Reference health
Detecting Lead-Lag Relationships in Stock Returns and Portfolio Strategies
15/15 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.
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 15 checked references that resolve
resolves10.1093/rfs/6.4.799
Investment Analysis and the Adjustment of Stock Prices to Common Information
resolves10.1093/rfs/5.1.123
A Further Analysis of the Lead–Lag Relationship Between the Cash Market and Stock Index Futures Market
resolves10.1093/revfin/hhm003
Industry Information Diffusion and the Lead-lag Effect in Stock Returns
resolves10.1016/j.jfineco.2021.10.011
A frog in every pan: Information discreteness and the lead-lag returns puzzle
The 9 references without a DOI — listed, not checked
no DOI — not checkedHigh-frequency lead-lag effects and crossasset linkages: A multi-asset lagged adjustment model
no DOI — not checkedref6
no DOI — not checkedref7
no DOI — not checkedref11
no DOI — not checkedref17
no DOI — not checkedref18
no DOI — not checkedCross-stock momentum and factor momentum
no DOI — not checkedMean (Volatility) of Price (Dollars) of Firms Traded Mean (volatility) of price (dollars) of firms traded
no DOI — not checkedref24
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or importance of the work itself, and nothing about references deposited without a DOI.
checked 2026-08-27 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
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