Reference health

High Frequency Trading and Learning

https://doi.org/10.2139/ssrn.2771153
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1 of 51 checkable references need attention · checked 2026-08-03

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 work10.1088/1469-7688/1/2/304
The 50 checked references that resolve
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resolves10.1086/262032
The Behavior of the Exchange Rate in the Genetic Algorithm and Experimental Economies
resolves10.1017/s0022109018001096
Risk and Return in High-Frequency Trading
resolves10.1016/j.jfineco.2015.03.004
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An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse
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The “make or take” decision in an electronic market: Evidence on the evolution of liquidity
resolves10.2139/ssrn.2698702
High-Frequency Trading and Market Stability
resolves10.1007/s11403-012-0099-0
A re-examination of the “zero is enough” hypothesis in the emergence of financial stylized facts
resolves10.1093/rfs/hhv045
Trading Fast and Slow: Colocation and Liquidity
resolves10.1093/rfs/hhu032
High-Frequency Trading and Price Discovery
resolves10.1093/qje/qjv027
The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response *
resolves10.1080/14697688.2010.539248
Econophysics review: I. Empirical facts
resolves10.1016/j.jedc.2011.09.003
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resolves10.1017/s0269888912000136
Agent-based economic models and econometrics
resolves10.1016/j.jedc.2015.09.013
Learning, information processing and order submission in limit order markets
resolves10.1016/j.finmar.2013.06.004
High-frequency trading
resolves10.2139/ssrn.2034858
The Volume Clock: Insights into the High Frequency Paradigm
resolves10.2139/ssrn.3345183
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resolves10.1111/fima.12126
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resolves10.1111/jofi.12302
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resolves10.1093/oso/9780198829461.003.0002
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resolves10.1111/j.1540-6261.2005.00795.x
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resolves10.1016/j.jfineco.2008.08.002
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resolves10.1080/14697688.2013.803148
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resolves10.1002/for.2267
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resolves10.1016/j.finmar.2013.05.009
The diversity of high-frequency traders
resolves10.2139/ssrn.3239821
Information Diffusion and Speed Competition
resolves10.2307/25148625
Design Science in Information Systems Research1
resolves10.1016/j.jfineco.2014.04.002
A dynamic limit order market with fast and slow traders
resolves10.7551/mitpress/1090.001.0001
Adaptation in Natural and Artificial Systems
resolves10.2139/ssrn.2235963
Moore's Law vs. Murphy's Law: Algorithmic Trading and Its Discontents
resolves10.1111/jofi.12498
The Flash Crash: High‐Frequency Trading in an Electronic Market
resolves10.2307/41703506
Web 2.0 Environmental Scanning and Adaptive Decision Support for Business Mergers and Acquisitions1
resolves10.1016/s0165-1889(98)00081-5
Time series properties of an artificial stock market
resolves10.1257/aer.89.1.148
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resolves10.1016/0165-1889(90)90025-c
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resolves10.1016/j.jbankfin.2010.05.007
Limit-order submission strategies under asymmetric information
resolves10.1146/annurev-financial-121415-033010
The Economics of High-Frequency Trading: Taking Stock
resolves10.2469/faj.v74.n2.1
High-Frequency Trading as Viewed through an Electron Microscope
resolves10.2307/23044054
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resolves10.1016/j.jfineco.2015.01.003
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resolves10.1038/s41586-019-1138-y
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resolves10.1093/rfs/12.5.1165
Adaptive Learning in Financial Markets
resolves10.1017/s1365100501019083
GENETIC ALGORITHM LEARNING TO CHOOSE AND USE INFORMATION
resolves10.2139/ssrn.2848562
Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity and Trading Costs
resolves10.1016/s1386-4181(00)00010-0
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resolves10.1016/j.jbankfin.2011.08.003
An improved estimation method and empirical properties of the probability of informed trading
resolves10.1093/rfs/hhy002
Why Trading Speed Matters: A Tale of Queue Rationing under Price Controls
resolves10.2139/ssrn.1691679
High-Frequency Trading, Stock Volatility, and Price Discovery
The 10 references without a DOI — listed, not checked
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no DOI — not checkedref15
no DOI — not checkedLingnan College, chapter Can GA-based Technical Trading Rules Survive Well during the 1990-91 World-Wide Recession? Evaluation Based on the Crash of TAIEX and NIKKEI
no DOI — not checkedref29
no DOI — not checkedref39
no DOI — not checkedref52
no DOI — not checkedref60
no DOI — not checkedref61
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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