Reference health

Order Protection through Delayed Messaging

https://doi.org/10.2139/ssrn.2999059
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34/34 checkable references clean · checked 2026-08-28

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 34 checked references that resolve
resolves10.2139/ssrn.2772142
Relative Spread and Price Discovery
resolves10.2139/ssrn.2640823
Fast Traders Make a Quick Buck: The Role of Speed in Liquidity Provision
resolves10.2139/ssrn.2066884
High-Frequency Trading and Long-Term Investors: A View from the Buy-Side
resolves10.2139/ssrn.2956535
The Evolution of the Crumbling Quote Signal
resolves10.2139/ssrn.2264858
Competition among High-Frequency Traders, and Market Quality
resolves10.2139/ssrn.2435999
High-Frequency Trading Competition
resolves10.1111/fire.12039
High‐Frequency Trading and the Execution Costs of Institutional Investors
resolves10.1111/jofi.12769
Price Discovery without Trading: Evidence from Limit Orders
resolves10.2139/ssrn.3005738
Order Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delays
resolves10.1093/qje/qjv027
The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response *
resolves10.2139/ssrn.2350424
Sub-Penny and Queue-Jumping
resolves10.1016/j.jfineco.2016.02.002
Dark pool trading strategies, market quality and welfare
resolves10.2139/ssrn.2860359
The Value of a Millisecond: Harnessing Information in Fast, Fragmented Markets
resolves10.1111/j.1540-6261.1983.tb03834.x
Information Effects on the Bid‐Ask Spread
resolves10.1093/restud/rdx006
What is the Optimal Trading Frequency in Financial Markets?
resolves10.1093/rfs/hhs053
Flow Toxicity and Liquidity in a High-frequency World
resolves10.1016/s1386-4181(98)00012-3
Order flow composition and trading costs in a dynamic limit order market
resolves10.1111/jacf.12260
High‐Frequency Trading and the New Stock Market: Sense And Nonsense
resolves10.1016/0304-405x(85)90044-3
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
resolves10.1111/fire.12041
How Aggressive Are High‐Frequency Traders?
resolves10.1016/j.finmar.2013.05.003
Low-latency trading
resolves10.2139/ssrn.2238516
Do High-Frequency Traders Anticipate Buying and Selling Pressure?
resolves10.1016/j.jfineco.2014.04.002
A dynamic limit order market with fast and slow traders
resolves10.1016/j.jspi.2004.08.014
A discrete analogue of the Laplace distribution
resolves10.2139/ssrn.1624329
Middlemen in Limit Order Markets
resolves10.1007/s10463-005-0029-1
A Skew Laplace Distribution on Integers
resolves10.2139/ssrn.2924640
Toward a Fully Continuous Exchange
resolves10.5860/choice.52-0941
Flash boys: a Wall Street revolt
resolves10.2139/ssrn.2183806
Do Retail Investors Suffer from High Frequency Traders?
resolves10.1093/rfs/hhx006
Need for Speed? Exchange Latency and Liquidity
resolves10.1016/j.jfineco.2015.01.003
High frequency market microstructure
resolves10.2139/ssrn.3122558
Tick Size, Price Grids and Market Performance: Stable Matches as a Model of Market Dynamics and Equilibrium
resolves10.1007/978-3-319-45848-9_13
High Frequency Trading: Market Structure Matters
resolves10.4108/eai.8-8-2015.2260356
Strategic Market Choice: Frequent Call Markets vs. Continuous Double Auctions for Fast and Slow Traders
The 5 references without a DOI — listed, not checked
no DOI — not checkedref3
no DOI — not checkedref33
no DOI — not checkedthiebaux-etal-1984.pdf
no DOI — not checkedref38
no DOI — not checkedTechnology and Market Quality: The Case of High Frequency Trading
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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