Paper Citation Record · LEDGER

Herding and Liquidity in Order-Book Markets. I. A Robust Liquidity-Stress Crossover and its Reflexive Mechanism

As of 14 August 2026, this Paper Citation Record lists 18 of 18 outbound references and 1 inbound Pith citation observation for arXiv:2607.08907.

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

pith.paper-citation-record.v1
2607.08907 v1

Coverage vector

measured 18 of 18 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-07-13T05:54:07.352172Z

measured 19 of 19 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 2026-08-01T19:27:07.954089Z

measured 0 of 1 external citation measurements

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

Source: cited_works

Reference resolution

18 of 18 outbound references displayed

verified exact5
verified fuzzy0
unresolved9
parse uncertain0
malformed identifier4
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 98176b1c-7d23-4c39-9c3e-53d6ce014070 · outbound

This paper cites Navigating through Economic Complexity: Phase Diagrams & Parameter Sloppiness.

Herding and Liquidity in Order-Book Markets. I. A Robust Liquidity-Stress Crossover and its Reflexive Mechanism Navigating through Economic Complexity: Phase Diagrams & Parameter Sloppiness

Reference 1

Resolution: unresolved; no resolver link, observed 2026-07-13T05:54:07.352172Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 048906f3-d8bd-44cd-965b-5c12792a1c84 · outbound

This paper cites Monetary Policy and Dark Corners in a stylized Agent-Based Model.

Herding and Liquidity in Order-Book Markets. I. A Robust Liquidity-Stress Crossover and its Reflexive Mechanism Monetary Policy and Dark Corners in a stylized Agent-Based Model

Reference 2

Resolution: unresolved; no resolver link, observed 2026-07-13T05:54:07.352172Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 6a9d54cf-e1c0-49b0-b31b-02106f9e8006 · outbound

This paper cites Tipping points in macroeconomic agent-based models.Journal of Economic Dynamics & Control, 50: 29–61, 2015.

Herding and Liquidity in Order-Book Markets. I. A Robust Liquidity-Stress Crossover and its Reflexive Mechanism Tipping points in macroeconomic agent-based models.Journal of Economic Dynamics & Control, 50: 29–61, 2015

Reference 3

Resolution: verified exact; doi, observed 2026-07-13T05:59:24.394105Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-14T06:32:32.682623+00:00.

Observation 9fcdcf93-6f6e-4257-b8c1-a0c7fcb9cf63 · outbound

This paper cites Emergent Inequalities in a Primitive Agent-Based Good-Exchange Model.

Herding and Liquidity in Order-Book Markets. I. A Robust Liquidity-Stress Crossover and its Reflexive Mechanism Emergent Inequalities in a Primitive Agent-Based Good-Exchange Model

Reference 4

Resolution: unresolved; no resolver link, observed 2026-07-13T05:54:07.352172Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation b2868932-8430-478f-85cf-c1633c13d38d · outbound

This paper cites Understanding agent-based models of financial markets: A bottom-up approach based on order parameters and phase diagrams.

Herding and Liquidity in Order-Book Markets. I. A Robust Liquidity-Stress Crossover and its Reflexive Mechanism Understanding agent-based models of financial markets: A bottom-up approach based on order parameters and phase diagrams

Reference 5

Resolution: unresolved; no resolver link, observed 2026-07-13T05:54:07.352172Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation ad7e293b-20fd-4244-a8b3-507724998b46 · outbound

This paper cites Endogenous liquidity crises.

Herding and Liquidity in Order-Book Markets. I. A Robust Liquidity-Stress Crossover and its Reflexive Mechanism Endogenous liquidity crises

Reference 6

Resolution: malformed identifier; no resolver link, observed 2026-07-13T05:54:07.352172Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 8464e9cd-1c4d-4aca-a3d2-855818a1fa2a · outbound

This paper cites an unresolved cited work.

Herding and Liquidity in Order-Book Markets. I. A Robust Liquidity-Stress Crossover and its Reflexive Mechanism Unresolved cited work

Reference 7

Resolution: verified exact; doi, observed 2026-07-13T05:59:24.392620Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-14T06:32:32.682623+00:00.

Observation 493af5f2-95b5-42e2-96e4-c1d846cd2fce · outbound

This paper cites Scaling and criticality in a stochastic multi-agent model of a financial market.Nature, 397:498–500, 1999.

Herding and Liquidity in Order-Book Markets. I. A Robust Liquidity-Stress Crossover and its Reflexive Mechanism Scaling and criticality in a stochastic multi-agent model of a financial market.Nature, 397:498–500, 1999

Reference 8

Resolution: malformed identifier; no resolver link, observed 2026-07-13T05:54:07.352172Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 1e785386-765d-4a25-85ff-3d7bfee6725a · outbound

This paper cites Herd behavior and aggregate fluctuations in financial markets.Macroeconomic Dynamics, 4(2):170–196, 2000.

Herding and Liquidity in Order-Book Markets. I. A Robust Liquidity-Stress Crossover and its Reflexive Mechanism Herd behavior and aggregate fluctuations in financial markets.Macroeconomic Dynamics, 4(2):170–196, 2000

Reference 9

Resolution: verified exact; doi, observed 2026-07-13T05:59:24.387667Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-14T06:32:32.682623+00:00.

