Reference health
Trading Frequency and Asset Pricing on the London Stock Exchange: Evidence from a New Price Impact Ratio
34/34 checkable references clean · checked 2026-08-01
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 34 checked references that resolve
resolves10.1016/s0304-405x(97)00021-4
Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange
resolves10.1016/s1386-4181(01)00024-6
Illiquidity and stock returns: cross-section and time-series effects
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
resolves10.1111/j.1475-6803.2007.00219.x
LIQUIDITY AND ASSET PRICING UNDER THE THREE‐MOMENT CAPM PARADIGM
resolves10.1016/j.jfineco.2005.04.005
Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk
resolves10.1111/0022-1082.00375
Automated Versus Floor Trading: An Analysis of Execution Costs on the Paris and New York Exchanges
The 7 references without a DOI — listed, not checked
no DOI — not checkedAlternative factor specifications, security characteristics, and the cross section of expected stock returns
no DOI — not checkedAn empirical examination of the amortized spread
no DOI — not checkedref23
no DOI — not checkedAsset pricing program review: Liquidity, trading and asset prices
no DOI — not checkedref27
no DOI — not checkedref40
no DOI — not checkedref41
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.
checked 2026-08-01 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
Embed this badge
Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.
<a href="https://citestamp.com/citestamped/10.2139/ssrn.1628108"><img src="https://citestamp.com/citestamped/10.2139/ssrn.1628108/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.2139/ssrn.1628108)