There are several reasons why the Set up alert option may not be available for a publication:
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Alerts may only be set up for titles with current full-text or citations
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Certain publishers do not allow ProQuest to offer a publication alerts service for their titles.
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It is not possible to offer publication alerts for certain non-periodical publications, such as Hoover's Company Records.
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Publication alerts are not available for Historical Newspapers or titles included in the American Periodical Series because these are retrospective collections.