Reference health
Tradable Factor Risk Premia and Oracle Tests of Asset Pricing Models
31/31 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.
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The 31 checked references that resolve
resolves10.1017/S0266466600012950
A Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes
resolves10.1198/016214501753382273
Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
resolves10.1093/rfs/hht135
Misspecification-Robust Inference in Linear Asset-Pricing Models with Irrelevant Risk Factors
resolves10.1016/j.jfineco.2018.10.012
Too good to be true? Fallacies in evaluating risk factor models
resolves10.1016/j.jfineco.2020.12.001
Common pricing across asset classes: Empirical evidence revisited
resolves10.1016/j.jfineco.2017.08.002
Intermediary asset pricing: New evidence from many asset classes
resolves10.1111/jofi.12035
Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology
resolves10.1016/S0304-405X(99)00033-1
GMM tests of stochastic discount factor models with useless factors
resolves10.1016/j.jeconom.2005.02.011
Generalized reduced rank tests using the singular value decomposition
The 7 references without a DOI — listed, not checked
no DOI — not checkedSpurious factors in linear asset pricing models
no DOI — not checkedref7
no DOI — not checkedref12
no DOI — not checked2021a. Capital share risk in u.s. asset pricing: A reappraisal
no DOI — not checkedPortfolio inefficiency and the crosssection of expected returns
no DOI — not checkedref35
no DOI — not checkedSpline models for observational data
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