Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links
Paper Citation Record · LEDGER
Understanding Flash Crash Contagion and Systemic Risk: A Micro-Macro Agent-Based Approach
As of 14 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 1 inbound Pith citation observation for arXiv:1805.08454.
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 2026-08-14T06:32:32.682623+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-07-13T05:54:07.352172Z
A source-named dated measurement, never combined with another source.
Source: cited_works
Reference resolution
0 of 0 outbound references displayed
- verified exact0
- verified fuzzy0
- unresolved0
- parse uncertain0
- malformed identifier0
- metadata mismatch0
External citation measurements
No source-named external measurement is stored.
Outbound references
No outbound reference observations are available for this paper version.
Pith citing papers
Observation 51713de5-3e4c-4c5f-84e3-b15fbb4774ef · inbound
Herding and Liquidity in Order-Book Markets. I. A Robust Liquidity-Stress Crossover and its Reflexive Mechanism cites this paper.
Herding and Liquidity in Order-Book Markets. I. A Robust Liquidity-Stress Crossover and its Reflexive Mechanism Understanding Flash Crash Contagion and Systemic Risk: A Micro-Macro Agent-Based Approach
Reference 14
- Resolution
- unresolved
- no resolver link, observed 2026-07-13T05:54:07.352172Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.