Reference health

Detecting Toxic Flow

https://doi.org/10.2139/ssrn.4597879
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19/19 checkable references clean · checked 2026-07-31

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.

20 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 19 checked references that resolve
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How and When are High-Frequency Stock Returns Predictable?
resolves10.1016/0304-405X(80)90020-3
Dealership market
resolves10.1080/14697688.2023.2286351
Deep attentive survival analysis in limit order books: estimating fill probabilities with convolutional-transformers
resolves10.2469/faj.v27.n2.12
The Only Game in Town
resolves10.1111/mafi.12367
Algorithmic market making in dealer markets with hedging and market impact
resolves10.1137/24M1630414
A Mean Field Game between Informed Traders and a Broker
resolves10.1080/14697688.2018.1504167
Internalisation by electronic FX spot dealers
resolves10.1007/s00780-022-00491-w
Optimal execution with stochastic delay
resolves10.1137/24M1660243
Brokers and Informed Traders: Dealing with Toxic Flow and Extracting Trading Signals
resolves10.1111/j.1540-6261.1996.tb04074.x
Liquidity, Information, and Infrequently Traded Stocks
resolves10.1016/j.patrec.2005.10.010
An introduction to ROC analysis
resolves10.1016/0304-405X(85)90044-3
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
resolves10.1007/978-0-387-21606-5
The Elements of Statistical Learning
resolves10.2307/1913210
Continuous Auctions and Insider Trading
resolves10.2307/2297551
Informed Speculation with Imperfect Competition
resolves10.1007/s11222-021-10068-w
The recursive variational Gaussian approximation (R-VGA)
resolves10.1007/BF01589116
On the limited memory BFGS method for large scale optimization
resolves10.1080/14697688.2016.1201589
Execution in an aggregator
resolves10.1177/00045632211050531
Best practice in statistics: The use of log transformation
The 20 references without a DOI — listed, not checked
no DOI — not checkedref3
no DOI — not checkedref6
no DOI — not checkedref10
no DOI — not checkedNash equilibrium between brokers and traders
no DOI — not checkedInformation effects on the bid-ask spread
no DOI — not checkedref15
no DOI — not checkedEfficient online bayesian inference for neural bandits
no DOI — not checkedref17
no DOI — not checkedref20
no DOI — not checkedOn the impossibility of informationally efficient markets
no DOI — not checkedAdam: A method for stochastic optimization
no DOI — not checkedref28
no DOI — not checkedref29
no DOI — not checkedref30
no DOI — not checkedWhen do neural nets outperform boosted trees on tabular data?
no DOI — not checkedref33
no DOI — not checkedref34
no DOI — not checkedref35
no DOI — not checkedthe interval; for example, for spread, imbalance, and transformed volumes we use the average value over the period
no DOI — not checkedref39
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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