Reference health

Regularities and Irregularities in Order Flow Data

https://doi.org/10.2139/ssrn.2916763
CiteStamped reference-health badge
29/29 checkable references clean · checked 2026-08-03

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.

5 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 29 checked references that resolve
resolves10.1038/460685a
The economy needs agent-based modelling
resolves10.1016/j.finmar.2012.05.004
Microstructure-based manipulation: Strategic behavior and performance of spoofing traders
resolves10.2139/ssrn.1970072
High Frequency Trading and Market Quality
resolves10.1038/srep02784
An Inherent Instability of Efficient Markets
resolves10.1016/j.physa.2016.01.073
Equilibrium pricing in an order book environment: Case study for a spin model
resolves10.1016/j.physa.2013.04.044
Spin models as microfoundation of macroscopic market models
resolves10.1080/713665670
Empirical properties of asset returns: stylized facts and statistical issues
resolves10.1080/14697688.2013.803148
Limit order books
resolves10.1140/epjst/e2016-60176-3
Absence of economic and social constants
resolves10.1016/s0378-4371(02)01896-4
More statistical properties of order books and price impact
resolves10.1103/physreve.88.032809
Fokker-Planck description for the queue dynamics of large tick stocks
resolves10.1140/epjb/e2016-70137-0
Average cross-responses in correlated financial markets
resolves10.1016/s0304-405x(00)00091-x
Common factors in prices, order flows, and liquidity
resolves10.1093/restud/rds020
Informed Trading and Portfolio Returns
resolves10.1093/rof/rft055
Strategic Cross-Trading in the U.S. Stock Market
resolves10.1016/s0304-405x(99)00057-4
Commonality in liquidity
resolves10.1088/1742-5468/2015/08/p08011
Stability and hierarchy of quasi-stationary states: financial markets as an example
resolves10.2139/ssrn.1977207
LOBSTER: Limit Order Book Reconstruction System
resolves10.18411/d-2016-154
http://ljournal.ru/wp-content/uploads/2016/08/d-2016-154.pdf
resolves10.2139/ssrn.1914293
Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data
resolves10.1088/1469-7688/2/4/301
Statistical properties of stock order books: empirical results and models
resolves10.1016/0377-0427(87)90125-7
Silhouettes: A graphical aid to the interpretation and validation of cluster analysis
resolves10.1080/14697688.2010.528444
The price impact of order book events: market orders, limit orders and cancellations
resolves10.1142/s2382626615500033
Large Tick Assets: Implicit Spread and Optimal Tick Size
resolves10.1080/14697680400008627
What really causes large price changes?
resolves10.1016/j.jedc.2007.01.025
An empirical behavioral model of liquidity and volatility
resolves10.1111/j.1540-6261.2010.01624.x
Does Algorithmic Trading Improve Liquidity?
resolves10.1111/j.1540-6261.1995.tb05192.x
An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse
resolves10.1016/j.physa.2010.06.037
Impact of the tick-size on financial returns and correlations
The 5 references without a DOI — listed, not checked
no DOI — not checkedThe flash crash: The impact of high frequency trading on an electronic market
no DOI — not checkedref21
no DOI — not checkedref24
no DOI — not checkedref30
no DOI — not checkedMicroscopic understanding of heavytailed return distributions in an agent-based model
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.

checked 2026-08-03 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

view as graph · paper page

Embed this badge

Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.

<a href="https://citestamp.com/citestamped/10.2139/ssrn.2916763"><img src="https://citestamp.com/citestamped/10.2139/ssrn.2916763/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[![CiteStamped reference-health badge](https://citestamp.com/citestamped/10.2139/ssrn.2916763/badge.svg)](https://citestamp.com/citestamped/10.2139/ssrn.2916763)