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FinTech, Fractional Trading, and Order Book Dynamics: A Study of US Equities Markets

https://doi.org/10.2139/ssrn.4259584
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27/27 checkable references clean · checked 2026-08-29

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 27 checked references that resolve
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Market liquidity as a sentiment indicator
resolves10.1016/j.jfineco.2020.07.008
Impact investing
resolves10.1016/S0304-405X(03)00064-3
Style investing
resolves10.1016/j.jfineco.2004.04.003
Comovement
resolves10.1016/j.jfineco.2011.03.008
Recent trends in trading activity and market quality
resolves10.1093/rfs/hhz007
Blockchain Disruption and Smart Contracts
resolves10.1016/j.jfineco.2022.08.002
Retail trader sophistication and stock market quality: Evidence from brokerage outages
resolves10.1111/j.1540-6261.2011.01668.x
Individual Investors and Volatility
resolves10.1093/rfs/hhi029
Limit Order Book as a Market for Liquidity
resolves10.1016/j.gfj.2022.100757
Piecing together the extent of retail fractional trading
resolves10.1162/003355301556392
Institutional Investors and Equity Prices
resolves10.1016/j.finmar.2013.05.003
Low-latency trading
resolves10.1016/j.jfineco.2018.10.017
Should retail investors’ leverage be limited?
resolves10.2307/1914185
Prospect Theory: An Analysis of Decision under Risk
resolves10.1111/jofi.12498
The Flash Crash: High‐Frequency Trading in an Electronic Market
resolves10.1111/j.1540-6261.2006.01063.x
Retail Investor Sentiment and Return Comovements
resolves10.1017/S0022109009990020
Dynamic Style Preferences of Individual Investors and Stock Returns
resolves10.1016/j.finmar.2006.09.001
Measuring the resiliency of an electronic limit order book
resolves10.1016/j.finmar.2005.05.001
Should securities markets be transparent?
resolves10.1016/S1386-4181(00)00007-0
Market microstructure: A survey
resolves10.1016/j.jfineco.2018.02.015
High frequency trading and comovement in financial markets
resolves10.7835/jcc-berj-2010-0037
How Investors Face Financial Risk: Loss Aversion and Wealth Allocation
resolves10.1016/j.finmar.2012.05.003
Latency, liquidity and price discovery
resolves10.1016/j.finmar.2019.02.003
Fast and slow informed trading
resolves10.1016/j.frl.2022.103547
The impact of fractional trading on risk aversion for non-professional investors
resolves10.3390/jrfm18020075
The Impact of Earnings Announcements Before and After Regular Market Hours on Asset Price Dynamics in the Fintech Era
resolves10.1007/BF00122574
Advances in prospect theory: Cumulative representation of uncertainty
The 10 references without a DOI — listed, not checked
no DOI — not checkedref5
no DOI — not checkedref6
no DOI — not checkedref7
no DOI — not checkedThe impact of impact investing
no DOI — not checkedref11
no DOI — not checkedThe promises and pitfalls of robo-advising
no DOI — not checkedref18
no DOI — not checkedref26
no DOI — not checkedref30
no DOI — not checkedref37
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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