Reference health
The What, When and Where of Limit Order Books
43/43 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.
11 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 43 checked references that resolve
resolves10.1111/j.1540-6261.1995.tb05192.x
An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse
resolves10.1088/1469-7688/2/4/301
Statistical properties of stock order books: empirical results and models
resolves10.2139/ssrn.1757861
Order Book Dynamics in Liquid Markets: Limit Theorems and Diffusion Approximations
resolves10.1103/physrevlett.90.108102
Quantitative Model of Price Diffusion and Market Friction Based on Trading as a Mechanistic Random Process
resolves10.2307/2999632
Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
resolves10.2139/ssrn.676567
Trading Activity and Liquidity Supply in a Pure Limit Order Book Market. An Empirical Analysis Using a Multivariate Count Data Model
resolves10.1016/s0378-4371(01)00301-6
Price fluctuations from the order book perspective—empirical facts and a simple model
resolves10.1155/2018/4907423
Stock Market Prediction on High-Frequency Data Using Generative Adversarial Nets
The 11 references without a DOI — listed, not checked
no DOI — not checkedDer Market Impact: Liquidit�tsma� im elektronischen Wertpapierhandel
no DOI — not checkedref22
no DOI — not checkedref28
no DOI — not checkedref30
no DOI — not checkedref37
no DOI — not checkedref41
no DOI — not checkedref43
no DOI — not checkedref44
no DOI — not checkedref46
no DOI — not checkedref48
no DOI — not checkedref49
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