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Running for the Exit: Distressed Selling and Endogenous Correlation in Financial Markets
20/20 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.
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The 20 checked references that resolve
resolves10.1016/j.jfineco.2007.04.005
Trading imbalances, predictable reversals, and cross-stock price pressure
resolves10.1111/j.1468-0262.2004.00515.x
Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics
resolves10.2139/ssrn.982615
A Brief History of the 1987 Stock Market Crash With a Discussion of the Federal Reserve Response
resolves10.1016/j.jeconom.2008.12.016
The Wishart Autoregressive process of multivariate stochastic volatility
resolves10.1111/j.1540-6261.2006.00868.x
The Effect of Short Selling on Bubbles and Crashes in Experimental Spot Asset Markets
resolves10.1016/j.finmar.2010.07.005
What happened to the quants in August 2007? Evidence from factors and transactions data
The 6 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedref2
no DOI — not checkedA dynamic model for hard-to-borrow stocks
no DOI — not checkedDeciphering the liquidity crunch
no DOI — not checkedref22
no DOI — not checkedref25
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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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