Reference health

ETF Arbitrage and International Diversification

https://doi.org/10.2139/ssrn.3287417
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32/32 checkable references clean · checked 2026-08-27

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.

24 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 32 checked references that resolve
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Illiquidity and stock returns: cross-section and time-series effects
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Do Retail Trades Move Markets?
resolves10.1111/jofi.12203
The Global Crisis and Equity Market Contagion
resolves10.1016/j.jeconom.2014.05.008
The VIX, the variance premium and stock market volatility
resolves10.1146/annurev-financial-110716-032538
Exchange-Traded Funds
resolves10.1111/jofi.12727
Do ETFs Increase Volatility?
resolves10.1016/j.jfineco.2011.02.009
International diversification with frontier markets
resolves10.1093/rof/rfw041
Abusing ETFs
resolves10.1111/jofi.13033
Tracking Retail Investor Activity
resolves10.1016/j.finmar.2016.05.002
Liquidity, style investing and excess comovement of exchange-traded fund returns
resolves10.1093/rof/rfaa027
ETF Arbitrage, Non-Fundamental Demand, and Return Predictability
resolves10.3386/w26031
On the Global Impact of Risk-off Shocks and Policy-put Frameworks
resolves10.1111/eufm.12137
Exchange traded funds and asset return correlations
resolves10.1093/rof/rfab021
The Active World of Passive Investing
resolves10.1198/073500102288618487
Dynamic Conditional Correlation
resolves10.1017/S0022109018000686
Global Political Risk and Currency Momentum
resolves10.1016/j.jinteco.2012.03.006
Capital flow waves: Surges, stops, flight, and retrenchment
resolves10.1287/mnsc.2019.3427
ETF Activity and Informational Efficiency of Underlying Securities
resolves10.1111/j.1540-6261.2010.01624.x
Does Algorithmic Trading Improve Liquidity?
resolves10.1111/jofi.12127
Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions
resolves10.1007/s11142-017-9400-8
Is there a dark side to exchange traded funds? An information perspective
resolves10.1016/j.finmar.2017.09.001
Throttling hyperactive robots – Order-to-trade ratios at the Oslo Stock Exchange
resolves10.1111/j.1540-6261.1991.tb02683.x
Inferring Trade Direction from Intraday Data
resolves10.1016/j.jfineco.2016.01.032
News implied volatility and disaster concerns
resolves10.1093/restud/rdaa019
U.S. Monetary Policy and the Global Financial Cycle
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.2469/faj.v73.n1.7
Inefficiencies in the Pricing of Exchange-Traded Funds
resolves10.1016/j.jfineco.2008.12.004
Global market integration: An alternative measure and its application☆
resolves10.1016/j.jinteco.2012.05.006
On the international transmission of shocks: Micro-evidence from mutual fund portfolios
resolves10.1111/jofi.12041
International Stock Return Predictability: What Is the Role of the United States?
resolves10.2469/faj.v52.n5.2021
International Market Correlation and Volatility
The 24 references without a DOI — listed, not checked
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no DOI — not checkedref27
no DOI — not checkedThe diversity of high-frequency traders
no DOI — not checkedAsset fire sales and purchases and the international transmission of funding shocks
no DOI — not checkedShort selling equity exchange traded funds and its effect on stock market liquidity
no DOI — not checkedETF 101 for economists, Working Paper . Levy, Ariel, and Offer Lieberman
no DOI — not checkedHow sovereign is sovereign credit risk?
no DOI — not checkedPrice Dynamics and Liquidity of Exchange-Traded Funds
no DOI — not checkedref39
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no DOI — not checkedref46
no DOI — not checkedNoise traders incarnate: Describing a realistic noise trading process
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no DOI — not checkedref56
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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