The DOI matches its Crossref record.
Using daily stock returns
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cited by
FAMA, E. F. (1991) · The Journal of Finance · doi:10.1111/j.1540-6261.1991.tb04636.x · Cited by 5,350
Flammer, C. (2018) · SSRN Electronic Journal · doi:10.2139/ssrn.3125518 · Cited by 2,901
Do Brokerage Analysts' Recommendations Have Investment Value?
WOMACK, K. L. (1996) · The Journal of Finance · doi:10.1111/j.1540-6261.1996.tb05205.x · Cited by 1,931
Corporate goodness and shareholder wealth
Krüger, P. (2015) · Journal of Financial Economics · doi:10.1016/j.jfineco.2014.09.008 · Cited by 1,901
Event-study methodology under conditions of event-induced variance
Boehmer, E. (1991) · Journal of Financial Economics · doi:10.1016/0304-405x(91)90032-f · Cited by 1,775
Metadata
- Authors
- Brown, S. J., & Warner, J. B.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 1985-03
- Volume
- 14
- Issue
- 1
- Pages
- 3-31
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W2128778916
- Cited by
- 6,488
- References
- 0
- FWCI
- 139.79
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
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How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Using daily stock returns. https://app.cochat.ai/papers/10.1016/0304-405x(85)90042-x
- The paper
- Brown, S. J., & Warner, J. B. (1985). Using daily stock returns. Journal of Financial Economics. https://doi.org/10.1016/0304-405x(85)90042-x
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
