Reference health
The Long Memory of Order Flow in the Foreign Exchange Spot Market
1 of 59 checkable references need attention · checked 2026-08-02
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.
10 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 work10.1142/9789812770851
The 58 checked references that resolve
resolves10.2307/2938229
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
resolves10.1016/j.jempfin.2011.01.002
Markets change every day: Evidence from the memory of trade direction
resolves10.1016/0304-4076(95)01732-1
Long memory processes and fractional integration in econometrics
resolves10.1214/009053606000000254
On discriminating between long-range dependence and changes in mean
resolves10.1111/j.1540-6261.1995.tb05192.x
An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse
resolves10.1111/j.1540-6288.1979.tb01743.x
Gold and Silver Spot Prices and Market Information Efficiency
resolves10.1016/0304-3932(82)90035-6
R/S analysis of foreign exchange rates under two international monetary regimes
resolves10.1080/14697680400000022
Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes
resolves10.1080/14697680500397623
Random walks, liquidity molasses and critical response in financial markets
resolves10.1016/0165-1765(91)90163-f
On the power of Dickey-Fuller tests against fractional alternatives
resolves10.1080/14697680600668048
Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary?
resolves10.1111/j.1467-9892.1983.tb00371.x
THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
resolves10.1103/physreve.60.5305
Scaling of the distribution of fluctuations of financial market indices
resolves10.1016/j.jempfin.2003.03.001
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
resolves10.1016/0304-405x(95)00832-y
Tests of microstructural hypotheses in the foreign exchange market
resolves10.1007/BF00532867
Limit theorems on the self-normalized range for weakly and strongly dependent processes
resolves10.1029/wr005i001p00228
Computer Experiments With Fractional Gaussian Noises: Part 1, Averages and Variances
resolves10.1029/wr005i001p00242
Computer Experiments with Fractional Gaussian Noises: Part 2, Rescaled Ranges and Spectra
resolves10.1029/wr005i005p00967
Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependence
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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
resolves10.1103/physrevx.1.021006
Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets
resolves10.1080/14697680701344515
Relation between bid–ask spread, impact and volatility in order-driven markets
resolves10.1103/physreve.71.051101
Quantifying signals with power-law correlations: A comparative study of detrended fluctuation analysis and detrended moving average techniques
The 10 references without a DOI — listed, not checked
no DOI — not checkedref4
no DOI — not checkedref6
no DOI — not checkedref23
no DOI — not checkedref25
no DOI — not checkedBid-ask spreads in foreign exchange markets: implications for models of asymmetric information
no DOI — not checkedLong-range dependence effects and ARCH modeling
no DOI — not checkedref56
no DOI — not checkedref57
no DOI — not checkedref62
no DOI — not checkedref69
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