Reference health
The Path of Price Discovery: Trade Time vs Clock Time
38/38 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.
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The 38 checked references that resolve
resolves10.1016/s1386-4181(01)00024-6
Illiquidity and stock returns: cross-section and time-series effects
resolves10.1016/j.jinteco.2007.02.004
Real-time price discovery in global stock, bond and foreign exchange markets
resolves10.1111/j.1540-6261.2004.00646.x
Liquidity Externalities and Adverse Selection: Evidence from Trading after Hours
resolves10.1016/j.jempfin.2008.03.001
A comparison of trading and non-trading mechanisms for price discovery
resolves10.1016/j.jmoneco.2009.03.011
The high-frequency impact of news on long-term yields and forward rates: Is it real?
resolves10.1016/0165-4101(90)90008-r
Evidence that stock prices do not fully reflect the implications of current earnings for future earnings
resolves10.1111/j.1540-6261.2004.00711.x
Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve
resolves10.1016/s0304-405x(03)00146-6
Stock price reaction to news and no-news: drift and reversal after headlines
resolves10.2307/1913889
A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
resolves10.1111/j.1540-6261.1996.tb02708.x
Cream‐Skimming or Profit‐Sharing? The Curious Role of Purchased Order Flow
resolves10.1111/0022-1082.00172
Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information
resolves10.1016/0304-405x(85)90044-3
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
resolves10.1111/0022-1082.00184
A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
resolves10.1093/revfin/hhm003
Industry Information Diffusion and the Lead-lag Effect in Stock Returns
resolves10.1016/0304-405x(95)00867-e
Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE
resolves10.1111/j.1540-6261.1984.tb03897.x
A Simple Implicit Measure of the Effective Bid‐Ask Spread in an Efficient Market
resolves10.1016/j.jfineco.2010.08.016
Simple formulas for standard errors that cluster by both firm and time
The 4 references without a DOI — listed, not checked
no DOI — not checkedref25
no DOI — not checkedref27
no DOI — not checkedThe Use of Knowledge in Society
no DOI — not checkedref34
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