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Paper Citation Record · LEDGER

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

As of 15 August 2026, this Paper Citation Record lists 31 of 31 outbound references and 0 inbound Pith citation observations for arXiv:2607.16970.

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

pith.paper-citation-record.v1
2607.16970 v1

Coverage vector

measured 31 of 31 reference resolution

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Source: paper_references, paper_reference_links, observed 2026-08-01T19:27:10.900906Z

measured 31 of 31 standing notices

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Source: scholarly_work_events, retraction_status_cache, observed 2026-08-15T06:32:42.880941+00:00

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Pith citing papers itemized under the disclosed page cap.

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measured 0 of 1 external citation measurements

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Reference resolution

31 of 31 outbound references displayed

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External citation measurements

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Outbound references

Observation 3a87a6c3-f19f-4f2f-bde3-00b8cfd740cc · outbound

This paper cites Max Bruche and John Chi-Fong Kuong.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity Max Bruche and John Chi-Fong Kuong

Reference 21

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Observation 3a85afb6-a165-4c98-b3a0-4c8e36d78d4f · outbound

This paper cites Endogenous liquidity crises.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity Endogenous liquidity crises

Reference 24

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Observation 563be31d-6c07-47f7-bc80-869b83133ff6 · outbound

This paper cites an unresolved cited work.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity Unresolved cited work

Reference 26

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Observation b8e8b21e-a213-41cf-b38b-a33489b8ecce · outbound

This paper cites Andrei Kirilenko, Albert S.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity Andrei Kirilenko, Albert S

Reference 29

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Observation 53494f28-734b-4a0e-b329-7ae7ec409309 · outbound

This paper cites Jan Novotny.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity Jan Novotny

Reference 31

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source=pdf_text observed=2026-08-01T19:27:10.900906Z digest=sha256:9d6e1b35a6a0c3b7aca9b95bbcb0655c9eb7b14aaf7d02ba5886f01a64093f57

Observation c8a26b74-4d27-4844-9896-04697679297f · outbound

This paper cites Marco Avellaneda and Sasha Stoikov.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity Marco Avellaneda and Sasha Stoikov

Reference 1981

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Observation 362bf4fa-0b52-4729-9ef7-a8a38ad30dd7 · outbound

This paper cites David Easley, Marcos M.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity David Easley, Marcos M

Reference 1985

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Observation 971cb300-ad63-493b-b281-9c2bead82d5c · outbound

This paper cites an unresolved cited work.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity Unresolved cited work

Reference 1988

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

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

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

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source=pdf_text observed=2026-08-01T19:27:07.954089Z digest=sha256:1590388cb89ef9e7f934d218b20e91eab0969bc05886c751c1e87662aa59f318

Observation 2255d669-86d2-4433-82d9-7dcb78be2b65 · outbound

This paper cites Denis Gromb and Dimitri Vayanos.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity Denis Gromb and Dimitri Vayanos

Reference 1997

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source=pdf_text observed=2026-08-01T19:27:08.143655Z digest=sha256:eb9cb803e00784aa939745c0b2589cad0d3f8db97b71da4e160e3f9fc92c5765

Observation 602f5eec-52d9-4bb0-af84-f35894b8ece3 · outbound

This paper cites CarlChiarellaandGiuliaIori.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity CarlChiarellaandGiuliaIori

Reference 1999

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Observation 732f5e8a-ffba-4ee1-b28d-22c4b9117409 · outbound

This paper cites Markus K.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity Markus K

Reference 2001

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Observation 7c914922-9920-4751-8d88-f5e631efe541 · outbound

This paper cites J.BradfordDeLong, AndreiShleifer, LawrenceH.Summers, andRobertJ.Waldmann.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity J.BradfordDeLong, AndreiShleifer, LawrenceH.Summers, andRobertJ.Waldmann

Reference 2002

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source=pdf_text observed=2026-08-01T19:27:07.812286Z digest=sha256:89109f18222cb4923c466afa36ce77e2bdb8514ece7754c1d1469d644b194b41

Observation e47c3482-49cc-4a8a-b1b6-2f65333f74af · outbound

This paper cites Andrei Shleifer and Robert W.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity Andrei Shleifer and Robert W

Reference 2005

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Observation 2ceb3db3-2215-424c-bb79-805593598dca · outbound

This paper cites Marco Avellaneda and Jeong-Hyun Lee.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity Marco Avellaneda and Jeong-Hyun Lee

