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Like any stone, yellow sapphire occasionally contains inclusions and negative space inside the stone. When a gem-cutter slices into one of these imperfections, a small hole can develop. Most jewelers prefer to keep the hole in the gem rather than cut it away, but untrustworthy jewelers sometimes fill the stone with glass or borax paste to add weight and make the stone appear higher quality. Examine the stone by shining a light on it. Patches of unevenness are usually a good indication of this practice. Foil backing reflects more light, making the color of the yellow sapphire look more vibrant and the luster of the gem look brighter. The backing can be hard to see if the stone is already fitted into a setting, but careful examination of the base of the stone under magnification can often reveal a foil backing. Moreover, this potential falsification is more commonly found in antique jewelry, meaning that you may not need to worry about it quite as much if purchasing a new piece. If you have any doubts about the seller you plan to buy from, consider buying loose stones or stones with settings that give you a look at the bottom of the stone. Claw, tension, and channel settings are good examples. On the other hand, closed settings, like the bezel mounting, are often used by scammers to hide flaws and evidence of fraudulence. True yellow sapphire is a pure yellow, but similar, less precious imitations often have slightly different hues. Citrine has a slight green tint, golden topaz has strong traces of orange, and yellow tourmaline has a brighter, lemon-like hue. While a certificate does not give you the same assurance that physically checking the stone might, it does provide you with the satisfaction of knowing that the stone was checked and approved by an official, trusted organization.  Look for certificates from national gem societies like the Gemological Institute of America or the American Gem Society.
Watch out for fillings. Be aware of foil backed stones. Keep setting in mind. Note the color. Look for a certificate.