On the public citation graph

Perhaps, the 'Glamor' Label Embeds a Type I Error', Plus More Likely than Not, the Phenomenon that Is, 'Momentum then Reversals' is Induced by a Uniquely Specified General Equilibrium Boundary that Bounds Firms' Evolutionary Cycles

0 signed · 89 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/978-1-4613-4367-7_6openalex-snapshot
From substantive to procedural rationality
inferredcites →https://doi.org/10.1007/978-3-540-31299-4_12openalex-snapshot
The Existence of Absolutely Continuous Local Martingale Measures (1995)
inferredcites →https://doi.org/10.1007/978-3-540-31299-4_9openalex-snapshot
A General Version of the Fundamental Theorem of Asset Pricing (1994)
inferredcites →https://doi.org/10.1007/978-3-7643-7390-0_3openalex-snapshot
Optimal stopping and free-boundary problems
inferredcites →https://doi.org/10.1007/bf01450498openalex-snapshot
A general version of the fundamental theorem of asset pricing
inferredcites →https://doi.org/10.1016/0022-0531(82)90046-1openalex-snapshot
Information, trade and common knowledge
inferredcites →https://doi.org/10.1016/0304-405x(88)90075-xopenalex-snapshot
Risk aversion, uncertain information, and market efficiency
inferredcites →https://doi.org/10.1016/0304-405x(92)90005-iopenalex-snapshot
Measuring abnormal performance
inferredcites →https://doi.org/10.1016/0308-8146(95)00196-4openalex-snapshot
Chemical changes during microwave treatment of milk
inferredcites →https://doi.org/10.1016/0958-6946(95)00009-7openalex-snapshot
Heat treatment of milk in domestic microwave ovens
inferredcites →https://doi.org/10.1016/b978-0-08-100528-6.00004-8openalex-snapshot
Impact of microwave processing on nutritional, sensory, and other quality attributes
inferredcites →https://doi.org/10.1016/j.eap.2023.12.024openalex-snapshot
Measuring Innovativeness: A ranking of the ordinal utility from consumption is more robust than either of ‘outcomes of commercialization’ or patent counts
inferredcites →https://doi.org/10.1016/j.finmar.2014.03.003openalex-snapshot
Are trading imbalances indicative of private information?
inferredcites →https://doi.org/10.1016/j.finmar.2019.01.002openalex-snapshot
The memory of stock return volatility: Asset pricing implications
inferredcites →https://doi.org/10.1016/j.frl.2021.102420openalex-snapshot
Refining the General Equilibrium Relation That Subsists Between Stock Returns, and Each of Investors Risk Preferences and Information Sets
inferredcites →https://doi.org/10.1016/j.frl.2023.103715openalex-snapshot
Outside of a sole globally risk averse agent, all other agents in markets are risk seeking agents
inferredcites →https://doi.org/10.1016/j.frl.2024.105252openalex-snapshot
A parsimonious analytically specified general equilibrium structure that spans discount rates
inferredcites →https://doi.org/10.1016/j.irfa.2021.101938openalex-snapshot
Asymmetry, tail risk and time series momentum
inferredcites →https://doi.org/10.1016/j.jacceco.2005.04.004openalex-snapshot
Does disclosure deter or trigger litigation?
inferredcites →https://doi.org/10.1016/j.jbankfin.2017.06.003openalex-snapshot
Risk-sharing, market imperfections, asset prices: Evidence from China’s stock market liberalization
inferredcites →https://doi.org/10.1016/j.jedc.2018.02.004openalex-snapshot
Asset Allocation with Time Series Momentum and Reversal
inferredcites →https://doi.org/10.1016/j.jet.2023.105745openalex-snapshot
Coherence without rationality at the zero lower bound
inferredcites →https://doi.org/10.1016/j.jfineco.2006.02.002openalex-snapshot
Firm-specific attributes and the cross-section of momentum☆
inferredcites →https://doi.org/10.1016/j.jfineco.2015.12.002openalex-snapshot
Momentum crashes
inferredcites →https://doi.org/10.1016/j.pacfin.2019.01.011openalex-snapshot
Impacts of ambiguity aversion and information uncertainty on momentum: An international study
inferredcites →https://doi.org/10.1016/j.pacfin.2022.101757openalex-snapshot
Stock Return Asymmetry in China
inferredcites →https://doi.org/10.1016/j.qref.2015.11.007openalex-snapshot
How important is innovation for venture capitalists’ (VCs’) market reputation?
