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A Supply and Demand Based Price Model for Financial Assets

https://doi.org/10.2139/ssrn.1875681
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1 of 21 checkable references need attention · checked 2026-08-28

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.

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References needing attention

does not resolve to a known work10.2307/2329067
The 20 checked references that resolve
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Dutch Auction Repurchases: An Analysis of Shareholder Heterogeneity
resolves10.1093/rfs/13.1.1
Asymmetric Volatility and Risk in Equity Markets
resolves10.1016/b978-012374258-2.50006-3
How Markets Slowly Digest Changes in Supply and Demand
resolves10.2307/j.ctt7skm5
The Econometrics of Financial Markets
resolves10.3905/jod.2007.686422
Calibration Risk for Exotic Options
resolves10.2307/1913242
Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model
resolves10.1111/j.1540-6261.1993.tb05127.x
Measuring and Testing the Impact of News on Volatility
resolves10.1111/j.1467-9965.1993.tb00035.x
A Microeconomic Approach to Diffusion Models For Stock Prices
resolves10.1093/rfs/6.2.327
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
resolves10.2139/ssrn.2511422
Preference-Free Option Pricing with Path-Dependent Volatility: A Closed-Form Approach
resolves10.1016/j.jfineco.2003.09.004
Measuring stock illiquidity: An investigation of the demand and supply schedules at the TASE
resolves10.2139/ssrn.1332267
A Classification Study of Carbon Assets into Commodities
resolves10.1016/j.eneco.2009.04.001
A supply and demand based volatility model for energy prices
resolves10.2307/2330874
The Relation Between Price Changes and Trading Volume: A Survey
resolves10.1108/10867370610661945
Downwards sloping demand curves for stock?
resolves10.1016/0304-405x(76)90022-2
Option pricing when underlying stock returns are discontinuous
resolves10.2307/2938260
Conditional Heteroskedasticity in Asset Returns: A New Approach
resolves10.1016/s0304-405x(01)00088-5
The jump-risk premia implicit in options: evidence from an integrated time-series study
resolves10.1086/295444
The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices
resolves10.2307/1912002
The Price Variability-Volume Relationship on Speculative Markets
The 5 references without a DOI — listed, not checked
no DOI — not checkedref5
no DOI — not checkedref10
no DOI — not checkedref21
no DOI — not checkedref24
no DOI — not checkedref25
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.

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