On the public citation graph

News or Noise: Is the Price Impact of Island Trades Persistent?

https://doi.org/10.2139/ssrn.675994
0 signed · 14 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1046/j.1540-6261.2003.00618.xopenalex-extracted
Competition among Trading Venues: Information and Trading on Electronic Communications Networks
inferredcites →https://doi.org/10.1093/rfs/15.4.1005openalex-extracted
Dynamic Volume-Return Relation of Individual Stocks
inferredcites →https://doi.org/10.1093/rfs/4.3.443openalex-extracted
Sunshine Trading and Financial Market Equilibrium
inferredcites →https://doi.org/10.1093/rfs/4.3.571openalex-extracted
The Summary Informativeness of Stock Trades: An Econometric Analysis
inferredcites →https://doi.org/10.1111/0022-1082.00231openalex-extracted
Trading Volume and Cross‐Autocorrelations in Stock Returns
inferredcites →https://doi.org/10.1111/1540-6261.00461openalex-extracted
The Quality of ECN and Nasdaq Market Maker Quotes
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb02683.xopenalex-extracted
Inferring Trade Direction from Intraday Data
inferredcites →https://doi.org/10.1111/j.1540-6261.1995.tb04054.xopenalex-extracted
One Security, Many Markets: Determining the Contributions to Price Discovery
inferredcites →https://doi.org/10.1111/j.1540-6261.2005.00746.xopenalex-extracted
Lifting the Veil: An Analysis of Pre‐trade Transparency at the NYSE
inferredcites →https://doi.org/10.2139/ssrn.142670openalex-extracted
The Quotation Behavior of Ecns and NASDAQ Market Makers
inferredcites →https://doi.org/10.2139/ssrn.310940openalex-extracted
Limit Orders and Volatility in a Hybrid Market: The Island Ecn
inferredcites →https://doi.org/10.2139/ssrn.396661openalex-extracted
Island Goes Dark: Transparency, Fragmentation, Liquidity Externalities, and Multimarket Regulation

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.1016/j.jfi.2011.03.001openalex-snapshot
When a halt is not a halt: An analysis of off-NYSE trading during NYSE market closures
inferred← citeshttps://doi.org/10.1093/rfs/hhi005openalex-snapshot
Anonymity, Adverse Selection, and the Sorting of Interdealer Trades
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.