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A Futures Market Reduces Bubbles But Allows Greater Profit for More Sophisticated Traders

https://doi.org/10.2139/ssrn.2490326
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2 of 16 checkable references need attention · checked 2026-07-26

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.

References needing attention

does not resolve to a known work10.1016/0378-4266(94)00059-C.URLhttp://www.sciencedirect.com/science/article/pii/037842669400059C
does not resolve to a known work10.1016/S0927-5398(97)00009-1.URLhttp://www.sciencedirect.com/science/article/pii/S0927539897000091
The 14 checked references that resolve
resolves10.1093/rfs/5.1.123
A Further Analysis of the Lead–Lag Relationship Between the Cash Market and Stock Index Futures Market
resolves10.1086/260509
Futures Trading and Market Information
resolves10.1007/s10683-006-9159-4
z-Tree: Zurich toolbox for ready-made economic experiments
resolves10.2307/1912600
Asset Valuation in an Experimental Market
resolves10.1257/089533005775196732
Cognitive Reflection and Decision Making
resolves10.1086/261233
The Informational Efficiency of Experimental Asset Markets
resolves10.2307/1924495
Price Movements and Price Discovery in Futures and Cash Markets
resolves10.2307/2296900
The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities
resolves10.1111/j.1468-0106.2006.00308.x
FUTURES MARKETS AND BUBBLE FORMATION IN EXPERIMENTAL ASSET MARKETS*
resolves10.1111/joes.12023
A REVIEW OF BUBBLES AND CRASHES IN EXPERIMENTAL ASSET MARKETS
resolves10.1086/296675
Futures Contracting and Dividend Uncertainty in Experimental Asset Markets
resolves10.2307/1911361
Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets
resolves10.1007/s10683-010-9241-9
Bubble measures in experimental asset markets
resolves10.1016/0165-1765(93)90194-H
Price bubbles and crashes in experimental call markets
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 2026-07-26 — 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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