10.1111/0022-1082.35053
Large Shareholders as Monitors: Is There a Trade‐Off between Liquidity and Control?
resolves10.1111/1540-6261.00447
Competition, Market Structure, and Bid‐Ask Spreads in Stock Option Markets
resolves10.1016/j.jbankfin.2003.08.003
Corporate cash holdings: An empirical investigation of UK companies
resolves10.1016/j.jbankfin.2010.08.022
Options, short-sale constraints and market efficiency: A new perspective
resolves10.1016/j.jbankfin.2017.07.002
Intraday online investor sentiment and return patterns in the U.S. stock market
resolves10.1016/j.jbankfin.2013.01.009
Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-quality
resolves10.2307/2937861
Efficient Capital Markets, Inefficient Firms: A Model of Myopic Corporate Behavior
resolves10.1111/j.1540-6261.1990.tb05087.x
Intraday Price Change and Trading Volume Relations in the Stock and Stock Option Markets
resolves10.1080/1351847X.2016.1188836
Commonality in equity options liquidity: evidence from European Markets
resolves10.1016/j.ijforecast.2014.10.007
Volatility forecasting: The role of lunch-break returns, overnight returns, trading volume and leverage effects
resolves10.1016/j.jbankfin.2010.02.012
Trading activity and bid–ask spreads of individual equity options
resolves10.1016/j.pacfin.2013.09.001
Analyst coverage, optimism, and stock price crash risk: Evidence from China
resolves10.1080/1540496X.2015.1093844
Investor Sentiment, Financial Report Quality and Stock Price Crash Risk: Role of Short-Sales Constraints
resolves10.1016/j.finmar.2021.100648
Option trading volume by moneyness, firm fundamentals, and expected stock returns
The 18 references without a DOI — listed, not checked
no DOI — not checkedFree trades, jackpot dreams lure small investors to options
no DOI — not checkedref12
no DOI — not checkedThe influence of institutional investors on myopic R&D investment behavior
no DOI — not checkedStock Price Crash Risk and the Market for Corporate Control
no DOI — not checkedWhy option prices lag stock prices: A trading-based explanation
no DOI — not checkedRegulating Public Utility Performance: The Law of Market Structure
no DOI — not checkedTransparency and Corporate Governance
no DOI — not checkedref39
no DOI — not checkedref49
no DOI — not checkedref55
no DOI — not checkedref57
no DOI — not checkedCorporate customer concentration and stock price crash risk
no DOI — not checkedCapital disadvantage: America's failing capital investment system
no DOI — not checkedref72
no DOI — not checkedHow options-market amateurs might have tripped up big tech
no DOI — not checkedref80
no DOI — not checkedref85
no DOI — not checkedIntangible intensity and stock price crash 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.
checked 2026-08-24 — 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.4338698"><img src="https://citestamp.com/citestamped/10.2139/ssrn.4338698/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.2139/ssrn.4338698)