Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-05T11:20:08.986616Z
Paper Citation Record · LEDGER
Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers
As of 20 August 2026, this Paper Citation Record lists 13 of 13 outbound references and 0 inbound Pith citation observations for arXiv:2509.02941.
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 2026-08-20T06:33:59.587034+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links
A source-named dated measurement, never combined with another source.
Source: cited_works
Reference resolution
13 of 13 outbound references displayed
- verified exact6
- verified fuzzy6
- unresolved0
- parse uncertain0
- malformed identifier0
- metadata mismatch1
External citation measurements
No source-named external measurement is stored.
Outbound references
Observation 14b27f1f-ce9c-405b-b38e-bea8091f40e0 · outbound
This paper cites Uniswap v3 Core.
Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Uniswap v3 Core
Reference 1
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-05T11:20:10.635311Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 9cb059d7-5938-47ff-83bb-152c6575652e · outbound
This paper cites The Pricing of Options and Corporate Liabilities.
Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers The Pricing of Options and Corporate Liabilities
Reference 2
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-05T11:20:10.610837Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 50883ee4-8a16-4b4b-84cf-54437544df89 · outbound
This paper cites Dash, Quantitative Finance and Risk Management: a Physicist’s Approach , Second Edition, World Scientific (2016).
Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Dash, Quantitative Finance and Risk Management: a Physicist’s Approach , Second Edition, World Scientific (2016)
Reference 3
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-05T11:20:10.588712Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 25440431-ea42-40c0-9921-96daa5a7ad8a · outbound
This paper cites Gardiner, Handbook of Stochastic Methods, Third Ed., Springer (2004).
Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Gardiner, Handbook of Stochastic Methods, Third Ed., Springer (2004)
Reference 4
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-05T11:20:10.565408Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 18988550-ea13-4d06-9a67-c904c2367190 · outbound
This paper cites A Disruptive Research Playbook for Studying Disruptive Innovations.
Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers A Disruptive Research Playbook for Studying Disruptive Innovations
Reference 5
- Resolution
- metadata mismatch
- local_arxiv, observed 2026-08-05T11:20:10.495778Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation ae89d828-3b70-482b-9f3e-6b877db82b2a · outbound
This paper cites kramersmoyal: Kramers--Moyal coefficients for stochastic processes.
Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers kramersmoyal: Kramers--Moyal coefficients for stochastic processes
Reference 6
- Resolution
- verified exact
- local_arxiv, observed 2026-08-05T11:20:10.373018Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation ca0662b8-7cfe-41af-827e-c00ed9e8991a · outbound
This paper cites Quantum Equilibrium-Disequilibrium: Asset Price Dynam- ics, Symmetry Breaking, and Defaults as Dissipative Instantons.
Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Quantum Equilibrium-Disequilibrium: Asset Price Dynam- ics, Symmetry Breaking, and Defaults as Dissipative Instantons
Reference 7
- Resolution
- verified exact
- arxiv_id_nonexistent, observed 2026-08-05T11:20:10.139564Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation c468eec2-b744-463b-a5a6-3bc6a0cffe55 · outbound
This paper cites The Inverted Parabola World of Classical Quantitative Finance: Non-Equilibrium and Non-Perturbative Finance Perspective.
Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers The Inverted Parabola World of Classical Quantitative Finance: Non-Equilibrium and Non-Perturbative Finance Perspective
Reference 8
- Resolution
- verified exact
- local_arxiv, observed 2026-08-05T11:20:09.803404Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation cf5f0af9-7023-462b-bb63-90c09216baf2 · outbound
This paper cites Non-Equilibrium Skewness, Market Crises, and Option Pricing: Non-Linear Langevin Model of Markets with Supersymmetry.
Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Non-Equilibrium Skewness, Market Crises, and Option Pricing: Non-Linear Langevin Model of Markets with Supersymmetry
Reference 9
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-05T11:20:10.541887Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 9938f9dc-002d-4327-930b-2662e9ba8400 · outbound
This paper cites Phases of MANES: Multi-Asset Non-Equilibrium Skew Model of a Strongly Non- Linear Market with Phase Transitions.
Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Phases of MANES: Multi-Asset Non-Equilibrium Skew Model of a Strongly Non- Linear Market with Phase Transitions
Reference 10
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-05T11:20:10.517899Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation 8b9d3385-acef-4b5f-b919-8f4f232be767 · outbound
This paper cites Marketron games: Self-propelling stocks vs dumb money and metastable dynamics of the Good, Bad and Ugly markets.
Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Marketron games: Self-propelling stocks vs dumb money and metastable dynamics of the Good, Bad and Ugly markets
Reference 11
- Resolution
- verified exact
- local_arxiv, observed 2026-08-05T11:20:09.582030Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation c14b49bb-0745-44fb-9276-50131556710f · outbound
This paper cites Marketron Through the Looking Glass: From Equity Dynamics to Option Pricing in Incomplete Markets.
Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Marketron Through the Looking Glass: From Equity Dynamics to Option Pricing in Incomplete Markets
Reference 12
- Resolution
- verified exact
- local_arxiv, observed 2026-08-05T11:20:09.428716Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Observation eeb25353-d39b-4193-9cfd-c153c9c101c1 · outbound
This paper cites Estimating Stable Fixed Points and Langevin Potentials for Financial Dynamics.
Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Estimating Stable Fixed Points and Langevin Potentials for Financial Dynamics
Reference 13
- Resolution
- verified exact
- local_arxiv, observed 2026-08-05T11:20:09.198325Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.
Pith citing papers
No inbound Pith citation observations are available.