Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-07-13T04:32:38.469255Z
Paper Citation Record · LEDGER
When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures
As of 18 August 2026, this Paper Citation Record lists 20 of 20 outbound references and 0 inbound Pith citation observations for arXiv:2607.09230.
A citation records a reference. It does not transfer a finding from one paper to another.
Coverage vector
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-18T06:34:40.430872+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links
A source-named dated measurement, never combined with another source.
Source: cited_works
Reference resolution
20 of 20 outbound references displayed
- verified exact7
- verified fuzzy0
- unresolved9
- parse uncertain0
- malformed identifier4
- metadata mismatch0
External citation measurements
No source-named external measurement is stored.
Outbound references
Observation 9a0b886d-26f4-4cbe-a98a-71285250b7c0 · outbound
This paper cites Andersen, Tim Bollerslev, Francis X.
When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures Andersen, Tim Bollerslev, Francis X
Reference 1
- Resolution
- malformed identifier
- no resolver link, observed 2026-07-13T04:32:38.469255Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 243cab20-6cf6-4af7-b093-1a3fb5a1771c · outbound
This paper cites an unresolved cited work.
When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures Unresolved cited work
Reference 2
- Resolution
- unresolved
- no resolver link, observed 2026-07-13T04:32:38.469255Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation a4f2f34b-18e4-41fe-b6fe-0439d3222a25 · outbound
This paper cites Elton, and T.
When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures Elton, and T
Reference 3
- Resolution
- verified exact
- doi, observed 2026-07-13T04:39:20.176456Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation d0583b43-d967-48ed-8c08-675c0a491537 · outbound
This paper cites an unresolved cited work.
When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures Unresolved cited work
Reference 4
- Resolution
- malformed identifier
- no resolver link, observed 2026-07-13T04:32:38.469255Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation d0969c13-fe51-469c-9bfa-5a3350e67836 · outbound
This paper cites Deep Limit Order Book Forecasting.
When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures Deep Limit Order Book Forecasting
Reference 5
- Resolution
- malformed identifier
- no resolver link, observed 2026-07-13T04:32:38.469255Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 75c7948d-29ed-43c0-a635-66b31ef61ddf · outbound
This paper cites an unresolved cited work.
When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures Unresolved cited work
Reference 6
- Resolution
- unresolved
- no resolver link, observed 2026-07-13T04:32:38.469255Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 80f520e3-8825-4bc4-a3fa-acf19a18530c · outbound
This paper cites Fleming and Eli M.
When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures Fleming and Eli M
Reference 7
- Resolution
- verified exact
- arxiv_id, observed 2026-07-13T04:39:20.220988Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 0ed4c83b-d205-4b47-929d-8e70dde9474c · outbound
This paper cites Early Detection of Latent Microstructure Regimes in Limit Order Books.
When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures Early Detection of Latent Microstructure Regimes in Limit Order Books
Reference 8
- Resolution
- verified exact
- local_arxiv, observed 2026-07-13T04:39:20.183214Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation bfffda65-4804-4dd2-af69-cb7022928783 · outbound
This paper cites Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures.
When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures
Reference 9
- Resolution
- verified exact
- local_arxiv, observed 2026-07-13T04:39:20.200524Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation cc2d355d-f90c-4999-b5ac-1a82d053c507 · outbound
This paper cites Jiang, Ingrid Lo, and Adrien Verdelhan.
When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures Jiang, Ingrid Lo, and Adrien Verdelhan
Reference 10
- Resolution
- verified exact
- doi, observed 2026-07-13T04:39:20.210221Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 1f5a2a49-5b27-468f-a2aa-374659f00e37 · outbound
This paper cites Kercheval and Yuan Zhang.
When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures Kercheval and Yuan Zhang
Reference 11
- Resolution
- unresolved
- no resolver link, observed 2026-07-13T04:32:38.469255Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 8b4b1452-b10f-4ef0-bb73-e5cd1555b04d · outbound
This paper cites an unresolved cited work.
When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures Unresolved cited work
Reference 12
- Resolution
- unresolved
- no resolver link, observed 2026-07-13T04:32:38.469255Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 585c4bc3-2b18-426d-9d85-d389652cf359 · outbound
This paper cites Pakkanen.
When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures Pakkanen
Reference 13
- Resolution
- unresolved
- no resolver link, observed 2026-07-13T04:32:38.469255Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation b17c8ac1-c2c0-4b51-85ab-d2bd35d73bbd · outbound
This paper cites an unresolved cited work.
When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures Unresolved cited work
Reference 14
- Resolution
- unresolved
- no resolver link, observed 2026-07-13T04:32:38.469255Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 34655734-0189-4002-b969-684c5dde3441 · outbound
This paper cites Survival Models for the Duration of Bid-Ask Spread Deviations.
When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures Survival Models for the Duration of Bid-Ask Spread Deviations
Reference 15
- Resolution
- malformed identifier
- no resolver link, observed 2026-07-13T04:32:38.469255Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation e0d78a07-3d7d-49a6-be00-dccc02b0f546 · outbound
This paper cites an unresolved cited work.
When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures Unresolved cited work
Reference 16
- Resolution
- unresolved
- no resolver link, observed 2026-07-13T04:32:38.469255Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation bebbde93-7558-44e8-828a-7261aeb6d3d9 · outbound
This paper cites Universal features of price formation in financial markets: perspectives from Deep Learning.
When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures Universal features of price formation in financial markets: perspectives from Deep Learning
Reference 17
- Resolution
- verified exact
- local_arxiv, observed 2026-07-13T04:39:20.227217Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 7b30f7dd-0b48-494b-807a-760c8a527171 · outbound
This paper cites an unresolved cited work.
When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures Unresolved cited work
Reference 18
- Resolution
- verified exact
- arxiv_id, observed 2026-07-13T04:39:20.233955Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation f45859fb-8dcc-4813-96a9-67cf505e6664 · outbound
This paper cites Multi-Level Order-Flow Imbalance in a Limit Order Book.
When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures Multi-Level Order-Flow Imbalance in a Limit Order Book
Reference 19
- Resolution
- unresolved
- no resolver link, observed 2026-07-13T04:32:38.469255Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 9d54f2c7-fadf-4b41-9bbc-3b8a119e132d · outbound
This paper cites an unresolved cited work.
When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures Unresolved cited work
Reference 20
- Resolution
- unresolved
- no resolver link, observed 2026-07-13T04:32:38.469255Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Pith citing papers
No inbound Pith citation observations are available.