Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-07T14:53:25.021006Z
Paper Citation Record · LEDGER
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures
As of 18 August 2026, this Paper Citation Record lists 31 of 31 outbound references and 1 inbound Pith citation observation for arXiv:2505.17388.
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, observed 2026-07-13T04:32:38.469255Z
A source-named dated measurement, never combined with another source.
Source: pith, observed 2026-08-05T02:28:24.338817Z
Reference resolution
31 of 31 outbound references displayed
- verified exact5
- verified fuzzy23
- unresolved3
- parse uncertain0
- malformed identifier0
- metadata mismatch0
External citation measurements
0
pith, observed 2026-08-05T02:28:24.338817Z
Outbound references
Observation abd11708-ebe4-4966-9c2e-c724cf7777aa · outbound
This paper cites The price impact of order book events.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures The price impact of order book events
Reference 1
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T14:53:55.115539Z
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 1a5484f0-28c4-4701-a8cb-ac4ccb41164e · outbound
This paper cites Order imbalance based strategy in high frequency trading.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures Order imbalance based strategy in high frequency trading
Reference 2
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T14:53:54.961225Z
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 c92d5240-6184-4e3c-b773-00e17463afa3 · outbound
This paper cites Cross-impact of order flow imbalance in equity markets.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures Cross-impact of order flow imbalance in equity markets
Reference 3
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T14:53:54.809740Z
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 5917bd27-f93f-4011-8faf-53b2a79951e1 · outbound
This paper cites Price dynamics in a Markovian limit order market.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures Price dynamics in a Markovian limit order market
Reference 4
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T14:53:54.679453Z
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 0fa66565-5990-4b6c-be7b-4711849a15a7 · outbound
This paper cites Order Book Dynamics in Liquid Markets: Limit Theorems and Diffusion Approximations.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures Order Book Dynamics in Liquid Markets: Limit Theorems and Diffusion Approximations
Reference 5
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T14:53:54.555897Z
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 b4a691f9-3b03-4a88-97ef-f084c9b7af89 · outbound
This paper cites Optimal order placement in limit order markets.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures Optimal order placement in limit order markets
Reference 6
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T14:53:54.403873Z
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 fe78d3bd-06a8-490f-8863-1a55b608788d · outbound
This paper cites an unresolved cited work.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures Unresolved cited work
Reference 7
- Resolution
- unresolved
- raw_fallback, observed 2026-08-07T14:53:54.154930Z
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 10e0edd1-50d4-47f1-b22b-9a58dbb82b23 · outbound
This paper cites Jaddu, Paul A.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures Jaddu, Paul A
Reference 8
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T14:53:53.904802Z
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 88c7725e-c3c5-47ae-8a10-407fd5bb493b · outbound
This paper cites Forecasting High Frequency Order Flow Imbalance.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures Forecasting High Frequency Order Flow Imbalance
Reference 9
- Resolution
- verified exact
- local_arxiv, observed 2026-08-07T14:53:25.215658Z
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 bcc060b3-de7d-4f64-beb6-64824924c73a · outbound
This paper cites How and when are high-frequency stock returns predictable? Available at SSRN 4095405, 2022.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures How and when are high-frequency stock returns predictable? Available at SSRN 4095405, 2022
Reference 10
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T14:53:53.722717Z
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 3eefb1ff-f1bb-469d-8001-f24696d8924e · outbound
This paper cites Asymmetric effects of the limit order book on price dynamics.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures Asymmetric effects of the limit order book on price dynamics
Reference 11
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T14:53:53.540315Z
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 7450763e-19ad-4760-86e4-286ffbdb1cf4 · outbound
This paper cites A characterisation of cross-impact kernels.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures A characterisation of cross-impact kernels
Reference 12
- Resolution
- verified exact
- local_arxiv, observed 2026-08-07T14:53:51.104911Z
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 af566274-eb8c-4363-947a-8f39d59f3d7d · outbound
This paper cites an unresolved cited work.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures Unresolved cited work
Reference 13
- Resolution
- unresolved
- raw_fallback, observed 2026-08-07T14:53:53.305029Z
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 9d19bc85-824f-4a38-8a6a-2a3768cd48bc · outbound
This paper cites Optimal exercise of American options under time-dependent Ornstein–Uhlenbeck processes.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures Optimal exercise of American options under time-dependent Ornstein–Uhlenbeck processes
Reference 14
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T14:53:53.092897Z
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 f4cc7dd9-791a-455e-a595-d70942954fbf · outbound
This paper cites VIX pricing in the Bergomi model under a regime switching change of measure.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures VIX pricing in the Bergomi model under a regime switching change of measure
Reference 15
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T14:53:52.892555Z
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 94374422-2ee0-4777-b431-16bef4a62a8c · outbound
