Reference health
BV-VPIN: Measuring the Impact of Order Flow Toxicity and Liquidity on International Equities Markets
1 of 33 checkable references need attention · checked 2026-08-27
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References needing attention
does not resolve to a known work10.2307/2329067
The 32 checked references that resolve
resolves10.1093/rof/rfu041
Assessing Measures of Order Flow Toxicity and Early Warning Signals for Market Turbulence
resolves10.1016/j.jempfin.2011.08.001
The characteristics of informed trading: Implications for asset pricing
resolves10.2139/ssrn.2182819
Evaluating Trade Classification Algorithms: Bulk Volume Classification versus the Tick Rule and the Lee-Ready Algorithm
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>
resolves10.1111/j.1540-6261.1996.tb02707.x
Another Puzzle: The Growth in Actively Managed Mutual Funds
resolves10.1016/j.jbankfin.2010.07.007
Probability of information-based trading and the January effect
resolves10.1016/j.finmar.2011.03.001
A computing bias in estimating the probability of informed trading
resolves10.1016/0261-5606(94)00001-h
Is the correlation in international equity returns constant: 1960–1990?
resolves10.1016/j.jbankfin.2013.02.036
Canonical vine copulas in the context of modern portfolio management: Are they worth it?
resolves10.1016/j.irfa.2015.11.002
Diamonds vs. precious metals: What shines brightest in your investment portfolio?
resolves10.1111/j.1540-6261.2004.00710.x
Does Stock Return Momentum Explain the “Smart Money” Effect?
resolves10.1111/0022-1082.00131
Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability
The 9 references without a DOI — listed, not checked
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no DOI — not checkedDid a Big Bet Help Trigger 'Black Swan' Stock Swoon?
no DOI — not checkedSEC's Schapiro: Here's My Timeline of the Flash Crash
no DOI — not checkedref38
no DOI — not checkedCould Computers Protect the Market From Computers?
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