Public Trader Identity: Adverse Selection and Return Predictability | Paper Citation Record

Observation 834b9a09-9dbb-45a5-8509-ed4f09efbec1 · outbound

This paper cites Admati and Paul Pfleiderer.

Public Trader Identity: Adverse Selection and Return Predictability Admati and Paul Pfleiderer

Reference 1

Resolution: verified exact; doi, observed 2026-08-08T18:49:45.558405Z

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No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

Observation e29adaed-5c20-4eea-aec0-1173038908bc · outbound

This paper cites Shestopaloff.

Public Trader Identity: Adverse Selection and Return Predictability Shestopaloff

Reference 2

Resolution: verified exact; raw_fallback, observed 2026-08-08T18:49:46.732453Z

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No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

Observation 305acb81-5445-4b84-935a-7a908913de98 · outbound

This paper cites Shestopaloff.

Public Trader Identity: Adverse Selection and Return Predictability Shestopaloff

Reference 3

Resolution: verified exact; doi, observed 2026-08-08T18:49:45.544095Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

Observation 3b2e9318-5614-4606-aa00-c267711e3a43 · outbound

This paper cites Shestopaloff.

Public Trader Identity: Adverse Selection and Return Predictability Shestopaloff

Reference 4

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.279606Z

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Observation 9ac0ad69-2555-471e-9b17-2b25f1e5109d · outbound

This paper cites Andersen, Tim Bollerslev, Francis X.

Public Trader Identity: Adverse Selection and Return Predictability Andersen, Tim Bollerslev, Francis X

Reference 5

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.283939Z

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Observation 847a3eab-cd05-4b57-8263-f23ea04859ef · outbound

This paper cites High-frequency trading in a limit order book.

Public Trader Identity: Adverse Selection and Return Predictability High-frequency trading in a limit order book

Reference 6

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.288325Z

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Observation b64672f9-5572-4539-81c8-650049a28325 · outbound

This paper cites The only game in town.

Public Trader Identity: Adverse Selection and Return Predictability The only game in town

Reference 7

Resolution: verified exact; doi, observed 2026-08-08T18:49:45.515925Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

Observation 542787ce-ecad-4eeb-9c4e-0af864df5bbd · outbound

This paper cites Barber, Yi-Tsung Lee, Yu-Jane Liu, and Terrance Odean.

Public Trader Identity: Adverse Selection and Return Predictability Barber, Yi-Tsung Lee, Yu-Jane Liu, and Terrance Odean

Reference 8

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.299222Z

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Observation 65fc5721-ca7f-4713-9349-fdf024ad17aa · outbound

This paper cites On the quality of cryptocurrency markets: Centralized versus decentralized exchanges.

Public Trader Identity: Adverse Selection and Return Predictability On the quality of cryptocurrency markets: Centralized versus decentralized exchanges

Reference 9

Resolution: verified exact; raw_fallback, observed 2026-08-08T18:49:46.549586Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

Observation a887beff-ecb4-46c3-8a06-f95ec55d9048 · outbound

This paper cites Brokers and order flow leakage: Evidence from fire sales.

Public Trader Identity: Adverse Selection and Return Predictability Brokers and order flow leakage: Evidence from fire sales

Reference 10

Resolution: verified exact; doi, observed 2026-08-08T18:49:45.493155Z

Source-reported events for the cited work

correction dated 2020-01-13. Source: crossref record 10.1111/jofi.12865->10.1111/jofi.12840:correction, observed 2026-07-11T02:58:55.600453+00:00. This notice travels one citation hop only.

Observation ebf7e689-4bad-469d-9e8b-500c4f5a4540 · outbound

This paper cites o rn Hagstr \.

Public Trader Identity: Adverse Selection and Return Predictability o rn Hagstr \

Reference 11

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.314846Z

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Observation ac6d6438-f2aa-4645-9630-3564a475649e · outbound

This paper cites Trading in the sunshine or in the shade: Market impact and adverse selection on H yperliquid.

