The DOI matches its Crossref record.
Liquidity and stock returns: An alternative test
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Citations
Cited by
… and the Cross-Section of Expected Returns
Harvey, C. R., Liu, Y., & Zhu, H. (2016) · Review of Financial Studies · doi:10.1093/rfs/hhv059 · Cited by 2,119
Socially responsible funds and market crises
Nofsinger, J., & Varma, A. (2014) · Journal of Banking & Finance · doi:10.1016/j.jbankfin.2013.12.016 · Cited by 648
Dissecting Characteristics Nonparametrically
Freyberger, J., Neuhierl, A., & Weber, M. (2020) · The Review of Financial Studies · doi:10.1093/rfs/hhz123 · Cited by 619
The supraview of return predictive signals
Green, J., Hand, J. R. M., & Zhang, X. F. (2013) · Review of Accounting Studies · doi:10.1007/s11142-013-9231-1 · Cited by 219
Non-Standard Errors in Portfolio Sorts
Walter, D., Weber, R., & Weiss, P. (2022) · SSRN Electronic Journal · doi:10.2139/ssrn.4164117 · Cited by 12
Metadata
- Authors
- Datar, V. T., Y. Naik, N., & Radcliffe, R.
- Venue
- Journal of Financial Markets
- Publisher
- Elsevier BV
- Published
- 1998-08
- Volume
- 1
- Issue
- 2
- Pages
- 203-219
- ISSN
- 1386-4181 (ISSN-L)
- OpenAlex
- W2047485150
- Cited by
- 1,312
- References
- 0
- FWCI
- 22.91
- 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.
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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.