Reference health
How do Extreme Price Movements End?
55/55 checkable references clean · checked 2026-08-20
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.
13 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 55 checked references that resolve
resolves10.1111/0022-1082.00345
Limit Orders, Depth, and Volatility: Evidence from the Stock Exchange of Hong Kong
resolves10.1016/j.jfineco.2016.03.006
Market conditions, fragility, and the economics of market making
resolves10.1016/j.jfineco.2009.02.001
Hidden liquidity: An analysis of order exposure strategies in electronic stock markets
resolves10.1016/j.finmar.2015.06.001
Evaluating trade classification algorithms: Bulk volume classification versus the tick rule and the Lee-Ready algorithm
resolves10.3905/jpm.2011.37.2.118
The Microstructure of the “Flash Crash”: <i>Flow Toxicity, Liquidity Crashes, and the Probability of Informed Trading</i>
resolves10.1257/aer.20181470
Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises
resolves10.1093/rfs/6.1.191
Assessing the Quality of a Security Market: A New Approach to Transaction-Cost Measurement
resolves10.1016/0304-405X(81)90020-9
Optimal dealer pricing under transactions and return uncertainty
resolves10.1016/j.jfineco.2021.08.002
News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies
resolves10.1111/j.1540-6261.2009.01445.x
Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading
resolves10.1016/j.jebo.2017.04.013
Market stability vs. market resilience: Regulatory policies experiments in an agent-based model with low- and high-frequency trading
resolves10.1016/S1058-3300(00)00011-2
Jump risk in the U.S. stock market: Evidence using political information
resolves10.1111/j.1540-6261.1992.tb04408.x
An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks
resolves10.1111/jofi.12969
Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity, and Trading Costs
resolves10.1016/j.jfineco.2014.06.009
News-driven return reversals: Liquidity provision ahead of earnings announcements
resolves10.1016/j.jfineco.2010.08.016
Simple formulas for standard errors that cluster by both firm and time
The 13 references without a DOI — listed, not checked
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no DOI — not checkedref11
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no DOI — not checkedref25
no DOI — not checkedref35
no DOI — not checkedref36
no DOI — not checkedref42
no DOI — not checkedAn empirical analysis of NYSE specialist trading
no DOI — not checkedEvaporating liquidity
no DOI — not checkedref59
no DOI — not checkedref60
no DOI — not checkedref61
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