Reference health
The Behavior of High-Frequency Traders Under Different Market Stress Scenarios
22/22 checkable references clean · checked 2026-08-05
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.
2 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 22 checked references that resolve
resolves10.1093/qje/qjv027
The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response *
resolves10.1080/01621459.2014.982278
Simulating and Analyzing Order Book Data: The Queue-Reactive Model
resolves10.1093/rfs/10.4.1035
Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks
resolves10.1093/rfs/9.1.1
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects
resolves10.1016/j.jbankfin.2013.09.016
Speed, algorithmic trading, and market quality around macroeconomic news announcements
resolves10.1080/14697680701344515
Relation between bid–ask spread, impact and volatility in order-driven markets
The 2 references without a DOI — listed, not checked
no DOI — not checkedS2382626618500053BIB007
no DOI — not checkedS2382626618500053BIB011
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checked 2026-08-05 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
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