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Optimal Liquidation in a Level-I Limit Order Book for Large Tick Stocks

https://doi.org/10.2139/ssrn.2895765
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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 41 checked references that resolve
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LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY
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Latency and liquidity provision in a limit order book
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TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS
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Instantaneous Order Impact and High-Frequency Strategy Optimization in Limit Order Books
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A Model for Queue Position Valuation in a Limit Order Book
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The 6 references without a DOI — listed, not checked
no DOI — not checkedref7
no DOI — not checkedQueue imbalance as a one-tick-ahead price predictor in a limit order book
no DOI — not checkedref25
no DOI — not checkedref41
no DOI — not checkedref44
no DOI — not checkedref47
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