Public Trader Identity: Adverse Selection and Return Predictability Trading in the sunshine or in the shade: Market impact and adverse selection on H yperliquid

Reference 12

Resolution: verified exact; raw_fallback, observed 2026-08-08T18:49:46.459146Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

Observation 46e496ae-9828-4746-9127-6c91d6c11293 · outbound

This paper cites An empirical analysis of the limit order book and the order flow in the Paris Bourse.

Public Trader Identity: Adverse Selection and Return Predictability An empirical analysis of the limit order book and the order flow in the Paris Bourse

Reference 13

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.324289Z

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Observation fcaa54c5-d070-48aa-8ec6-85165742fbc2 · outbound

This paper cites Brokers and informed traders: Dealing with toxic flow and extracting trading signals.

Public Trader Identity: Adverse Selection and Return Predictability Brokers and informed traders: Dealing with toxic flow and extracting trading signals

Reference 14

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.329377Z

Source-reported events for the cited work

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Observation 19a72739-ad95-46e3-bdc2-c870ac894d43 · outbound

This paper cites Algorithmic and High-Frequency Trading.

Public Trader Identity: Adverse Selection and Return Predictability Algorithmic and High-Frequency Trading

Reference 15

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.334154Z

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Observation 4f60dd7e-88a7-4149-a625-133d5ddc05b7 · outbound

This paper cites Enhancing trading strategies with order book signals.

Public Trader Identity: Adverse Selection and Return Predictability Enhancing trading strategies with order book signals

Reference 16

Resolution: metadata mismatch; raw_fallback, observed 2026-08-08T18:49:46.293093Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

Observation 60bf056b-3043-4f03-ae12-f410b035cce1 · outbound

This paper cites Detecting toxic flow.

Public Trader Identity: Adverse Selection and Return Predictability Detecting toxic flow

Reference 17

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.345106Z

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Observation 95c0a128-7ec8-468c-aee9-44a41924006a · outbound

This paper cites Do prices reveal the presence of informed trading? Journal of Finance, 70 0 (4): 0 1555--1582, 2015.

Public Trader Identity: Adverse Selection and Return Predictability Do prices reveal the presence of informed trading? Journal of Finance, 70 0 (4): 0 1555--1582, 2015

Reference 18

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.349775Z

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Observation 6a81bf50-c2e1-4c47-871d-86be10e77ed5 · outbound

This paper cites The price impact of order book events.

Public Trader Identity: Adverse Selection and Return Predictability The price impact of order book events

Reference 19

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.354522Z

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Observation ab63d938-5589-419e-ba45-0c3f7abdc2f0 · outbound

This paper cites Flash boys 2.0: Frontrunning in decentralized exchanges, miner extractable value, and consensus instability.

Public Trader Identity: Adverse Selection and Return Predictability Flash boys 2.0: Frontrunning in decentralized exchanges, miner extractable value, and consensus instability

Reference 20

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.359141Z

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Observation 9b2ca851-0018-41b4-bee7-1bfaebfa9e56 · outbound

This paper cites Kiefer, Maureen O'Hara, and Joseph B.

Public Trader Identity: Adverse Selection and Return Predictability Kiefer, Maureen O'Hara, and Joseph B

Reference 21

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.363810Z

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Observation 02d9e35c-39b2-4219-9164-954d055b6712 · outbound

This paper cites L \'o pez de Prado, and Maureen O'Hara.

Public Trader Identity: Adverse Selection and Return Predictability L \'o pez de Prado, and Maureen O'Hara

Reference 22

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.368569Z

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Observation fcee9153-f87a-4d8f-acb4-d075b0a9306f · outbound

This paper cites Putni n s.

Public Trader Identity: Adverse Selection and Return Predictability Putni n s

Reference 23

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.373165Z

Source-reported events for the cited work

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Observation 5d9b2ec0-7ad3-4fa3-8664-48ec95289cbc · outbound

This paper cites Does anonymity matter in electronic limit order markets? Review of Financial Studies, 20 0 (5): 0 1707--1747, 2007.

Public Trader Identity: Adverse Selection and Return Predictability Does anonymity matter in electronic limit order markets? Review of Financial Studies, 20 0 (5): 0 1707--1747, 2007

Reference 24

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.378030Z

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Observation fb216934-fb0d-46c1-a66a-80cde4538728 · outbound

This paper cites Toxic arbitrage.

