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Strategic Foundation for the Tail Expectation in Limit Order Book Markets
22/22 checkable references clean · checked 2026-08-28
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 22 checked references that resolve
resolves10.1016/0304-405x(87)90042-0
Constraints on short-selling and asset price adjustment to private information
resolves10.1016/s1386-4181(98)00012-3
Order flow composition and trading costs in a dynamic limit order market
resolves10.1016/0304-405x(85)90044-3
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
resolves10.1016/0165-1765(86)90047-9
Rationing rules and Bertrand-Edgeworth equilibria in large markets
The 5 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedPrice-setting firms and the oligopolistic foundations of perfect competition
no DOI — not checkedref7
no DOI — not checkedref22
no DOI — not checkedref26
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