Reference health
Liquidity, Resiliency and Market Quality Around Predictable Trades: Theory and Evidence
20/20 checkable references clean · checked 2026-08-28
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.
6 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 20 checked references that resolve
resolves10.1111/j.1540-6261.2007.01274.x
Episodic Liquidity Crises: Cooperative and Predatory Trading
resolves10.1111/j.1540-6261.2004.00683.x
The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation
resolves10.1257/aer.99.3.1053
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
resolves10.2139/ssrn.1716841
Limits to Arbitrage and Commodity Index Investment: Front-Running the Goldman Roll
The 6 references without a DOI — listed, not checked
no DOI — not checkedref19
no DOI — not checkedref20
no DOI — not checkedref23
no DOI — not checkedbefore the roll day. Market quality measures are calculated each minute of the day and then averaged across roll and non-roll days. Quoted bid-ask spread (in basis points) is the difference between the lowest limit price for unexecuted sell orders and the highest limit price for unexecuted buy orders. Effective spread (in basis points) for a buyer (seller) initiated trade is twice the excess of trade price (quote midpoint) over the quote midpoint (trade price)
no DOI — not checkedref25
no DOI — not checkedref26
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checked 2026-08-28 — 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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