Public Trader Identity: Adverse Selection and Return Predictability Toxic arbitrage

Reference 25

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.382611Z

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Observation 5406c364-5ae2-455f-9d13-df9c06b40406 · outbound

This paper cites Glosten and Lawrence E.

Public Trader Identity: Adverse Selection and Return Predictability Glosten and Lawrence E

Reference 26

Resolution: verified exact; doi, observed 2026-08-08T18:49:45.420268Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

Observation 1f3c5f69-8980-492c-8639-acfa6c276f9f · outbound

This paper cites Glosten and Paul R.

Public Trader Identity: Adverse Selection and Return Predictability Glosten and Paul R

Reference 27

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.391612Z

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Observation a2bc5485-1927-464b-a9d4-1b650bfbb1c5 · outbound

This paper cites Measuring the information content of stock trades.

Public Trader Identity: Adverse Selection and Return Predictability Measuring the information content of stock trades

Reference 28

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.395670Z

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Observation f3c27262-f5e7-49f8-a067-eb9fbaba2784 · outbound

This paper cites Fundamentals of Perpetual Futures.

Public Trader Identity: Adverse Selection and Return Predictability Fundamentals of Perpetual Futures

Reference 29

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.399524Z

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Observation d9a1d2d5-273f-403f-ae94-f1e7a84c3e48 · outbound

This paper cites Do high-frequency traders anticipate buying and selling pressure? Management Science, 67 0 (6): 0 3321--3345, 2021.

Public Trader Identity: Adverse Selection and Return Predictability Do high-frequency traders anticipate buying and selling pressure? Management Science, 67 0 (6): 0 3321--3345, 2021

Reference 30

Resolution: verified exact; raw_fallback, observed 2026-08-08T18:49:45.940475Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

Observation 38bf2126-02a5-4c17-9c69-b2bbb6c62974 · outbound

This paper cites Huang and Hans R.

Public Trader Identity: Adverse Selection and Return Predictability Huang and Hans R

Reference 31

Resolution: verified exact; doi, observed 2026-08-08T18:49:45.387487Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

Observation 3c64d932-ae59-4e83-b6c6-89ee4a5c3072 · outbound

This paper cites Kyle, Mehrdad Samadi, and Tugkan Tuzun.

Public Trader Identity: Adverse Selection and Return Predictability Kyle, Mehrdad Samadi, and Tugkan Tuzun

Reference 32

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.413572Z

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Observation b35f8ad3-f4d7-4fbd-b891-f442d9009ac6 · outbound

This paper cites Kolm, Jeremy Turiel, and Nicholas Westray.

Public Trader Identity: Adverse Selection and Return Predictability Kolm, Jeremy Turiel, and Nicholas Westray

Reference 33

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.418478Z

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Observation 8c1a8651-245f-46f8-b0db-2c2807b5e34a · outbound

This paper cites an unresolved cited work.

Public Trader Identity: Adverse Selection and Return Predictability Unresolved cited work

Reference 34

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.422956Z

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Observation cb998bf6-23fb-4802-8dc9-9a5726f55e81 · outbound

This paper cites an unresolved cited work.

Public Trader Identity: Adverse Selection and Return Predictability Unresolved cited work

Reference 35

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.429296Z

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Observation 08135647-676a-4e96-bd11-175f2d6ea458 · outbound

This paper cites Linnainmaa and Gideon Saar.

Public Trader Identity: Adverse Selection and Return Predictability Linnainmaa and Gideon Saar

Reference 36

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.434189Z

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Observation 48cfab91-2d22-4c6e-a09f-73db7c8e9ad1 · outbound

This paper cites Trading and arbitrage in cryptocurrency markets.

Public Trader Identity: Adverse Selection and Return Predictability Trading and arbitrage in cryptocurrency markets

Reference 37

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.439913Z

Source-reported events for the cited work

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Observation c05e11a4-d096-4d25-be59-e618b324cbea · outbound

This paper cites Anonymous trading in equities.

Public Trader Identity: Adverse Selection and Return Predictability Anonymous trading in equities

Reference 38

Resolution: verified exact; doi, observed 2026-08-08T18:49:45.299320Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

Observation 59db97f9-ff02-4ef3-82f1-3333316e5fa5 · outbound

This paper cites Automated Market Making and Loss-Versus-Rebalancing.

