Reference health
Liquidity Effects of Earnings Announcements in Stock Limit Order Markets: Empirical Evidence from NASDAQ Nordic
18/18 checkable references clean · checked 2026-08-03
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.
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The 18 checked references that resolve
resolves10.1111/eufm.12041
Liquidity and Asset prices: An Empirical Investigation of the Nordic Stock Markets
resolves10.1016/j.rfe.2009.06.001
Electronic limit order book and order submission choice around macroeconomic news
resolves10.1111/j.1468-036X.2013.12006.x
Liquidity Dynamics in an Electronic Open Limit Order Book: an Event Study Approach
resolves10.1086/505236
Information Flow and Liquidity around Anticipated and Unanticipated Dividend Announcements*
resolves10.1016/j.jempfin.2010.11.009
When machines read the news: Using automated text analytics to quantify high frequency news-implied market reactions
resolves10.1016/j.jempfin.2012.04.002
Modelling and forecasting liquidity supply using semiparametric factor dynamics
resolves10.1111/j.1540-6261.1996.tb04078.x
Earnings Announcements and the Components of the Bid‐Ask Spread
resolves10.1093/rfs/6.2.345
Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis
resolves10.1016/j.jbankfin.2012.11.008
Public information arrival: Price discovery and liquidity in electronic limit order markets
resolves10.1016/j.frl.2015.10.021
Commonality in liquidity: Effects of monetary policy and macroeconomic announcements
The 3 references without a DOI — listed, not checked
no DOI — not checkedref6
no DOI — not checkedWhat drives the sensitivity of limit order books to company announcement arrivals?
no DOI — not checkedLayoff announcements and intra-day market reactions
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