Reference 2006

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Observation 5db74e1a-c106-4a3e-9086-23f2d0e788e8 · outbound

This paper cites Lawrence R.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity Lawrence R

Reference 2008

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Observation fe062f1d-0816-4cd2-9fbe-6961e1095685 · outbound

This paper cites Rama Cont and Lakshithe Wagalath.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity Rama Cont and Lakshithe Wagalath

Reference 2009

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Observation 93a85098-193b-416d-9184-407e738dc65d · outbound

This paper cites Thomas Ho and Hans R.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity Thomas Ho and Hans R

Reference 2010

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Observation 46961770-fb46-4a8d-8f4c-45b6b0d0189f · outbound

This paper cites Xing Gao and Daniel Ladley.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity Xing Gao and Daniel Ladley

Reference 2012

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Observation b5cc9fe8-03de-4ca2-87f3-b4f9634ccbf1 · outbound

This paper cites 1467-9965.2011.00510.x.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity 1467-9965.2011.00510.x

Reference 2013

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Observation 6a247129-e56a-405f-8fe7-6d7d47769c35 · outbound

This paper cites 16 SanfordJ.GrossmanandMertonH.Miller.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity 16 SanfordJ.GrossmanandMertonH.Miller

Reference 2014

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source=pdf_text observed=2026-08-01T19:27:10.524679Z digest=sha256:fc2b2e6c0cfcb4f8df1fef03a5e15f470597247a75ecfd88ea4560691f4a201b

Observation 814c2354-f186-4086-a5a2-72ffc6f85f03 · outbound

This paper cites Geir-Are Kårvik, Joseph Noss, Jack Worlidge, and Daniel Beale.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity Geir-Are Kårvik, Joseph Noss, Jack Worlidge, and Daniel Beale

Reference 2015

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Observation 7eb0ccd9-f5f3-4665-9293-555723c1be54 · outbound

This paper cites Vladimir Filimonov and Didier Sornette.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity Vladimir Filimonov and Didier Sornette

Reference 2016

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Observation dcb429d1-6a7e-4342-9160-78c3023fae9b · outbound

This paper cites Albert J.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity Albert J

Reference 2017

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Observation bda17ed1-9a34-4d6e-922e-1302b7955529 · outbound

This paper cites Andras Borsos, Adrian Carro, Aldo Glielmo, Marc Hinterschweiger, Jagoda Kaszowska- Mojsa, and Arzu Uluc.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity Andras Borsos, Adrian Carro, Aldo Glielmo, Marc Hinterschweiger, Jagoda Kaszowska- Mojsa, and Arzu Uluc

Reference 2018

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Observation d3ed4e87-6537-4de7-95cf-f27dc11fb0c9 · outbound

This paper cites 15 Richard Bookstaber and Mark Paddrik.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity 15 Richard Bookstaber and Mark Paddrik

Reference 2019

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source=pdf_text observed=2026-08-01T19:27:09.301455Z digest=sha256:ab9201f8d1f114e2facc60bd3e71d0e5b3cf0ae2b9277005f8103ea8d08be320

Observation 24fe94c6-bd64-4b5d-b150-2b0e00146044 · outbound

This paper cites finmar.2020.100559.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity finmar.2020.100559

Reference 2020

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Observation a6462130-db48-493c-beeb-750f16659e2b · outbound

This paper cites Alberto Ciacci, Takumi Sueshige, Hideki Takayasu, Kim Christensen, and Misako Takayasu.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity Alberto Ciacci, Takumi Sueshige, Hideki Takayasu, Kim Christensen, and Misako Takayasu

Reference 2022

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Observation a7ade20d-65e3-47f1-9e1b-9fa75ecb7d94 · outbound

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

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity Navigating through Economic Complexity: Phase Diagrams & Parameter Sloppiness

Reference 2024

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Observation eb27d960-4618-45a4-9100-9288828a5874 · outbound

This paper cites Agent-based Liquidity Risk Modelling for Financial Markets.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity Agent-based Liquidity Risk Modelling for Financial Markets

Reference 2025

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Observation 9811b536-49a6-46d1-ada0-9108483f8981 · outbound

This paper cites Kang Gao, Perukrishnen Vytelingum, Stephen Weston, Wayne Luk, and Ce Guo.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity Kang Gao, Perukrishnen Vytelingum, Stephen Weston, Wayne Luk, and Ce Guo

Reference 2026

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