Paper Citation Record · LEDGER

Market Making and Transient Impact in Spot FX

As of 14 August 2026, this Paper Citation Record lists 22 of 22 outbound references and 1 inbound Pith citation observation for arXiv:2601.13421.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
2601.13421 v2

Coverage vector

measured 22 of 22 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-03T09:39:22.391852Z

measured 23 of 23 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-14T06:32:32.682623+00:00

measured 1 of 1 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-04T17:00:25.886098Z

measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

Source: cited_works

Reference resolution

22 of 22 outbound references displayed

verified exact0
verified fuzzy0
unresolved22
parse uncertain0
malformed identifier0
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 5ca133e4-b16f-4c43-9d61-35129310d616 · outbound

This paper cites and Chriss, N., Optimal execution of portfolio transactions.

Market Making and Transient Impact in Spot FX and Chriss, N., Optimal execution of portfolio transactions

Reference 1

Resolution: unresolved; no resolver link, observed 2026-08-03T09:39:19.671589Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 5af383ca-06fd-4ee1-acf7-ad8b54ed9529 · outbound

This paper cites and Stoikov, S., High-frequency trading in a limit order book.

Market Making and Transient Impact in Spot FX and Stoikov, S., High-frequency trading in a limit order book

Reference 2

Resolution: unresolved; no resolver link, observed 2026-08-03T09:39:19.815376Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 28785058-09db-4052-8f30-17db42e6ee9c · outbound

This paper cites and Guéant, O., Algorithmic market making in dealer markets with hedging and market impact.

Market Making and Transient Impact in Spot FX and Guéant, O., Algorithmic market making in dealer markets with hedging and market impact

Reference 3

Resolution: unresolved; no resolver link, observed 2026-08-03T09:39:19.983777Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 46d480f5-6377-4abb-89a3-2d9e4948fb6d · outbound

This paper cites Optimal Quoting under Adverse Selection and Price Reading.

Market Making and Transient Impact in Spot FX Optimal Quoting under Adverse Selection and Price Reading

Reference 4

Resolution: unresolved; no resolver link, observed 2026-08-03T09:39:20.155133Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 4bd39270-01f2-4bef-bdd8-31b878ff71bc · outbound

This paper cites and Vieira, D., Closed-form approximations in multi-asset market making.

Market Making and Transient Impact in Spot FX and Vieira, D., Closed-form approximations in multi-asset market making

Reference 5

Resolution: unresolved; no resolver link, observed 2026-08-03T09:39:20.330622Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 5d97210e-c84e-466f-b39b-5c22c844b6ba · outbound

This paper cites and Guéant, O., Size matters for otc market makers: general results and dimensionality reduction techniques.

Market Making and Transient Impact in Spot FX and Guéant, O., Size matters for otc market makers: general results and dimensionality reduction techniques

Reference 6

Resolution: unresolved; no resolver link, observed 2026-08-03T09:39:20.512253Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 0a4d3b0c-b466-4a32-8eed-21d9728e9bda · outbound

This paper cites and Gould, M., Trades, Quotes and Prices: Financial Markets Under the Microscope , 2018 (Cambridge University Press: Cambridge, United Kingdom).

Market Making and Transient Impact in Spot FX and Gould, M., Trades, Quotes and Prices: Financial Markets Under the Microscope , 2018 (Cambridge University Press: Cambridge, United Kingdom)

Reference 7

Resolution: unresolved; no resolver link, observed 2026-08-03T09:39:20.696682Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 9848d003-dff3-4b8c-9242-5e6cf88ce58f · outbound

This paper cites and Bouchaud, J.-P., Crossover from Linear to Square-Root Market Impact.

Market Making and Transient Impact in Spot FX and Bouchaud, J.-P., Crossover from Linear to Square-Root Market Impact

Reference 8

Resolution: unresolved; no resolver link, observed 2026-08-03T09:39:20.920577Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 5d6a3aee-9766-4424-841a-d27bc44367b2 · outbound

This paper cites and Oomen, R., Internalisation by electronic fx spot dealers.

Market Making and Transient Impact in Spot FX and Oomen, R., Internalisation by electronic fx spot dealers

Reference 9

Resolution: unresolved; no resolver link, observed 2026-08-03T09:39:21.203896Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 63577345-c14b-41c7-95aa-1971ca2aa27a · outbound

This paper cites and Ricci, J., Buy low, sell high: A high frequency trading perspective.

Market Making and Transient Impact in Spot FX and Ricci, J., Buy low, sell high: A high frequency trading perspective

Reference 10

Resolution: unresolved; no resolver link, observed 2026-08-03T09:39:21.300590Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation d221ea85-18df-40c2-bfcd-900fc81e9b77 · outbound

This paper cites and Penalva, J., Algorithmic and High Frequency Trading , 2015 (Cambridge University Press: Cambridge, United Kingdom).

