Reference health
Asset price bubbles, market liquidity, and systemic risk
59/59 checkable references clean · checked 2026-08-09
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
7 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 59 checked references that resolve
resolves10.1016/S1386-4181(01)00024-6
Illiquidity and stock returns: cross-section and time-series effects
resolves10.1111/j.0960-1627.2004.00179.x
Hedging and Portfolio Optimization in Financial Markets with a Large Trader
resolves10.1214/14-AAP1059
A model for a large investor trading at market indifference prices. II: Continuous-time case
resolves10.1007/s00780-015-0258-y
A model for a large investor trading at market indifference prices. I: Single-period case
resolves10.1016/S1574-0048(99)10034-X
Chapter 21 The financial accelerator in a quantitative business cycle framework
resolves10.1016/j.finmar.2004.11.001
Market microstructure: A survey of microfoundations, empirical results, and policy implications
resolves10.1016/0304-405X(95)00870-K
Market microstructure and asset pricing: On the compensation for illiquidity in stock returns
resolves10.2307/1884166
Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
resolves10.1257/0002828054201477
House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle
resolves10.1111/j.1540-6261.1980.tb02198.x
Heterogeneous Expectations, Restrictions on Short Sales, and Equilibrium Asset Prices
resolves10.1007/s11579-017-0190-3
On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets
resolves10.1007/s11579-018-0223-6
Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles
resolves10.1007/s00780-014-0240-0
Optimal investment and contingent claim valuation in illiquid markets
resolves10.1007/s00780-006-0025-1
A model of optimal portfolio selection under liquidity risk and price impact
The 7 references without a DOI — listed, not checked
no DOI — not checkedBali, T.G., Engle, R.F., Murray, S.: Empirical Asset Pricing: The Cross Section of Stock Returns. Wiley Series in Probability and Statistics, 1st edn. Wiley, Hoboken (2016)
no DOI — not checkedBernanke, B., Gertler, M.: Agency costs, net worth, and business fluctuations. Am. Econ. Rev. 79(1), 14–31 (1989)
no DOI — not checkedBrunnermeier, M., Pedersen, L.: Market liquidity and funding liquidity. Rev. Financ. Stud. 22(60), 2201–2238 (2008)
no DOI — not checkedBoard of Governors of the Federal Reserve System. Financial Accounts of the United States—Z.1. 25 (2017). https://www.federalreserve.gov/releases/z1/
no DOI — not checkedHolmes, R.: A Course on Optimizationand Best Approximation. Lecture Notes in Mathematics 257. Springer (1970)
no DOI — not checkedJarrow, R., Protter, P.: Liquidity risk and option pricing theory. In: Birge, J.R., Linetsky, V. (eds.) Handbooks in OR&MS, Vol. 15. Elsevier B.V, Amsterdam (2008)
no DOI — not checkedKashakari, N.: Monetary Policy and Bubbles. https://www.minneapolisfed.org/news-and-events/messages/monetary-policy-and-bubbles (2017)
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carried a retraction notice at that time. It says nothing about the quality, findings,
or importance of the work itself, and nothing about references deposited without a DOI.
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