Reference health

Optimal Closing Benchmarks

https://doi.org/10.2139/ssrn.3461062
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8/8 checkable references clean · checked 2026-08-25

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 8 checked references that resolve
resolves10.2139/ssrn.3562073
Benchmarks in the Spotlight: The Impact on Exchange Traded Markets
resolves10.1137/16m1058406
A Closed-Form Execution Strategy to Target Volume Weighted Average Price
resolves10.3386/w20540
Robust Benchmark Design
resolves10.1093/rfs/hhi029
Limit Order Book as a Market for Liquidity
resolves10.1111/mafi.12048
OPTIMAL EXECUTION OF A VWAP ORDER: A STOCHASTIC CONTROL APPROACH
resolves10.1137/130924676
VWAP Execution and Guaranteed VWAP
resolves10.1002/fut.21603
Closing Call Auctions at the Index Futures Market
resolves10.1016/j.finmar.2004.04.002
The manipulation of closing prices
The 5 references without a DOI — listed, not checked
no DOI — not checkedDirect estimation of equity market impact
no DOI — not checkedref3
no DOI — not checkedref5
no DOI — not checkedref9
no DOI — not checkedref10
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 2026-08-25 — 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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