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Do Investors Choose Trade-Size According to Liquidity, Empirical Evidence from the S&P 500 Index Future Market
15/15 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.
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The 15 checked references that resolve
resolves10.1080/135048602100056
Optimal execution with nonlinear impact functions and trading-enhanced risk
resolves10.1016/s1386-4181(98)00012-3
Order flow composition and trading costs in a dynamic limit order market
resolves10.1111/mafi.12022
OPTIMAL TRADE EXECUTION AND PRICE MANIPULATION IN ORDER BOOKS WITH TIME‐VARYING LIQUIDITY
resolves10.1016/j.frl.2015.04.001
The optimal pricing of a market maker in a heterogeneous agent economy
resolves10.1016/j.jbankfin.2014.06.010
Reprint of: Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-quality
The 2 references without a DOI — listed, not checked
no DOI — not checkedref3
no DOI — not checkedThe rise of china's shadow banking system
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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
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