Reference health
A Dynamic Equilibrium Model of ETFs
32/32 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.
6 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 32 checked references that resolve
resolves10.1016/s1386-4181(01)00024-6
Illiquidity and stock returns: cross-section and time-series effects
resolves10.2139/ssrn.2307229
Liquidity Clienteles, Correlated Demand and the Excess Comovement of Exchange-Traded Fund Returns
resolves10.1111/j.1540-6261.2007.01217.x
Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market
resolves10.1016/j.jfineco.2004.03.007
Short- and long-term demand curves for stocks: theory and evidence on the dynamics of arbitrage
resolves10.1016/s0304-405x(02)00228-3
Equilibrium and welfare in markets with financially constrained arbitrageurs
resolves10.2139/ssrn.2023142
A Four-Trillion-Dollar Question: Why Trade ETFs Instead of Their Underlying Stocks?
resolves10.1111/jofi.12053
Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
resolves10.1002/fut.20365
The limits to stock index arbitrage: Examining S&P 500 futures and SPDRS
resolves10.1111/j.1540-6261.2007.01273.x
Liquidity and the Law of One Price: The Case of the Futures‐Cash Basis
The 6 references without a DOI — listed, not checked
no DOI — not checkedThe Dynamics of Leveraged and Inverse Exchange Traded Funds
no DOI — not checkedref12
no DOI — not checkedLimits of Arbitrage: the State Of the Theory
no DOI — not checkedThe Dynamics of Leveraged and Inverse-Exchange Traded Funds
no DOI — not checkedref26
no DOI — not checkedMarket Structures and Systemic Risks of Exchange-Traded Funds
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