Reference health

Strategic Order Splitting and the Demand / Supply of Liquidity

https://doi.org/10.2139/ssrn.1400307
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23/23 checkable references clean · checked 2026-08-19

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.

13 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 23 checked references that resolve
resolves10.1093/rfs/1.1.3
A Theory of Intraday Patterns: Volume and Price Variability
resolves10.1080/135048602100056
Optimal execution with nonlinear impact functions and trading-enhanced risk
resolves10.1016/0304-405X(93)90029-B
Stealth trading and volatility
resolves10.1111/j.1540-6261.1995.tb05192.x
An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse
resolves10.1016/S1386-4181(97)00012-8
Optimal control of execution costs
resolves10.1016/j.jfineco.2004.07.001
The “make or take” decision in an electronic market: Evidence on the evolution of liquidity
resolves10.1111/j.1540-6261.1995.tb04053.x
The Behavior of Stock Prices Around Institutional Trades
resolves10.1086/260966
Transaction Costs, Order Placement Strategy, and Existence of the Bid-Ask Spread
resolves10.1016/0304-405X(87)90029-8
Price, trade size, and information in securities markets
resolves10.1016/S1386-4181(98)00012-3
Order flow composition and trading costs in a dynamic limit order market
resolves10.1093/rfs/hhi029
Limit Order Book as a Market for Liquidity
resolves10.1016/S0304-405X(99)00059-8
The costs and determinants of order aggressiveness
resolves10.1111/1468-0416.00019
Optimal Dynamic Order Submission Strategies in Some Stylized Trading Problems
resolves10.1111/j.1540-6261.2006.01004.x
Estimating the Gains from Trade in Limit‐Order Markets
resolves10.1093/rfs/9.1.1
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects
resolves10.1016/0304-405X(94)00799-7
Anatomy of the trading process empirical evidence on the behavior of institutional traders
resolves10.1111/j.1540-6261.1972.tb00985.x
PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE
resolves10.1016/0304-405X(91)90039-M
A Bayesian model of intraday specialist pricing
resolves10.1016/j.jfineco.2004.10.007
You can’t always get what you want: Trade-size clustering and quantity choice in liquidity
resolves10.3386/w11444
Optimal Trading Strategy and Supply/Demand Dynamics
resolves10.1093/rfs/11.4.789
Price Dynamics in Limit Order Markets
resolves10.1016/S1386-4181(02)00069-1
Order aggressiveness in limit order book markets
resolves10.1111/j.1540-6261.1978.tb02053.x
THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS
The 13 references without a DOI — listed, not checked
no DOI — not checkedref4
no DOI — not checkedref10
no DOI — not checkedref12
no DOI — not checkedIs the electronic open limit order book inevitable
no DOI — not checkedref18
no DOI — not checkedref19
no DOI — not checkedref20
no DOI — not checkedref25
no DOI — not checkedref26
no DOI — not checkedHidden limit orders on the NYSE
no DOI — not checkedThe implementation shortfall: paper versus reality
no DOI — not checkedref35
no DOI — not checkedStrategic trading and welfare in a dynamic market
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none 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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