Reference health
Liquidity and Risk in OTC Markets: A Theory of Asset Pricing and Portfolio Flows
56/56 checkable references clean · checked 2026-09-12
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.
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The 56 checked references that resolve
resolves10.1016/S1386-4181(01)00024-6
Illiquidity and stock returns: cross-section and time-series effects
resolves10.1016/0304-405X(79)90016-3
An intertemporal asset pricing model with stochastic consumption and investment opportunities
resolves10.1111/j.1540-6261.1991.tb02675.x
An Exact Solution to a Dynamic Portfolio Choice Problem under Transactions Costs
resolves10.1016/j.jmoneco.2021.07.001
Financial fragility in the COVID-19 crisis: The case of investment funds in corporate bond markets
resolves10.1016/j.jedc.2005.07.009
Solving DSGE models with perturbation methods and a change of variables
resolves10.1086/680996
Young, Old, Conservative, and Bold: The Implications of Heterogeneity and Finite Lives for Asset Pricing
resolves10.1016/B978-0-444-53238-1.00011-9
Financial Intermediation and Credit Policy in Business Cycle Analysis
resolves10.1093/rfs/hhaa145
When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response
resolves10.1086/262030
Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing
resolves10.3386/w8609
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies
resolves10.1093/rfs/13.2.257
Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
resolves10.1016/0022-0531(71)90038-X
Optimum consumption and portfolio rules in a continuous-time model
resolves10.1016/j.jfineco.2021.05.052
Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis
resolves10.1016/S0165-1889(03)00043-5
Solving dynamic general equilibrium models using a second-order approximation to the policy function
The 35 references without a DOI — listed, not checked
no DOI — not checkedOptuna: A next-generation hyperparameter optimization framework
no DOI — not checkedref5
no DOI — not checkedAlgorithms for hyperparameter optimization
no DOI — not checkedref12
no DOI — not checkedInventory, market making, and liquidity in OTC markets
no DOI — not checkedref15
no DOI — not checkedref17
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no DOI — not checkedMeasuring and modeling execution cost and risk
no DOI — not checkedref26
no DOI — not checkedref29
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no DOI — not checkedref47
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no DOI — not checkedref51
no DOI — not checkedSequential search for corporate bonds
no DOI — not checkedref56
no DOI — not checkedref57
no DOI — not checkedref61
no DOI — not checkedref65
no DOI — not checkedref68
no DOI — not checkedPortfolio selection
no DOI — not checkedref71
no DOI — not checkedOn the pricing of corporate debt: The risk structure of interest rates
no DOI — not checkedref79
no DOI — not checkedref81
no DOI — not checkedref87
no DOI — not checkedref88
no DOI — not checkedref89
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no DOI — not checkedref91
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