Reference health

Trading Heterogeneity, Information Transparency and Market Efficiency

https://doi.org/10.2139/ssrn.2458960
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30/30 checkable references clean · checked 2026-08-27

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.

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.

The 30 checked references that resolve
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Bubbles and Crashes
resolves10.1016/j.jedc.2006.12.014
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach
resolves10.1257/aer.96.5.1720
Crises and Prices: Information Aggregation, Multiplicity, and Volatility
resolves10.1093/rfs/hhr086
Self-fulfilling Credit Market Freezes
resolves10.1016/s0165-1889(98)00011-6
Heterogeneous beliefs and routes to chaos in a simple asset pricing model
resolves10.2307/2951491
Global Games and Equilibrium Selection
resolves10.1016/j.jebo.2012.02.014
Estimating behavioural heterogeneity under regime switching
resolves10.1093/rfs/hhu023
Heterogeneity and Stability: Bolster the Strong, Not the Weak
resolves10.1016/0167-2681(90)90061-h
Bulls, bears and market sheep
resolves10.1016/j.euroecorev.2004.07.005
Exchange rate puzzles: A tale of switching attractors
resolves10.1016/j.jimonfin.2010.05.007
Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS
resolves10.1016/s0022-0531(02)00018-2
Equilibrium selection in global games with strategic complementarities
resolves10.1016/j.jedc.2010.05.009
Behavioral heterogeneity in the option market
resolves10.1111/j.1540-6261.2005.00762.x
Demand–Deposit Contracts and the Probability of Bank Runs
resolves10.1016/j.jedc.2004.09.003
Commodity markets, price limiters and speculative price dynamics
resolves10.1016/j.jedc.2010.01.013
Financial crises and interacting heterogeneous agents
resolves10.1016/j.jebo.2012.02.008
Financial crises and regime-dependent dynamics
resolves10.1080/1351847x.2011.606993
Asymmetric returns, gradual bubbles and sudden crashes
resolves10.2307/1913210
Continuous Auctions and Insider Trading
resolves10.2307/2235156
Herd Behaviour, Bubbles and Crashes
resolves10.1111/j.1540-6261.1992.tb04403.x
Trading Mechanisms in Securities Markets
resolves10.1257/000282802762024610
Social Value of Public Information
resolves10.1023/b:eufi.0000022155.98681.25
Liquidity Black Holes
resolves10.1111/j.1540-6261.2008.01378.x
Feedback Effects and Asset Prices
resolves10.3386/w13882
This Time is Different: A Panoramic View of Eight Centuries of Financial Crises
resolves10.1257/aer.102.7.3439
Who Matters in Coordination Problems?
resolves10.1257/jep.4.2.19
The Noise Trader Approach to Finance
resolves10.1017/cbo9780511559587.024
Must financial crises be this frequent and this painful?
resolves10.1017/s0022109000004166
The Value of the Designated Market Maker
resolves10.1006/jeth.1995.1070
The Speed of Information Revelation in a Financial Market Mechanism
The 4 references without a DOI — listed, not checked
no DOI — not checkedUnderstanding the U.S. Dollar in the Eighties: The Expectations of Chartists and Fundamentalists
no DOI — not checkedChartists, Fundamentalists, and Trading in the Foreign Exchange Market
no DOI — not checkedOn the Impossibility of Informationally Efficient Markets
no DOI — not checkedUnique Equilibrium in a Model of Self-Fulfilling Currency Attacks
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