Reference health

Order Spoofing, Price Impact, and Market Quality

https://doi.org/10.2139/ssrn.4304143
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27/27 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.

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
resolves10.1016/j.jfineco.2006.02.005
An analysis of trade-size clustering and its relation to stealth trading☆
resolves10.1016/0304-405X(93)90029-B
Stealth trading and volatility
resolves10.1016/j.jfineco.2015.03.004
Equilibrium fast trading
resolves10.1093/rfs/hhu032
High-Frequency Trading and Price Discovery
resolves10.1111/jofi.12769
Price Discovery without Trading: Evidence from Limit Orders
resolves10.1093/qje/qjv027
The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response *
resolves10.1016/j.finmar.2013.06.005
Very fast money: High-frequency trading on the NASDAQ
resolves10.1016/S0304-405X(01)00063-0
Stealth-trading: Which traders' trades move stock prices?
resolves10.1016/j.jfineco.2015.02.008
High-frequency quoting, trading, and the efficiency of prices
resolves10.1016/j.jfineco.2010.10.001
Exchange trading rules and stock market liquidity☆
resolves10.1111/fima.12126
Quote Stuffing
resolves10.1016/j.jbankfin.2009.12.010
Limit order revisions
resolves10.1016/S1386-4181(98)00012-3
Order flow composition and trading costs in a dynamic limit order market
resolves10.1111/jofi.12302
News Trading and Speed
resolves10.1093/rfs/hhw103
Toxic Arbitrage
resolves10.1016/j.jfineco.2021.04.018
Bias in the effective bid-ask spread
resolves10.1016/S1386-4181(02)00041-1
Quote setting and price formation in an order driven market
resolves10.1017/S0022109017001053
High-Frequency Quoting: Short-Term Volatility in Bids and Offers
resolves10.1016/j.finmar.2008.06.002
Technology and liquidity provision: The blurring of traditional definitions
resolves10.1016/j.jfineco.2014.04.002
A dynamic limit order market with fast and slow traders
resolves10.1016/j.finmar.2012.05.004
Microstructure-based manipulation: Strategic behavior and performance of spoofing traders
resolves10.1111/fima.12238
Do Proprietary Algorithmic Traders Withdraw Liquidity during Market Stress?
resolves10.1016/j.jbankfin.2019.105724
The life of U’s: Order revisions on NASDAQ
resolves10.1093/rfs/11.4.789
Price Dynamics in Limit Order Markets
resolves10.1016/S1386-4181(02)00069-1
Order aggressiveness in limit order book markets
resolves10.1016/j.intfin.2023.101735
Cross-market spoofing
resolves10.1111/jfir.12051
CANCELING LIQUIDITY
The 10 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedref7
no DOI — not checkedref9
no DOI — not checkedSpoofing and its Regulation
no DOI — not checkedThe new market manipulation
no DOI — not checkedThe law and ethics of high-frequency trading
no DOI — not checkedHigh frequency trading: Overview of recent developments
no DOI — not checkedref35
no DOI — not checkedStrategic spoofing order trading by different types of investors in Taiwan Index futures market
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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