Observation 6de34709-6e4f-46ea-ab15-fa0c4bf607c0 · outbound

This paper cites Continuum time limit and stationary states of the mi- nority game.Physical Review E, 64:056138, 2001.

Herding and Liquidity in Order-Book Markets. I. A Robust Liquidity-Stress Crossover and its Reflexive Mechanism Continuum time limit and stationary states of the mi- nority game.Physical Review E, 64:056138, 2001

Reference 10

Resolution: verified exact; doi, observed 2026-07-13T05:59:24.382590Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-14T06:32:32.682623+00:00.

Observation 04430779-6884-411b-8f17-e5f9a43e7786 · outbound

This paper cites Quantifying reflexivity in financial markets: Towards a prediction of flash crashes.Physical Review E, 85:056108, 2012.

Herding and Liquidity in Order-Book Markets. I. A Robust Liquidity-Stress Crossover and its Reflexive Mechanism Quantifying reflexivity in financial markets: Towards a prediction of flash crashes.Physical Review E, 85:056108, 2012

Reference 11

Resolution: unresolved; no resolver link, observed 2026-07-13T05:54:07.352172Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation a6750074-0976-459f-8d78-e1ef0ae8f13e · outbound

This paper cites The deeds of speed: An agent-based model of market liquidity and flash episodes.

Herding and Liquidity in Order-Book Markets. I. A Robust Liquidity-Stress Crossover and its Reflexive Mechanism The deeds of speed: An agent-based model of market liquidity and flash episodes

Reference 12

Resolution: unresolved; no resolver link, observed 2026-07-13T05:54:07.352172Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 4dabacc2-0203-4a9b-80f1-8032e6e67078 · outbound

This paper cites Waterfall, Fergal P.

Herding and Liquidity in Order-Book Markets. I. A Robust Liquidity-Stress Crossover and its Reflexive Mechanism Waterfall, Fergal P

Reference 13

Resolution: malformed identifier; no resolver link, observed 2026-07-13T05:54:07.352172Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 51713de5-3e4c-4c5f-84e3-b15fbb4774ef · outbound

This paper cites Understanding Flash Crash Contagion and Systemic Risk: A Micro-Macro Agent-Based Approach.

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.

Observation 86dcc4c7-f103-4868-9735-ae02f5dc74ec · outbound

This paper cites The fused asset flow model: stability, bifurcation, and contagion in multi-asset markets with heterogeneous investors.

Herding and Liquidity in Order-Book Markets. I. A Robust Liquidity-Stress Crossover and its Reflexive Mechanism The fused asset flow model: stability, bifurcation, and contagion in multi-asset markets with heterogeneous investors

Reference 15

Resolution: unresolved; no resolver link, observed 2026-07-13T05:54:07.352172Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation af976f73-7f13-4de9-8389-3557e106f17f · outbound

This paper cites Illiquidity contagion and liquidity crashes.Review of Financial Studies, 27(6):1615–1660, 2014.

Herding and Liquidity in Order-Book Markets. I. A Robust Liquidity-Stress Crossover and its Reflexive Mechanism Illiquidity contagion and liquidity crashes.Review of Financial Studies, 27(6):1615–1660, 2014

Reference 16

Resolution: verified exact; doi, observed 2026-07-13T05:59:24.407359Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-14T06:32:32.682623+00:00.

Observation 976a01a5-d9da-46a4-adeb-8fd3ef25eeb8 · outbound

This paper cites Running for the exit: Distressed selling and endogenous correlation in financial markets.Mathematical Finance, 23(4):718–741, 2013.

Herding and Liquidity in Order-Book Markets. I. A Robust Liquidity-Stress Crossover and its Reflexive Mechanism Running for the exit: Distressed selling and endogenous correlation in financial markets.Mathematical Finance, 23(4):718–741, 2013

Reference 17

Resolution: malformed identifier; no resolver link, observed 2026-07-13T05:54:07.352172Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 6e0e8734-009f-467c-bd4c-4449e07f8f24 · outbound

This paper cites Dis- secting cross-impact on stock markets: An empirical analysis.Journal of Statistical Mechanics: Theory and Experiment, 2017(2):023406, 2017.

Herding and Liquidity in Order-Book Markets. I. A Robust Liquidity-Stress Crossover and its Reflexive Mechanism Dis- secting cross-impact on stock markets: An empirical analysis.Journal of Statistical Mechanics: Theory and Experiment, 2017(2):023406, 2017

Reference 18

Resolution: unresolved; no resolver link, observed 2026-07-13T05:54:07.352172Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Pith citing papers

Observation 6d7844f9-82bb-4b8f-9574-429832a83666 · inbound

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity cites this paper.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity Herding and Liquidity in Order-Book Markets. I. A Robust Liquidity-Stress Crossover and its Reflexive Mechanism

Reference 1990

Resolution: unresolved; no resolver link, observed 2026-08-01T19:27:07.954089Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.