Public Trader Identity: Adverse Selection and Return Predictability Automated Market Making and Loss-Versus-Rebalancing

Reference 39

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.449850Z

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Observation 0478c57f-efb8-4b04-b6f2-7c8e91d57101 · outbound

This paper cites Reiss and Ingrid M.

Public Trader Identity: Adverse Selection and Return Predictability Reiss and Ingrid M

Reference 40

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.455718Z

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Observation fe8190b0-f3e5-452e-8b07-5b99e68d25d8 · outbound

This paper cites Universal features of price formation in financial markets: perspectives from deep learning.

Public Trader Identity: Adverse Selection and Return Predictability Universal features of price formation in financial markets: perspectives from deep learning

Reference 41

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.460436Z

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Observation 4c7b8263-44db-4388-b662-77950fae4319 · outbound

This paper cites The micro-price: a high-frequency estimator of future prices.

Public Trader Identity: Adverse Selection and Return Predictability The micro-price: a high-frequency estimator of future prices

Reference 42

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.465159Z

Source-reported events for the cited work

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Observation 0610f272-bf4a-4709-b4c9-1a387a3fb3b6 · outbound

This paper cites Menkveld.

Public Trader Identity: Adverse Selection and Return Predictability Menkveld

Reference 43

Resolution: verified exact; doi, observed 2026-08-08T18:49:45.285177Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

Observation 2f52c839-1311-4b30-9707-2b52ba30b126 · outbound

This paper cites Gould, and Sam D.

Public Trader Identity: Adverse Selection and Return Predictability Gould, and Sam D

Reference 44

Resolution: verified exact; doi, observed 2026-08-08T18:49:45.269687Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

Observation ed6b7483-8de1-49e5-bdab-3c789ccc24e8 · outbound

This paper cites ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books.

Public Trader Identity: Adverse Selection and Return Predictability ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books

Reference 45

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.478942Z

Source-reported events for the cited work

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Observation e381d33a-62e2-40f2-af71-0855b92568a6 · outbound

This paper cites Shestopaloff , title =.

Public Trader Identity: Adverse Selection and Return Predictability Shestopaloff , title =

Reference 46

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.483796Z

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Observation 6a0f2830-729d-468a-b436-db64af33aaa0 · outbound

This paper cites 2026 , note =.

Public Trader Identity: Adverse Selection and Return Predictability 2026 , note =

Reference 47

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.488402Z

Source-reported events for the cited work

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Observation 96d69e23-c0b3-41cb-8888-2b1ed1a23c06 · outbound

This paper cites 2011 , note =.

Public Trader Identity: Adverse Selection and Return Predictability 2011 , note =

Reference 48

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.493337Z

Source-reported events for the cited work

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Observation efd3fc3e-0fbf-4f63-881a-e33aa3c8634b · outbound

This paper cites Journal of Financial Economics , volume =.

Public Trader Identity: Adverse Selection and Return Predictability Journal of Financial Economics , volume =

Reference 49

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.497819Z

Source-reported events for the cited work

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Observation 8fd45201-b84a-4cb7-a3b5-367b2d614af2 · outbound

This paper cites Management Science , year =.

Public Trader Identity: Adverse Selection and Return Predictability Management Science , year =

Reference 50

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.502225Z

Source-reported events for the cited work

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Observation 923679a1-d2ed-4820-8aa3-5c7c13edaa80 · outbound

This paper cites Parlour , title =.

Public Trader Identity: Adverse Selection and Return Predictability Parlour , title =

Reference 51

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.507560Z

Source-reported events for the cited work

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Observation 82eba6be-d36b-44b0-9552-908e6e849b1d · outbound

This paper cites 2021 , note =.

Public Trader Identity: Adverse Selection and Return Predictability 2021 , note =

Reference 52

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.512840Z

Source-reported events for the cited work

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Observation 8fb312ec-258b-4efa-8d72-3b0c199ae852 · outbound

This paper cites Journal of Political Economy Microeconomics , volume =.

