Reference health

Market Liquidity and Heterogeneity in the Investor Decision Cycle

https://doi.org/10.2139/ssrn.2648459
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24/24 checkable references clean · checked 2026-08-29

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.

5 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.

The 24 checked references that resolve
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resolves10.2139/ssrn.2642420
Using Agent-Based Models for Analyzing Threats to Financial Stability
resolves10.1080/713665670
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Presidential Address: Asset Price Dynamics with Slow‐Moving Capital
resolves10.3905/jpm.2011.37.2.118
The Microstructure of the “Flash Crash”: <i>Flow Toxicity, Liquidity Crashes, and the Probability of Informed Trading</i>
resolves10.1073/pnas.0409157102
The predictive power of zero intelligence in financial markets
resolves10.1088/0953-8984/17/14/015
Heterogeneity and feedback in an agent-based market model
resolves10.1007/978-3-642-21108-9_12
Using Agentization for Exploring Firm and Labor Dynamics
resolves10.1145/1045343.1045373
Cognitive systems based on adaptive algorithms
resolves10.1016/s0378-4371(02)01888-5
An analysis of price impact function in order-driven markets
resolves10.2139/ssrn.1686004
The Flash Crash: High-Frequency Trading in an Electronic Market
resolves10.1287/ijoc.1050.0136
State-of-the-Art Review: A User’s Guide to the Brave New World of Designing Simulation Experiments
resolves10.1088/1469-7688/1/2/307
A builder's guide to agent-based financial markets
resolves10.1017/s1365100501019058
EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET
resolves10.1038/17290
Scaling and criticality in a stochastic multi-agent model of a financial market
resolves10.1086/294632
The Variation of Certain Speculative Prices
resolves10.1016/s0378-4371(00)00067-4
Simple model of a limit order-driven market
resolves10.2139/ssrn.2252598
Visualizations for Financial Market Regulation
resolves10.1016/0167-2789(94)90287-9
Artificial economic life: a simple model of a stockmarket
resolves10.1209/epl/i2006-10139-0
Multi-agent-based Order Book Model of financial markets
resolves10.1103/physreve.76.016108
Statistical analysis of financial returns for a multiagent order book model of asset trading
resolves10.18356/76b66da3-en
Market access (trade)
resolves10.1080/14697688.2012.674301
Leverage causes fat tails and clustered volatility
The 5 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedref4
no DOI — not checkedLearning, evolution and tick size effects in a simulation of the NASDAQ stock market
no DOI — not checkedref28
no DOI — not checkedref29
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.

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