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Analysis and Modeling of Client Order Flow in Limit Order Markets

https://doi.org/10.2139/ssrn.3997109
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16/16 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.

10 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 16 checked references that resolve
resolves10.1017/CBO9781316683040
Limit Order Books
resolves10.1137/15M1011469
Long-Time Behavior of a Hawkes Process--Based Limit Order Book
resolves10.21314/JOR.2001.041
Optimal execution of portfolio transactions
resolves10.1088/1469-7688/2/4/301
Statistical properties of stock order books: empirical results and models
resolves10.1109/MSP.2011.941548
Statistical Modeling of High-Frequency Financial Data
resolves10.1287/opre.1090.0780
A Stochastic Model for Order Book Dynamics
resolves10.1080/14697688.2013.803148
Limit order books
resolves10.1016/j.finmar.2013.05.009
The diversity of high-frequency traders
resolves10.1016/j.finmar.2013.05.003
Low-latency trading
resolves10.1007/978-0-387-84858-7
The Elements of Statistical Learning
resolves10.1111/jofi.12498
The Flash Crash: High‐Frequency Trading in an Electronic Market
resolves10.1109/34.868688
Normalized cuts and image segmentation
resolves10.1080/14697688.2019.1622295
Universal features of price formation in financial markets: perspectives from deep learning
resolves10.1088/1469-7688/3/6/307
Statistical theory of the continuous double auction
resolves10.1007/s11222-007-9033-z
A tutorial on spectral clustering
resolves10.1109/TSP.2019.2907260
DeepLOB: Deep Convolutional Neural Networks for Limit Order Books
The 10 references without a DOI — listed, not checked
no DOI — not checkedLaplacian eigenmaps and spectral techniques for embedding and clustering
no DOI — not checkedref6
no DOI — not checkedref7
no DOI — not checkedref8
no DOI — not checkedSome methods for classification and analysis of multivariate observations
no DOI — not checkedref17
no DOI — not checkedref18
no DOI — not checkedA model for queue position valuation in a limit order book
no DOI — not checkedOn spectral clustering: Analysis and an algorithm
no DOI — not checkedref25
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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