Reference health
Revisiting Stylized Facts for Modern Stock Markets
40/40 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.
31 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 40 checked references that resolve
resolves10.1016/S0927-5398(97)00004-2
Intraday periodicity and volatility persistence in financial markets
resolves10.1111/fire.12035
When Finance Meets Physics: The Impact of the Speed of Light on Financial Markets and Their Regulation
resolves10.1016/j.jfineco.2013.02.018
The leverage effect puzzle: Disentangling sources of bias at high frequency
resolves10.1016/j.finmar.2019.06.003
How rigged are stock markets? Evidence from microsecond timestamps
resolves10.1007/s11403-015-0162-8
Toward an understanding of market resilience: market liquidity and heterogeneity in the investor decision cycle
resolves10.1016/j.physa.2014.05.007
The fine-structure of volatility feedback I: Multi-scale self-reflexivity
resolves10.2307/1913889
A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
resolves10.1016/0261-5606(93)90004-U
A geographical model for the daily and weekly seasonal volatility in the foreign exchange market
resolves10.1016/j.physa.2019.04.157
Development of an agent-based speculation game for higher reproducibility of financial stylized facts
resolves10.1111/j.1540-6261.1990.tb05088.x
Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects
resolves10.1080/14697680500151343
Empirical distributions of stock returns: between the stretched exponential and the power law?
resolves10.1007/s10479-018-3019-4
High frequency trading strategies, market fragility and price spikes: an agent based model perspective
resolves10.1016/0378-4266(90)90009-Q
Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis
resolves10.1016/S0927-5398(97)00007-8
Volatilities of different time resolutions — Analyzing the dynamics of market components
resolves10.1016/j.physa.2007.03.051
Stochastic volatility of financial markets as the fluctuating rate of trading: An empirical study
resolves10.1109/WSC.2017.8247865
Towards a model of the U.S. stock market: How important is the securities information processor?
resolves10.1007/978-3-030-83418-0_15
Towards a Model of the National Market System: Fragmented and Heterogenous Venues
resolves10.1016/j.physa.2011.07.035
Power law distribution in high frequency financial data? An econometric analysis
The 31 references without a DOI — listed, not checked
no DOI — not checkedThree distinct kinds of empirically-relevant agent-based models
no DOI — not checkedLeverage Effect in Financial Markets: The Retarded Volatility Model
no DOI — not checkedref14
no DOI — not checkedEconophysics review: I. Empirical facts
no DOI — not checkedref18
no DOI — not checkedref19
no DOI — not checkedVolatility Clustering in Financial Markets: Empirical Facts and Agent-Based Models
no DOI — not checkedref21
no DOI — not checkedOn the meaning and use of kurtosis
no DOI — not checkedref25
no DOI — not checkedref26
no DOI — not checkedref29
no DOI — not checkedref30
no DOI — not checkedref31
no DOI — not checkedInformation flow between volatilities across time scales
no DOI — not checkedHeterogeneity and feedback in an agent-based market model
no DOI — not checkedref37
no DOI — not checkedInverse statistics in economics: the gain-loss asymmetry
no DOI — not checkedAbrupt rise of new machine ecology beyond human response time
no DOI — not checkedStatistical properties of the volatility of price fluctuations
no DOI — not checkedSynchronizing stock market clocks to UTC (NIST)
no DOI — not checkedref50
no DOI — not checkedref52
no DOI — not checkedEconomic fluctuations and anomalous diffusion
no DOI — not checkedref57
no DOI — not checkedA multiscale view on inverse statistics and gain/loss asymmetry in financial time series
no DOI — not checkedFragmentation and inefficiencies in US equity markets: Evidence from the Dow 30
no DOI — not checkedEcological and Coevolutionary Dynamics in Modern Markets Yield Nonstationarity in Market Efficiencies
no DOI — not checkedref69
no DOI — not checkedref70
no DOI — not checkedref71
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