Public Trader Identity: Adverse Selection and Return Predictability Journal of Political Economy Microeconomics , volume =

Reference 53

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.517639Z

Source-reported events for the cited work

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Observation 8eb54582-f832-4c56-8a37-88ad80b89a2c · outbound

This paper cites Journal of Banking & Finance , volume =.

Public Trader Identity: Adverse Selection and Return Predictability Journal of Banking & Finance , volume =

Reference 54

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.522119Z

Source-reported events for the cited work

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Observation 285b59f1-1145-443e-9722-275cb84a1578 · outbound

This paper cites Karlsen and Talis J.

Public Trader Identity: Adverse Selection and Return Predictability Karlsen and Talis J

Reference 55

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.526584Z

Source-reported events for the cited work

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Observation ce366676-b000-4128-a36d-bf76155ad69b · outbound

This paper cites 2024 , note =.

Public Trader Identity: Adverse Selection and Return Predictability 2024 , note =

Reference 56

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.531655Z

Source-reported events for the cited work

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Observation bd9a4a7f-06e9-4382-91f9-7db06d1bfcfb · outbound

This paper cites Mathematical Finance , year =.

Public Trader Identity: Adverse Selection and Return Predictability Mathematical Finance , year =

Reference 57

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.535945Z

Source-reported events for the cited work

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Observation 537a0cdc-13c1-4884-8d0c-f4731a7305b6 · outbound

This paper cites Journal of Futures Markets , volume =.

Public Trader Identity: Adverse Selection and Return Predictability Journal of Futures Markets , volume =

Reference 58

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.539916Z

Source-reported events for the cited work

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Observation aad60615-aaf3-42ad-8853-ce1a806d4f49 · outbound

This paper cites an unresolved cited work.

Public Trader Identity: Adverse Selection and Return Predictability Unresolved cited work

Reference 59

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.544026Z

Source-reported events for the cited work

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Observation 26c66830-2599-4461-a749-c3e8ccb4edf1 · outbound

This paper cites 2025 , note =.

Public Trader Identity: Adverse Selection and Return Predictability 2025 , note =

Reference 60

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.547819Z

Source-reported events for the cited work

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Observation e2ed7912-2530-4909-854f-d22fe5aff001 · outbound

This paper cites Kyle , title =.

Public Trader Identity: Adverse Selection and Return Predictability Kyle , title =

Reference 61

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.551716Z

Source-reported events for the cited work

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Observation be2b1fd3-fe4c-4877-bc66-c00f665fa40c · outbound

This paper cites Glosten and Paul R.

Public Trader Identity: Adverse Selection and Return Predictability Glosten and Paul R

Reference 62

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.555599Z

Source-reported events for the cited work

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Observation e208cb0b-bef7-49ff-b49b-3a93b5571e06 · outbound

This paper cites Stoll , title =.

Public Trader Identity: Adverse Selection and Return Predictability Stoll , title =

Reference 63

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.559417Z

Source-reported events for the cited work

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Observation 5b957fcd-9876-4c9c-8799-f333643a0a52 · outbound

This paper cites Quantitative Finance , volume =.

Public Trader Identity: Adverse Selection and Return Predictability Quantitative Finance , volume =

Reference 64

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.563858Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation c665bdea-6ffd-4ea1-b246-3a0c45b44e59 · outbound

This paper cites an unresolved cited work.

Public Trader Identity: Adverse Selection and Return Predictability Unresolved cited work

Reference 65

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.567792Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 16e04448-5ead-4b15-a8b3-c22ae849061a · outbound

This paper cites 2026 , howpublished =.

Public Trader Identity: Adverse Selection and Return Predictability 2026 , howpublished =

Reference 66

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.572068Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 2ddae861-7ed7-40af-a3d7-704891800db7 · outbound

This paper cites 2026 , howpublished =.

Public Trader Identity: Adverse Selection and Return Predictability 2026 , howpublished =

Reference 67

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.575942Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 905b389d-ae39-43d1-a21b-4acd3a5025d1 · outbound

This paper cites 2026 , howpublished =.

Public Trader Identity: Adverse Selection and Return Predictability 2026 , howpublished =

Reference 68

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.580067Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 1fc0057b-dc19-4ecd-937e-e4dbd5f55ae3 · outbound

This paper cites 2026 , howpublished =.

