Reference health
Information Content of Cross-Sectional and Multilevel Order Flow Imbalances: A Bayesian Approach
43/43 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.
29 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 43 checked references that resolve
resolves10.1111/j.2517-6161.1995.tb02031.x
Controlling the False Discovery Rate: A Practical and Powerful Approach to Multiple Testing
resolves10.1007/978-3-319-09946-0_6
How Tick Size Affects the High Frequency Scaling of Stock Return Distributions
resolves10.1016/B978-075066006-8.50013-6
Making covariance-based portfolio risk models sensitive to the rate at which markets reflect new information
resolves10.1198/jasa.2010.tm09129
Correlated<i>z</i>-Values and the Accuracy of Large-Scale Statistical Estimates
resolves10.1080/14697688.2010.528444
The price impact of order book events: market orders, limit orders and cancellations
resolves10.1080/00401706.1970.10488634
Ridge Regression: Biased Estimation for Nonorthogonal Problems
resolves10.1111/mafi.12413
Deep order flow imbalance: Extracting alpha at multiple horizons from the limit order book
resolves10.1287/opre.2021.2201
Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and Their Effect on Portfolio Execution
resolves10.1007/s10115-013-0679-x
Explaining prediction models and individual predictions with feature contributions
resolves10.1080/14697688.2021.2020328
How to build a cross-impact model from first principles: theoretical requirements and empirical results
resolves10.2307/1912934
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
resolves10.1007/s11222-014-9498-5
A fast unified algorithm for solving group-lasso penalize learning problems
resolves10.1111/j.1467-9868.2005.00532.x
Model Selection and Estimation in Regression with Grouped Variables
The 29 references without a DOI — listed, not checked
no DOI — not checkedThe Control of the False Discovery Rate in Multiple Testing Under Dependency
no DOI — not checkedDissecting Cross-Impact on Stock Markets: An Empirical Analysis
no DOI — not checkedref6
no DOI — not checkedref7
no DOI — not checkedref10
no DOI — not checkedref14
no DOI — not checkedref16
no DOI — not checkedThe Practical Implementation of Bayesian Model Selection
no DOI — not checkedRunning for the Exit: Distressed Selling and Endogenous Correlation in Financial Markets
no DOI — not checkedref24
no DOI — not checkedref27
no DOI — not checkedref29
no DOI — not checkedQueue Imbalance as a One-Tick-Ahead Price Predictor in a Limit Order Book
no DOI — not checkedThe Elements of Statistical Learning
no DOI — not checkedA Simple Sequentially Rejective Multiple Test Procedure
no DOI — not checkedref40
no DOI — not checkedGeneralizations of the Familywise Error Rate
no DOI — not checkedOrder Flow and Price Formation
no DOI — not checkedA Unified Approach to Interpreting Model Predictions
no DOI — not checkedBayesian Methods for Backpropagation Networks
no DOI — not checkedTrading Lightly: Cross-Impact and Optimal Portfolio Execution
no DOI — not checkedref54
no DOI — not checkedScikit-learn: Machine Learning in Python
no DOI — not checkedThe Value of N-Person Games
no DOI — not checkedAn Efficient Explanation of Individual Classifications Using Game Theory
no DOI — not checkedSparse Bayesian Learning and The Relevance Vector Machine
no DOI — not checkedref66
no DOI — not checkedA New View of Automatic Relevance Determination
no DOI — not checkedref70
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