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Why Does Stock Market Volatility Change Over Time?

https://doi.org/10.2307/2328636
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1 of 41 checkable references need attention · checked 2026-08-03

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

23 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.

References needing attention

does not resolve to a known work10.2307/1391432
The 40 checked references that resolve
resolves10.1016/0304-3932(88)90004-9
Stock prices under time-varying dividend risk
resolves10.1111/j.1540-6261.1976.tb01891.x
VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS
resolves10.1086/261527
A Capital Asset Pricing Model with Time-Varying Covariances
resolves10.1080/01621459.1970.10481180
Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
resolves10.1016/0304-405X(82)90018-6
The stochastic behavior of common stock variances Value, leverage and interest rate effects
resolves10.1080/01621459.1987.10478543
Variance Function Estimation
resolves10.2307/1912773
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
resolves10.1080/07474938608800095
Modelling the persistence of conditional variances
resolves10.1086/260453
Inflation Uncertainty and Expected Returns on Treasury Bills
resolves10.1086/261535
Permanent and Temporary Components of Stock Prices
resolves10.1016/0304-405X(88)90020-7
Dividend yields and expected stock returns
resolves10.1016/0304-405X(89)90095-0
Business conditions and expected returns on stocks and bonds
resolves10.1016/0304-405X(86)90004-8
Stock return variances
resolves10.1016/0304-405X(87)90026-2
Expected stock returns and volatility
resolves10.1515/9781400829330
A Monetary History of the United States, 1867-1960
resolves10.1515/9781400875498
Studies in the National Balance Sheet of the United States, Volume 1
resolves10.1016/0165-1889(88)90047-4
Rational-expectations econometric analysis of changes in regime
resolves10.2307/1912775
Large Sample Properties of Generalized Method of Moments Estimators
resolves10.1016/0167-2231(86)90011-4
Monetary policy regime shifts and the unusual behavior of real interest rates
resolves10.2307/2330874
The Relation Between Price Changes and Trading Volume: A Survey
resolves10.1016/0304-405X(86)90070-X
Predicting returns in the stock and bond markets
resolves10.1086/261419
Variance Bounds Tests and Stock Price Valuation Models
resolves10.1016/0304-405X(89)90076-7
Consumption volatility, production volatility, spot-rate volatility, and the returns on treasury bills and bonds
resolves10.1016/0304-3932(83)90036-3
Long- and short-term interest rates in a risky world
resolves10.1016/0304-405X(80)90007-0
On estimating the expected return on the market
resolves10.1086/295551
The Variability of the Market Factor of the New York Stock Exchange
resolves10.2307/2648877
Econometric Issues in the Analysis of Regressions with Generated Regressors
resolves10.1002/jae.3950030202
The econometric analysis of models with risk terms
resolves10.1016/0304-405X(88)90021-9
Mean reversion in stock prices
resolves10.1086/261361
Spurious Volatility in Historical Unemployment Data
resolves10.1086/261592
The Prewar Business Cycle Reconsidered: New Estimates of Gross National Product, 1869-1908
resolves10.1016/0304-3932(87)90059-6
Effects of model specification on tests for unit roots in macroeconomic data
resolves10.1016/0167-2231(89)90006-7
Business cycles, financial crises, and stock volatility
resolves10.3386/w2954
Stock Volatility and the Crash of '87
resolves10.3386/w2985
Indexes of United States Stock Prices From 1802 to 1987
resolves10.1111/j.1540-6261.1981.tb00441.x
The Use of Volatility Measures in Assessing Market Efficiency*
resolves10.3386/w2818
A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market
resolves10.2307/1912934
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
resolves10.1086/296394
A Comparison of Annual Common Stock Returns: 1871-1925 with 1926-85
resolves10.2307/1907574
Note on the Correlation of First Differences of Averages in a Random Chain
The 23 references without a DOI — listed, not checked
no DOI — not checkedProceedings of the 1976 Meetings of the Business and Economics Statistics Section
no DOI — not checkedThe Changing Roles of Debt and Equity in Financing U.S. Capital Formation
no DOI — not checkedCitibase Economic Database, 1946–86 [machine‐readable magnetic datafile
no DOI — not checkedCommon Stock Indexes
no DOI — not checkedThe Dow Jones Averages, 1885–1970
no DOI — not checkedBanking and Monetary Statistics, 1914–1941
no DOI — not checkedBanking and Monetary Statistics, 1941–1970
no DOI — not checkedIndustrial Production
no DOI — not checkedIntroduction to Statistical Time Series
no DOI — not checkedThe Nation's Capital Needs: Three Studies
no DOI — not checkedStocks, Bonds, Bills, and Inflation: 1986 Yearbook
no DOI — not checkedThe Advanced Theory of Statistics
no DOI — not checkedThe Movements of Interest Rates, Bond Yields and Stock Prices in the United States Since 1856
no DOI — not checkedBusiness Cycle Indicators, Vol. II, Basic Data on Cyclical Indicators
no DOI — not checkedRisk, inflation, and the stock market
no DOI — not checkedThe persistence of volatility and stock market fluctuations
no DOI — not checkedIs the stabilization of the postwar economy a figment of the data
no DOI — not checkedThe stabilization of the U.S. economy: Evidence from the stock market
no DOI — not checkedDo stock prices move too much to be justified by subsequent changes in dividends
no DOI — not checkedFluctuations in American Business, 1790–1860
no DOI — not checkedSecurity Price Index Record
no DOI — not checkedThe Changing Roles of Debt and Equity in Financing U.S. Capital Formation
no DOI — not checkedBureau of Labor Statistics
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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