Market Making and Transient Impact in Spot FX and Penalva, J., Algorithmic and High Frequency Trading , 2015 (Cambridge University Press: Cambridge, United Kingdom)

Reference 11

Resolution: unresolved; no resolver link, observed 2026-08-03T09:39:21.376232Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 20b49fbb-ff56-4923-895c-21954d2b52fc · outbound

This paper cites The two square root laws of market impact and the role of sophisticated market participants.

Market Making and Transient Impact in Spot FX The two square root laws of market impact and the role of sophisticated market participants

Reference 12

Resolution: unresolved; no resolver link, observed 2026-08-03T09:39:21.441728Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 1315ff70-c667-404e-96aa-6cc62a6d33a8 · outbound

This paper cites Price impact without order book: A study of the OTC credit index market.

Market Making and Transient Impact in Spot FX Price impact without order book: A study of the OTC credit index market

Reference 13

Resolution: unresolved; no resolver link, observed 2026-08-03T09:39:21.555022Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation c39e2380-a5ef-40c7-9ef0-5f528808925e · outbound

This paper cites an unresolved cited work.

Market Making and Transient Impact in Spot FX Unresolved cited work

Reference 14

Resolution: unresolved; no resolver link, observed 2026-08-03T09:39:21.631389Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 065b0fe8-c491-413d-b0c9-ee86b66e54d0 · outbound

This paper cites and Fernandez-Tapia, J., Dealing with the inventory risk: a solution to the market making problem.

Market Making and Transient Impact in Spot FX and Fernandez-Tapia, J., Dealing with the inventory risk: a solution to the market making problem

Reference 15

Resolution: unresolved; no resolver link, observed 2026-08-03T09:39:21.719050Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 0ae8c654-e0b6-4b0a-a992-dd154a4545ca · outbound

This paper cites an unresolved cited work.

Market Making and Transient Impact in Spot FX Unresolved cited work

Reference 16

Resolution: unresolved; no resolver link, observed 2026-08-03T09:39:21.814036Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 564582d9-6910-4cb7-84bc-4a2bbe972b64 · outbound

This paper cites The Cost of Misspecifying Price Impact.

Market Making and Transient Impact in Spot FX The Cost of Misspecifying Price Impact

Reference 17

Resolution: unresolved; no resolver link, observed 2026-08-03T09:39:21.974287Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 029ebfe0-45e0-4bb5-9c78-e6a72f092805 · outbound

This paper cites and Vo , M., Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact.

Market Making and Transient Impact in Spot FX and Vo , M., Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact

Reference 18

Resolution: unresolved; no resolver link, observed 2026-08-03T09:39:22.112746Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 8fc5ab65-2112-40a5-8ce9-a277467664de · outbound

This paper cites and Wang, J., Optimal trading strategy and supply/demand dynamics.

Market Making and Transient Impact in Spot FX and Wang, J., Optimal trading strategy and supply/demand dynamics

Reference 19

Resolution: unresolved; no resolver link, observed 2026-08-03T09:39:22.188805Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation f91dd524-2527-4059-9c33-c51bda3ab259 · outbound

This paper cites and Kanazawa, K., Strict universality of the square-root law in price impact across stocks: A complete survey of the Tokyo stock exchange.

Market Making and Transient Impact in Spot FX and Kanazawa, K., Strict universality of the square-root law in price impact across stocks: A complete survey of the Tokyo stock exchange

Reference 20

Resolution: unresolved; no resolver link, observed 2026-08-03T09:39:22.254181Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 03b38304-feef-45f0-99a7-32f051d32094 · outbound

This paper cites and Bouchaud, J.-P., Anomalous price impact and the critical nature of liquidity in financial markets.

Market Making and Transient Impact in Spot FX and Bouchaud, J.-P., Anomalous price impact and the critical nature of liquidity in financial markets

Reference 21

Resolution: unresolved; no resolver link, observed 2026-08-03T09:39:22.328965Z

Source-reported events for the cited work

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Observation 18970ac7-2d43-4b0d-9ae0-68a09ca9ec1a · outbound

This paper cites Handbook of Price Impact Modeling , 2023 (Chapman and Hall/CRC: Boca Raton, FL).

Market Making and Transient Impact in Spot FX Handbook of Price Impact Modeling , 2023 (Chapman and Hall/CRC: Boca Raton, FL)

Reference 22

Resolution: unresolved; no resolver link, observed 2026-08-03T09:39:22.391852Z

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Pith citing papers

Observation 5aca5b6c-b51b-47d5-a4c3-8c6c4d9b466c · inbound

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation cites this paper.

Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation Market Making and Transient Impact in Spot FX

Reference 9

Resolution: unresolved; no resolver link, observed 2026-08-04T17:00:25.886098Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.