The DOI matches its Crossref record; 80 of the 80 references it cites were found in a registry or an index.
The specification of conditional expectations
Open accessOverview
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
Cites
A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
White, H. (1980) · Econometrica · doi:10.2307/1912934 · Cited by 25,861
Engle, R. F. (1982) · Econometrica · doi:10.2307/1912773 · Cited by 20,795
Density Estimation for Statistics and Data Analysis
Silverman, B. W. (2018) · Routledge eBooks · doi:10.1201/9781315140919 · Cited by 15,796
Risk, Return, and Equilibrium: Empirical Tests
Fama, E. F., & MacBeth, J. D. (1973) · Journal of Political Economy · doi:10.1086/260061 · Cited by 14,258
Large Sample Properties of Generalized Method of Moments Estimators
Hansen, L. P. (1982) · Econometrica · doi:10.2307/1912775 · Cited by 13,467
Cross validatory choice and assessment of statistical predictions
Stone, M. (1974) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/j.2517-6161.1974.tb00994.x · Cited by 10,881
Conditional Heteroskedasticity in Asset Returns: A New Approach
Nelson, D. B. (1991) · Econometrica · doi:10.2307/2938260 · Cited by 10,236
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
GLOSTEN, L. R., JAGANNATHAN, R., & RUNKLE, D. E. (1993) · The Journal of Finance · doi:10.1111/j.1540-6261.1993.tb05128.x · Cited by 9,008
Density Estimation for Statistics and Data Analysis
(1986) · Springer eBooks · doi:10.1007/978-1-4899-3324-9 · Cited by 8,525
Does the Stock Market Overreact?
De BONDT, W. F. M., & THALER, R. (1985) · The Journal of Finance · doi:10.1111/j.1540-6261.1985.tb05004.x · Cited by 7,578
Cited by
Gallant, A. R., Rossi, P. E., & Tauchen, G. (1992) · Review of Financial Studies · doi:10.1093/rfs/5.2.199 · Cited by 1,295
Forecasting the equity risk premium: the role of technical indicators
Neely, C. J., Rapach, D. E., Tu, J., & Zhou, G. (2014) · Management Science · doi:10.1287/mnsc.2013.1838 · Cited by 1,003
PETKOVA, R., & ZHANG, L. (2005) · Journal of Financial Economics · doi:10.1016/j.jfineco.2004.12.001 · Cited by 687
The empirical risk–return relation: A factor analysis approach☆
Ludvigson, S. C., & Ng, S. (2007) · Journal of Financial Economics · doi:10.1016/j.jfineco.2005.12.002 · Cited by 666
Time Variations and Covariations in the Expectation and Volatility of Stock Market Returns
WHITELAW, R. F. (1994) · The Journal of Finance · doi:10.1111/j.1540-6261.1994.tb05150.x · Cited by 493
Metadata
- Authors
- Harvey, C. R.
- Venue
- Journal of Empirical Finance
- Publisher
- Elsevier BV
- Published
- 2001-12
- Volume
- 8
- Issue
- 5
- Pages
- 573-637
- ISSN
- 0927-5398 (ISSN-L)
- OpenAlex
- W3122555292
- Cited by
- 382
- References
- 80
- FWCI
- 16.42
- Type
- journal article
- Language
- en
- Open access
- green
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 ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: The specification of conditional expectations. https://app.cochat.ai/papers/10.1016/s0927-5398(01)00036-6
- The paper
- Harvey, C. R. (2001). The specification of conditional expectations. Journal of Empirical Finance. https://doi.org/10.1016/s0927-5398(01)00036-6
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.
