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A Theory of 'Auction as a Search' in Speculative Markets

https://doi.org/10.2139/ssrn.3657488
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1 of 20 checkable references need attention · checked 2026-08-03

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

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References needing attention

does not resolve to a known work10.2307/2463569
The 19 checked references that resolve
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Tail expectation and imperfect competition in limit order book markets
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On The Dynamic Behavior of Prices in Disequilibrium
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DYNAMIC MARKET PROCESSES AND THE REWARDS TO UP‐TO‐DATE INFORMATION
resolves10.1140/epjb/e2017-80246-9
A fractional reaction–diffusion description of supply and demand
resolves10.1111/jofi.12769
Price Discovery without Trading: Evidence from Limit Orders
resolves10.1103/physreve.85.031148
Lévy walks with velocity fluctuations
resolves10.1088/1742-5468/aa4e8e
From Walras’ auctioneer to continuous time double auctions: a general dynamic theory of supply and demand
resolves10.1080/14697688.2015.1040056
A fully consistent, minimal model for non-linear market impact
resolves10.1103/physreve.91.022131
Asymptotic densities of ballistic Lévy walks
resolves10.1023/A:1010364003250
Statistics of the Occupation Time of Renewal Processes
resolves10.1080/14697688.2013.803148
Limit order books
resolves10.1093/jjfinec/nbz027
Price Discovery in High Resolution
resolves10.1093/restud/rdx017
Smooth Trading with Overconfidence and Market Power
resolves10.2139/ssrn.3349595
The Information Content of Quotes in High Frequency Order Driven Markets
resolves10.1242/bio.030106
Current status and future directions of Lévy walk research
resolves10.1007/s12040-016-0756-0
Analytical solution of advection–diffusion equation in heterogeneous infinite medium using Green’s function method
resolves10.1103/revmodphys.87.483
Lévy walks
resolves10.1103/physreve.78.011119
Random walks with random velocities
The 6 references without a DOI — listed, not checked
no DOI — not checkedref14
no DOI — not checkedref16
no DOI — not checkedHigh frequency market microstructure
no DOI — not checkedref19
no DOI — not checkedref21
no DOI — not checkedLevy flights and random searches
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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