Reference health

Liquidity and Trading Activity on a New Futures Market: The Thailand Futures Exchange (TFEX)

https://doi.org/10.2139/ssrn.1542026
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23/23 checkable references clean · checked 2026-08-28

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 23 checked references that resolve
resolves10.1002/fut.20106
The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney
resolves10.1111/1540-6261.00454
Range‐Based Estimation of Stochastic Volatility Models
resolves10.1002/fut.20133
Splitting the S&P 500 futures
resolves10.1002/fut.20238
Transaction tax and market quality of the Taiwan stock index futures
resolves10.2307/1913889
A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
resolves10.2307/1912791
Investigating Causal Relations by Econometric Models and Cross-spectral Methods
resolves10.1007/978-3-540-27752-1
New Introduction to Multiple Time Series Analysis
resolves10.1002/(sici)1099-1255(199611)11:6<601::aid-jae417>3.0.co;2-t
Numerical distribution functions for unit root and cointegration tests
resolves10.1002/fut.3990070302
Determinants of trading volume in futures markets
resolves10.1086/296573
A Comparison of Transaction Costs Between Competitive Market Maker and Specialist Market Structures
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1002/fut.20237
Does an index futures split enhance trading activity and hedging effectiveness of the futures contract?
resolves10.1002/fut.20381
A brighter future with lower transactions costs?
resolves10.1086/296071
The Extreme Value Method for Estimating the Variance of the Rate of Return
resolves10.1016/s0165-1765(97)00214-0
Generalized impulse response analysis in linear multivariate models
resolves10.2307/3666124
Tick Size and Market Quality
resolves10.1093/rfs/10.1.103
Liquidity Provision with Limit Orders and a Strategic Specialist
resolves10.1201/9781420036268
Handbook of Parametric and Nonparametric Statistical Procedures
resolves10.2307/1912017
Macroeconomics and Reality
resolves10.2307/1912002
The Price Variability-Volume Relationship on Speculative Markets
resolves10.1002/1096-9934(200011)20:10<943::aid-fut4>3.0.co;2-8
Trading volume, bid-ask spread, and price volatility in futures markets
resolves10.1002/(sici)1096-9934(199710)17:7<757::aid-fut2>3.0.co;2-m
Trading volume and transaction costs in futures markets
resolves10.2307/1912934
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
The 7 references without a DOI — listed, not checked
no DOI — not checkedEstimation and inference in nonlinear structural models
no DOI — not checkedResiliency in an automated auction. Working Paper, Duke University. thinly traded futures contracts
no DOI — not checkedref8
no DOI — not checkedLiquidity, trading rules, and electronic trading systems
no DOI — not checkedref11
no DOI — not checkedMoving forward into the future
no DOI — not checkedref20
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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