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Liquidity, Price Behavior and Market-Related Events

https://doi.org/10.2139/ssrn.1571512
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19/19 checkable references clean · checked 2026-08-03

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 19 checked references that resolve
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The Reversal of Large Stock‐Price Decreases
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Liquidity and market efficiency☆
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resolves10.1111/j.1540-6261.1994.tb04428.x
Stock Returns following Large One‐Day Declines: Evidence on Short‐Term Reversals and Longer‐Term Performance
resolves10.2139/ssrn.15108
Market Efficiency, Long-Term Returns, and Behavioral Finance
resolves10.1023/b:real.0000018786.39272.fa
The Riskiness of REITs Surrounding the October 1997 Stock Market Decline
resolves10.1023/A:1023624512713
Patriotic Stock Repurchases: The Two Weeks Following the 9–11 Attack
resolves10.1257/aer.97.2.210
Market Maker Inventories and Stock Prices
resolves10.1111/j.1540-6261.1983.tb02297.x
The Effect of Three Mile Island on Electric Utility Stock Prices: A Note
resolves10.1006/jfin.1995.1006
Short-Horizon Return Reversals and the Bid-Ask Spread
resolves10.1016/1059-0560(95)90041-1
Stock market crash behavior of screen-sorted portfolios
resolves10.1111/j.1354-7798.2005.00299.x
Divergence of Opinion Surrounding Extreme Events
resolves10.1016/s0929-1199(02)00055-x
The complexity of price discovery in an efficient market: the stock market reaction to the Challenger crash
The 2 references without a DOI — listed, not checked
no DOI — not checkedref14
no DOI — not checkedref19
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