Public Trader Identity: Adverse Selection and Return Predictability 2026 , howpublished =

Reference 69

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.584010Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 25cb6a0d-d654-4536-8448-8089c23d2183 · outbound

This paper cites an unresolved cited work.

Public Trader Identity: Adverse Selection and Return Predictability Unresolved cited work

Reference 70

Resolution: parse uncertain; no resolver link, observed 2026-08-08T18:49:44.588303Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 291f9057-c66e-4d11-8bd7-0b558956322c · outbound

This paper cites an unresolved cited work.

Public Trader Identity: Adverse Selection and Return Predictability Unresolved cited work

Reference 71

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.592472Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 9d3842f1-5b30-4a18-a570-dba359a1235c · outbound

This paper cites Journal of Financial Econometrics , volume =.

Public Trader Identity: Adverse Selection and Return Predictability Journal of Financial Econometrics , volume =

Reference 72

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.596814Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation be74bc26-9d47-40dc-b33e-20f52f4dc8c9 · outbound

This paper cites Gould and Sam D.

Public Trader Identity: Adverse Selection and Return Predictability Gould and Sam D

Reference 73

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.600985Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 76fb9140-bbe9-489b-9e19-808305895592 · outbound

This paper cites Quantitative Finance , volume =.

Public Trader Identity: Adverse Selection and Return Predictability Quantitative Finance , volume =

Reference 74

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.605016Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation a3002d2f-36a7-4f70-b524-cb2c62bff1bd · outbound

This paper cites Journal of Finance , volume =.

Public Trader Identity: Adverse Selection and Return Predictability Journal of Finance , volume =

Reference 75

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.609554Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation bf8f452f-c774-46f4-a1dc-22175523d2c8 · outbound

This paper cites 2015 , note =.

Public Trader Identity: Adverse Selection and Return Predictability 2015 , note =

Reference 76

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.614170Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 9ca331a4-8c09-48fb-b0c9-028daf0bc163 · outbound

This paper cites The price impact of order book events: market orders, limit orders and cancellations , journal =.

Public Trader Identity: Adverse Selection and Return Predictability The price impact of order book events: market orders, limit orders and cancellations , journal =

Reference 77

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.618823Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation e6e03160-4447-410a-9de0-e60d3f80d667 · outbound

This paper cites Gould and Julius Bonart , title =.

Public Trader Identity: Adverse Selection and Return Predictability Gould and Julius Bonart , title =

Reference 78

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.623534Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 34c31c23-efd1-4dc4-8d6e-3cfdd7ff84f6 · outbound

This paper cites Sotiropoulos , title =.

Public Trader Identity: Adverse Selection and Return Predictability Sotiropoulos , title =

Reference 79

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.628188Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 36955a84-d913-4cf6-804d-aaab2b162f09 · outbound

This paper cites Journal of Futures Markets , volume =.

Public Trader Identity: Adverse Selection and Return Predictability Journal of Futures Markets , volume =

Reference 80

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.633804Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation bb9467c5-7927-48c8-b11d-de562a2a925a · outbound

This paper cites Order book characteristics and the volume-volatility relation: Empirical evidence from a limit order market , journal =.

Public Trader Identity: Adverse Selection and Return Predictability Order book characteristics and the volume-volatility relation: Empirical evidence from a limit order market , journal =

Reference 81

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.638367Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 2e1e17a4-f630-41be-849d-b3ce7ab0d7c9 · outbound

This paper cites Statistical properties of stock order books: empirical results and models , journal =.

Public Trader Identity: Adverse Selection and Return Predictability Statistical properties of stock order books: empirical results and models , journal =

Reference 82

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.642766Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 5e9851eb-2760-4921-bd0b-9f17d86b9df0 · outbound

This paper cites Kavajecz , title =.

Public Trader Identity: Adverse Selection and Return Predictability Kavajecz , title =

Reference 83

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.647050Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 8faeb9c6-703f-4647-9b85-120f104100b3 · outbound

This paper cites Kercheval and Yuan Zhang , title =.

