Reference health
A Mathematical Approach to Order Book Modeling
3 of 21 checkable references need attention · checked 2026-09-09
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
4 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.
References needing attention
does not resolve to a known work10.1088/1469-7688/4/2/007
does not resolve to a known work10.1017/s000186780002440x
does not resolve to a known work10.1017/s0001867800025532
The 18 checked references that resolve
resolves10.1088/1469-7688/2/4/301
Statistical properties of stock order books: empirical results and models
resolves10.1088/1469-7688/3/3/301
Non-constant rates and over-diffusive prices in a simple model of limit order markets
resolves10.1103/physrevlett.90.108102
Quantitative Model of Price Diffusion and Market Friction Based on Trading as a Mechanistic Random Process
resolves10.1080/14697680600668048
Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary?
resolves10.2307/1427521
Stability of Markovian processes II: continuous-time processes and sampled chains
resolves10.1111/j.1540-6261.1984.tb03897.x
A Simple Implicit Measure of the Effective Bid‐Ask Spread in an Efficient Market
resolves10.1103/physrevx.1.021006
Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets
The 4 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedref11
no DOI — not checkedref19
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.
checked 2026-09-09 — 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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