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Some Mathematical Aspects of Market Impact Modeling

https://doi.org/10.2139/ssrn.1735465
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40/40 checkable references clean · checked 2026-08-07

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.

5 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 40 checked references that resolve
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The 5 references without a DOI — listed, not checked
no DOI — not checkedValue under liquidation
no DOI — not checkedLiquidity risk and arbitrage pricing theory
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no DOI — not checkedref42
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