Reference health

Quasi-Centralized Limit Order Books

https://doi.org/10.2139/ssrn.2558789
CiteStamped reference-health badge
1 of 49 checkable references need attention · checked 2026-08-03

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.

17 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.

References needing attention

does not resolve to a known work10.1093/biomet/6.1.1
The 48 checked references that resolve
resolves10.1016/j.jempfin.2011.01.002
Markets change every day: Evidence from the memory of trade direction
resolves10.1111/j.1540-6261.1995.tb05192.x
An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse
resolves10.1016/j.jfineco.2004.08.001
Dealer behavior and trading systems in foreign exchange markets
resolves10.1080/14697688.2017.1296177
Latency and liquidity provision in a limit order book
resolves10.1016/b978-012374258-2.50006-3
How Markets Slowly Digest Changes in Supply and Demand
resolves10.1088/1469-7688/2/4/301
Statistical properties of stock order books: empirical results and models
resolves10.2307/2532634
Statistical Inference.
resolves10.2139/ssrn.1501135
Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market
resolves10.1080/14697688.2010.539248
Econophysics review: I. Empirical facts
resolves10.1016/s0378-4371(01)00335-1
Analyzing and modeling 1+1d markets
resolves10.1109/msp.2011.941548
Statistical Modeling of High-Frequency Financial Data
resolves10.2139/ssrn.2155218
Optimal Order Placement in Limit Order Markets
resolves10.1287/opre.1090.0780
A Stochastic Model for Order Book Dynamics
resolves10.1080/03461238.1928.10416862
On the composition of elementary errors
resolves10.1137/1.9781611971200
Numerical Methods for Unconstrained Optimization and Nonlinear Equations
resolves10.1016/j.intfin.2010.04.002
The electronic trading systems and bid-ask spreads in the foreign exchange market
resolves10.1002/9781118255728.ch3
Using Help and Resources
resolves10.1080/14697680400008627
What really causes large price changes?
resolves10.1073/pnas.0409157102
The predictive power of zero intelligence in financial markets
resolves10.1016/j.ab.2005.04.035
The five-parameter logistic: A characterization and comparison with the four-parameter logistic
resolves10.1080/14697688.2013.803148
Limit order books
resolves10.1016/s1386-4181(99)00004-x
Intra-day market activity
resolves10.1016/j.physa.2008.01.114
Empirical regularities of order placement in the Chinese stock market
resolves10.1016/j.physa.2008.05.008
Empirical shape function of limit-order books in the Chinese stock market
resolves10.2139/ssrn.310940
Limit Orders and Volatility in a Hybrid Market: The Island Ecn
resolves10.1016/j.finmar.2013.05.003
Low-latency trading
resolves10.1111/j.1540-6261.2010.01624.x
Does Algorithmic Trading Improve Liquidity?
resolves10.1111/j.1467-937x.2004.00313.x
Empirical Analysis of Limit Order Markets
resolves10.1002/9780470434697
Robust Statistics
resolves10.1007/978-1-4612-0103-8
Goodness-of-Fit Tests and Model Validity
resolves10.2139/ssrn.1686004
The Flash Crash: The Impact of High Frequency Trading on an Electronic Market
resolves10.1016/j.intfin.2010.03.001
Order aggressiveness and quantity: How are they determined in a limit order market?
resolves10.1017/CBO9780511755767
Introduction to Econophysics
resolves10.1016/j.jedc.2007.01.025
An empirical behavioral model of liquidity and volatility
resolves10.1140/epjb/e2009-00059-9
Preferred numbers and the distributions of trade sizes and trading volumes in the Chinese stock market
resolves10.1016/s0378-4371(02)01896-4
More statistical properties of order books and price impact
resolves10.1093/rfs/hhp011
A Dynamic Model of the Limit Order Book
resolves10.1002/ijfe.277
Under the microscope: the structure of the foreign exchange market
resolves10.1088/1469-7688/3/6/307
Statistical theory of the continuous double auction
resolves10.1111/j.1540-6261.1990.tb05087.x
Intraday Price Change and Trading Volume Relations in the Stock and Stock Option Markets
resolves10.15373/2249555x/oct2013/73
The Impact of the European Financial Stability Facility (Efsf) in the Euro Area: Contemporary Problems, Difficulties and Perspectives
resolves10.1093/ww/9780199540884.013.u15858
FitzGerald, Niall William Arthur, (born 13 Sept. 1945), Deputy Chairman, Thomson Reuters, 2008–11 (Chairman, Reuters PLC, 2004–08; non-executive Director, Thomson Reuters (formerly Reuters PLC), 2003–11); Chairman, Michael Smurfit Graduate Business School, University College Dublin, since 2014
resolves10.1007/978-88-470-1766-5_4
“Market Making” in an Order Book Model and Its Impact on the Spread
resolves10.1103/physrevx.1.021006
Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets
resolves10.1007/978-0-387-21736-9
All of Statistics
resolves10.1080/14697680701344515
Relation between bid–ask spread, impact and volatility in order-driven markets
resolves10.1088/1469-7688/2/5/308
The power of patience: a behavioural regularity in limit-order placement
The 17 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedThe global foreign exchange market: growth and transformation
no DOI — not checkedref4
no DOI — not checkedref10
no DOI — not checkedref20
no DOI — not checkedThe externalities of high frequency trading
no DOI — not checkedExecution methods in foreign exchange markets
no DOI — not checkedA brief overview of the characteristics of interbank Forint/Euro trading
no DOI — not checkedref31
no DOI — not checkedref36
no DOI — not checkedref46
no DOI — not checkedref49
no DOI — not checkedNew electronic trading systems in foreign exchange markets
no DOI — not checkedThe microstructure of the foreign-exchange market: A selective survey of the literature
no DOI — not checkedOn the estimation of the discrepancy between empirical curves of distribution for two independent samples
no DOI — not checkedref60
no DOI — not checkedref66
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 2026-08-03 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

Embed this badge

Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.

<a href="https://citestamp.com/citestamped/10.2139/ssrn.2558789"><img src="https://citestamp.com/citestamped/10.2139/ssrn.2558789/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[![CiteStamped reference-health badge](https://citestamp.com/citestamped/10.2139/ssrn.2558789/badge.svg)](https://citestamp.com/citestamped/10.2139/ssrn.2558789)