inferredcites →https://doi.org/10.1016/j.qref.2020.05.005openalex-snapshot
Momentum, asymmetric volatility and idiosyncratic risk-momentum relation: Does technology-sector matter?
inferredcites →https://doi.org/10.1016/j.ssaho.2022.100308openalex-snapshot
Progressiveness of increase to utility from socioeconomic activities: ‘Barebones’ necessary conditions
inferredcites →https://doi.org/10.1016/j.ssaho.2023.100606openalex-snapshot
Should rational socioeconomic agents attempt to exert ‘control’ over the evolution of their preference or behavioral parameters?
inferredcites →https://doi.org/10.1016/s0304-4076(03)00108-8openalex-snapshot
Alternative models for stock price dynamics
inferredcites →https://doi.org/10.1016/s0308-8146(03)00095-5openalex-snapshot
Cooking–freezing–reheating (CFR) of sardine (Sardina pilchardus) fillets. Effect of different cooking and reheating procedures on the proximate and fatty acid compositions
inferredcites →https://doi.org/10.1017/cbo9780511598951.005openalex-snapshot
RATIONALITY AS PROCESS AND AS PRODUCT OF THOUGHT
inferredcites →https://doi.org/10.1017/s0001867800038921openalex-snapshot
On optimal stopping and free boundary problems
inferredcites →https://doi.org/10.1017/s0022050700054279openalex-snapshot
The Creative Response in Economic History
inferredcites →https://doi.org/10.1017/s0022109010000542openalex-snapshot
Market Dynamics and Momentum Profits
inferredcites →https://doi.org/10.1080/08327823.1999.11688400openalex-snapshot
Non-Uniformity of Surface Temperatures After Microwave Heating of Poultry Meat
inferredcites →https://doi.org/10.1086/295472openalex-snapshot
Capital Market Equilibrium with Restricted Borrowing
inferredcites →https://doi.org/10.1093/rfs/15.2.533openalex-snapshot
Momentum and Autocorrelation in Stock Returns
inferredcites →https://doi.org/10.1093/rfs/hhi021openalex-snapshot
Does Risk Seeking Drive Stock Prices? A Stochastic Dominance Analysis of Aggregate Investor Preferences and Beliefs
inferredcites →https://doi.org/10.1093/rfs/hhs183openalex-snapshot
Misvaluing Innovation
inferredcites →https://doi.org/10.1093/rfs/hhu039openalex-snapshot
Tail Risk and Asset Prices
inferredcites →https://doi.org/10.1093/rof/rfq021openalex-snapshot
Asymmetric Momentum Effects Under Uncertainty
inferredcites →https://doi.org/10.1093/rof/rft019openalex-snapshot
Implied Price Risk and Momentum Strategy
inferredcites →https://doi.org/10.1111/0022-1082.00259openalex-snapshot
Presidential Address: Friction
inferredcites →https://doi.org/10.1111/0022-1082.00342openalex-snapshot
Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
inferredcites →https://doi.org/10.1111/1540-6261.00449openalex-snapshot
Momentum, Business Cycle, and Time‐varying Expected Returns
inferredcites →https://doi.org/10.1111/1540-6261.00502openalex-snapshot
Momentum Trading by Institutions
inferredcites →https://doi.org/10.1111/1540-6261.00566openalex-snapshot
The Impact of Jumps in Volatility and Returns
inferredcites →https://doi.org/10.1111/eufm.12147openalex-snapshot
Stock market integration, cost of equity capital, and corporate investment: Evidence from Brazil
inferredcites →https://doi.org/10.1111/j.1467-9965.1994.tb00063.xopenalex-snapshot
ARBITRAGE AND FREE LUNCH WITH BOUNDED RISK FOR UNBOUNDED CONTINUOUS PROCESSES
inferredcites →https://doi.org/10.1111/j.1540-6261.1981.tb00436.xopenalex-snapshot
Decentralized Investment Management
inferredcites →https://doi.org/10.1111/j.1540-6261.1985.tb05004.xopenalex-snapshot
Does the Stock Market Overreact?