This paper cites an unresolved cited work.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures Unresolved cited work
Reference 16
- Resolution
- unresolved
- raw_fallback, observed 2026-08-07T14:53:52.791333Z
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 af6045f6-0ed1-40a9-adad-aaaef19f9b30 · outbound
This paper cites Bertram’s Pairs Trading Strategy with Bounded Risk.Central European Journal of Operations Research, Vol.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures Bertram’s Pairs Trading Strategy with Bounded Risk.Central European Journal of Operations Research, Vol
Reference 17
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T14:53:52.628493Z
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 713e7010-421e-4c11-9366-d59ce3a6531b · outbound
This paper cites Doyne Farmer, John Geanakoplos.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures Doyne Farmer, John Geanakoplos
Reference 18
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T14:53:52.524013Z
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 ecdde09c-2041-44b1-877c-b78dd0e69330 · outbound
This paper cites Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes
Reference 19
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T14:53:52.340554Z
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 f4da5697-e8cb-4218-9e2a-2cc0bf60715f · outbound
This paper cites Optimal Mean Reversion Trading with Transaction Costs and Stop-Loss Exit.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures Optimal Mean Reversion Trading with Transaction Costs and Stop-Loss Exit
Reference 20
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T14:53:52.182080Z
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 472c0820-4df6-4f03-8d4f-bc2a31097621 · outbound
This paper cites Optimal closing of a pair trade with a model con- taining jumps.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures Optimal closing of a pair trade with a model con- taining jumps
Reference 21
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T14:53:52.095848Z
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 0a428f5d-cb57-4229-9ad6-117763ed8713 · outbound
This paper cites Option pricing under Ornstein-Uhlenbeck stochastic volatility: a linear model.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures Option pricing under Ornstein-Uhlenbeck stochastic volatility: a linear model
Reference 22
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T14:53:51.967390Z
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 17094a71-1824-401e-b0c2-88a7bf113a49 · outbound
This paper cites Probability distribution of returns in the exponential Ornstein-Uhlenbeck model.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures Probability distribution of returns in the exponential Ornstein-Uhlenbeck model
Reference 23
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T14:53:51.866020Z
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 0b3c5f46-3ade-4625-8768-4620cff1e2b7 · outbound
This paper cites Multi-asset optimal execution and statistical arbitrage strategies under Ornstein-Uhlenbeck dynamics.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures Multi-asset optimal execution and statistical arbitrage strategies under Ornstein-Uhlenbeck dynamics
Reference 24
- Resolution
- verified exact
- local_arxiv, observed 2026-08-07T14:53:50.983632Z
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 4aab8879-fef0-4ae5-8ea2-cf84c88f34d4 · outbound
This paper cites A closed-form solution for optimal mean-reverting trading strategies.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures A closed-form solution for optimal mean-reverting trading strategies
Reference 25
- Resolution
- verified exact
- local_arxiv, observed 2026-08-07T14:53:25.489524Z
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 d2c1ce57-e1c1-45cf-ad4b-84ca0369836a · outbound
This paper cites Incorporating Signals into Optimal Trading.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures Incorporating Signals into Optimal Trading
Reference 26
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T14:53:51.783782Z
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 10edfd5d-7099-4a93-84a6-64a5912a1ee3 · outbound
This paper cites Performance analysis of the optimal strategy under partial information.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures Performance analysis of the optimal strategy under partial information
Reference 27
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T14:53:51.715546Z
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 8a207af9-a84b-4129-9464-5a8c376eb39f · outbound
This paper cites Forecasting trends with asset prices.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures Forecasting trends with asset prices
Reference 28
- Resolution
- verified exact
- local_arxiv, observed 2026-08-07T14:53:25.348940Z
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 9c2edd2d-60a7-493a-a2c5-20bc5a07eeb5 · outbound
This paper cites Risk valuation of quanto derivatives on temperature and electricity.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures Risk valuation of quanto derivatives on temperature and electricity
Reference 29
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T14:53:51.593471Z
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 76fd31a7-a7dc-4a7a-9e3f-99ade9df8f56 · outbound
This paper cites High-frequency trading: a practical guide to algorithmic strategies and trading systems, Second Edition, John Wiley, 2013.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures High-frequency trading: a practical guide to algorithmic strategies and trading systems, Second Edition, John Wiley, 2013
Reference 30
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T14:53:51.390087Z
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 2fb10f0f-700a-4f39-9991-31cece1e9ac4 · outbound
This paper cites µ0e−θt + Z t 0 e−θ(t−s)dLs 2# Expanding the expression, we have: E µ2 t = E.
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures µ0e−θt + Z t 0 e−θ(t−s)dLs 2# Expanding the expression, we have: E µ2 t = E
Reference 31
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T14:53:51.225934Z
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.
Pith citing papers
Observation bfffda65-4804-4dd2-af69-cb7022928783 · inbound
When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures cites this paper.
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.