Public Trader Identity: Adverse Selection and Return Predictability Kercheval and Yuan Zhang , title =

Reference 84

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.651958Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 6d0a49e1-2213-4f89-a18a-107d6aad660e · outbound

This paper cites Harris and Venkatesh Panchapagesan , title =.

Public Trader Identity: Adverse Selection and Return Predictability Harris and Venkatesh Panchapagesan , title =

Reference 85

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.657319Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation d74aa944-02a3-4203-8674-f2eb0bb1d660 · outbound

This paper cites 2018 , doi =.

Public Trader Identity: Adverse Selection and Return Predictability 2018 , doi =

Reference 86

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.662943Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 28bd1a32-cf44-4a7a-8080-8e7252904238 · outbound

This paper cites Irvine and George J.

Public Trader Identity: Adverse Selection and Return Predictability Irvine and George J

Reference 87

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.667646Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 934e97ea-9f3e-4103-9f79-7fbd7ac9cfc6 · outbound

This paper cites Quarterly Journal of Economics , volume =.

Public Trader Identity: Adverse Selection and Return Predictability Quarterly Journal of Economics , volume =

Reference 88

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.672788Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation ef891aca-b014-4542-b62c-1328ccd7c94c · outbound

This paper cites Huang and Hans R.

Public Trader Identity: Adverse Selection and Return Predictability Huang and Hans R

Reference 89

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.677704Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 58a13e08-c3a5-4d18-ad56-70d6cc742a87 · outbound

This paper cites Kaufman , title =.

Public Trader Identity: Adverse Selection and Return Predictability Kaufman , title =

Reference 90

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.682862Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation d423e950-8b4e-48c6-9696-ef38cd279666 · outbound

This paper cites Journal of Finance , volume =.

Public Trader Identity: Adverse Selection and Return Predictability Journal of Finance , volume =

Reference 91

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.688517Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 34ad8937-bc5a-4ab9-94be-125945b3f69b · outbound

This paper cites Quantitative Finance , volume =.

Public Trader Identity: Adverse Selection and Return Predictability Quantitative Finance , volume =

Reference 92

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.693366Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 5f81d111-47fd-4e78-9629-f3a9afa949fc · outbound

This paper cites Holthausen and Richard W.

Public Trader Identity: Adverse Selection and Return Predictability Holthausen and Richard W

Reference 93

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.698339Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 162b07ee-299b-453e-99c7-826eb51dd088 · outbound

This paper cites Journal of Financial and Quantitative Analysis , volume =.

Public Trader Identity: Adverse Selection and Return Predictability Journal of Financial and Quantitative Analysis , volume =

Reference 94

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.702917Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation e526f8bb-e2ad-4d67-87a3-807b2b2b711c · outbound

This paper cites an unresolved cited work.

Public Trader Identity: Adverse Selection and Return Predictability Unresolved cited work

Reference 95

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.706778Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 218e5e9f-e4f7-462c-a1a3-1015fb1db4aa · outbound

This paper cites Journal of Financial and Quantitative Analysis , volume =.

Public Trader Identity: Adverse Selection and Return Predictability Journal of Financial and Quantitative Analysis , volume =

Reference 96

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.713198Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 50acb1eb-735a-4e2d-8bc4-0eb28389dec6 · outbound

This paper cites Van Ness , title =.

Public Trader Identity: Adverse Selection and Return Predictability Van Ness , title =

Reference 97

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.718079Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation c72baca0-357d-4aac-bfd3-1312f6a4e33f · outbound

This paper cites an unresolved cited work.

Public Trader Identity: Adverse Selection and Return Predictability Unresolved cited work

Reference 98

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.723231Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation a1a58455-f6c9-443d-aad3-275fa83fd22e · outbound

This paper cites Journal of Finance , volume =.

Public Trader Identity: Adverse Selection and Return Predictability Journal of Finance , volume =

Reference 99

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.728140Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation e1646842-70fb-480a-b697-76cbf1c986ab · outbound

This paper cites Alexander and Mark A.

Public Trader Identity: Adverse Selection and Return Predictability Alexander and Mark A

Reference 100

Resolution: unresolved; no resolver link, observed 2026-08-08T18:49:44.733606Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Coverage vector

Reference resolution

Outbound references

Pith citing papers