inferredcites →https://doi.org/10.1111/j.1540-6261.1987.tb04569.xopenalex-snapshot
Further Evidence On Investor Overreaction and Stock Market Seasonality
inferredcites →https://doi.org/10.1111/j.1540-6261.1988.tb02606.xopenalex-snapshot
Anatomy of Initial Public Offerings of Common Stock
inferredcites →https://doi.org/10.1111/j.1540-6261.1990.tb05110.xopenalex-snapshot
Evidence of Predictable Behavior of Security Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb04702.xopenalex-snapshot
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
inferredcites →https://doi.org/10.1111/j.1540-6261.1995.tb05169.xopenalex-snapshot
Size and Book-to-Market Factors in Earnings and Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb05202.xopenalex-snapshot
Multifactor Explanations of Asset Pricing Anomalies
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb02749.xopenalex-snapshot
Empirical Performance of Alternative Option Pricing Models
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03808.xopenalex-snapshot
On Persistence in Mutual Fund Performance
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00663.xopenalex-snapshot
Risk Sharing and Asset Prices: Evidence from a Natural Experiment
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00665.xopenalex-snapshot
Market States and Momentum
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00666.xopenalex-snapshot
Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices
inferredcites →https://doi.org/10.1111/j.1540-6261.2011.01671.xopenalex-snapshot
Presidential Address: Discount Rates
inferredcites →https://doi.org/10.1111/jofi.12092openalex-snapshot
The Recovery Theorem
inferredcites →https://doi.org/10.1111/jofi.12220openalex-snapshot
Aggregate Jump and Volatility Risk in the Cross‐Section of Stock Returns
inferredcites →https://doi.org/10.1142/s0219024919500353openalex-snapshot
AMERICAN OPTIONS AND INCOMPLETE INFORMATION
inferredcites →https://doi.org/10.1142/s2010495222500105openalex-snapshot
MODELING OF STOCK RETURNS IN CONTINUOUS VIS-À-VIS DISCRETE TIME IS EQUIVALENT, RESPECTIVELY, TO THE CONDITIONING OF STOCK RETURNS ON A RANDOM WALK PROCESS FOR TRADE IMBALANCES VIS-À-VIS A RANDOM WALK PROCESS FOR EVOLUTION OF INFORMATION
inferredcites →https://doi.org/10.1146/annurev-financial-073009-104041openalex-snapshot
Martingale Pricing
inferredcites →https://doi.org/10.1214/aoap/1177004600openalex-snapshot
The Existence of Absolutely Continuous Local Martingale Measures
inferredcites →https://doi.org/10.1257/jep.8.1.3openalex-snapshot
The Origins of Endogenous Growth
inferredcites →https://doi.org/10.1257/mic.2.1.112openalex-snapshot
Naïve Learning in Social Networks and the Wisdom of Crowds
inferredcites →https://doi.org/10.1287/mksc.1080.0407openalex-snapshot
Do Innovations Really Pay Off? Total Stock Market Returns to Innovation
inferredcites →https://doi.org/10.1515/9781400829484openalex-snapshot
Understanding the Process of Economic Change
inferredcites →https://doi.org/10.21314/jrmv.2023.007openalex-snapshot
On the mitigation of valuation uncertainty risk: the importance of a robust proxy for the “cumulative state of market incompleteness”
inferredcites →https://doi.org/10.2139/ssrn.1274967openalex-snapshot
Equity Risk Premiums (ERP): Determinants, Estimation and Implications
inferredcites →https://doi.org/10.2139/ssrn.243807openalex-snapshot
Momentum, Business Cycle and Time Varying Expected Returns
inferredcites →https://doi.org/10.2139/ssrn.354840openalex-snapshot
Risk Sharing and Asset Prices: Evidence from a Natural Experiment
inferredcites →https://doi.org/10.2307/1425961openalex-snapshot
On optimal stopping and free boundary problems
inferredcites →https://doi.org/10.2307/1884513openalex-snapshot
A Contribution to the Theory of Economic Growth
inferredcites →https://doi.org/10.2307/1885060openalex-snapshot
Signaling Games and Stable Equilibria
inferredcites →https://doi.org/10.2307/1912320openalex-snapshot
On the Strategic Stability of Equilibria
inferredcites →https://doi.org/10.2307/1913811openalex-snapshot
An Intertemporal Capital Asset Pricing Model
inferredcites →https://doi.org/10.2307/1926047openalex-snapshot
Technical Change and the Aggregate Production Function
inferredcites →https://doi.org/10.2307/2224315openalex-snapshot
The Instability of Capitalism
inferredcites →https://doi.org/10.2307/3615588openalex-snapshot
The Foundations of Statistics
inferredcites →https://doi.org/10.2469/faj.v61.n2.2717openalex-snapshot
Understanding Momentum
inferredcites →https://doi.org/10.3386/w3989openalex-snapshot
Intertemporal Asset Pricing Without Consumption Data
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.