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A Fractional Reaction-Diffusion Description of Supply and Demand

https://doi.org/10.2139/ssrn.2949415
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1 of 19 checkable references need attention · checked 2026-08-29

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.

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References needing attention

does not resolve to a known work10.1088/1469-7688/4/2/007
The 18 checked references that resolve
resolves10.1103/physrevx.1.021006
Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets
resolves10.1103/physrevlett.113.268701
Anomalous Impact in Reaction-Diffusion Financial Models
resolves10.1142/s2382626615500082
A Million Metaorder Analysis of Market Impact on the Bitcoin
resolves10.1142/s2382626615500045
Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate
resolves10.1038/nature01624
A theory of power-law distributions in financial market fluctuations
resolves10.1080/14697688.2013.848464
How efficiency shapes market impact
resolves10.1080/14697688.2015.1040056
A fully consistent, minimal model for non-linear market impact
resolves10.2202/1558-3708.1226
The Long Memory of the Efficient Market
resolves10.2139/ssrn.1266681
How Markets Slowly Digest Changes in Supply and Demand
resolves10.1016/s0370-1573(00)00070-3
The random walk's guide to anomalous diffusion: a fractional dynamics approach
resolves10.1016/s0301-0104(02)00537-2
Space- and time-fractional diffusion and wave equations, fractional Fokker–Planck equations, and physical motivation
resolves10.1007/3-540-52347-2_37
Fractional diffusion
resolves10.1016/s0378-4371(99)00469-0
Fractional reaction–diffusion
resolves10.1088/1742-5468/aa4e8e
From Walras’ auctioneer to continuous time double auctions: a general dynamic theory of supply and demand
resolves10.1103/physreve.74.031116
Anomalous diffusion with linear reaction dynamics: From continuous time random walks to fractional reaction-diffusion equations
resolves10.1103/physreve.69.036126
Reaction front in an <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline"> <mml:mi>A</mml:mi> <mml:mo>+</mml:mo> <mml:mrow> <mml:mrow> <mml:mover> <mml:mrow> <mml:mi>B</mml:mi> </mml:mrow> <mml:mrow> <mml:mo>→</mml:mo> </mml:mrow> </mml:mover> </mml:mrow> </mml:mrow> <mml:mi>C</mml:mi> </mml:math> reaction-subdiffusion process
resolves10.2139/ssrn.3050724
Market Impact with Multi-Timescale Liquidity
resolves10.1137/0207026
Implementation and Analysis of Binomial Queue Algorithms
The 3 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedref2
no DOI — not checkedref24
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 2026-08-29 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

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