Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-15T15:20:45.020500Z
Paper Citation Record · LEDGER
Optimal Trading of Microstructure Mean Reversion
As of 19 August 2026, this Paper Citation Record lists 41 of 41 outbound references and 0 inbound Pith citation observations for arXiv:2608.00885.
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 2026-08-19T06:32:44.657259+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
41 of 41 outbound references displayed
- verified exact1
- verified fuzzy28
- unresolved11
- parse uncertain0
- malformed identifier1
- metadata mismatch0
External citation measurements
No source-named external measurement is stored.
Outbound references
Observation 6cfc6638-3040-4ed0-bd88-a9fab264bd66 · outbound
This paper cites Ahuja, G.
Reference 1
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.788941Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation 6b70700f-73f9-4c6f-838f-6a1590f5b2d5 · outbound
This paper cites Almgren and N.
Optimal Trading of Microstructure Mean Reversion Almgren and N
Reference 2
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.772391Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation 4c403312-b68c-40a9-a6b4-77412a4bd4cc · outbound
This paper cites an unresolved cited work.
Optimal Trading of Microstructure Mean Reversion Unresolved cited work
Reference 3
- Resolution
- unresolved
- no resolver link, observed 2026-08-15T15:20:44.845100Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation e16c61f1-0698-47f6-8bef-6f48f294bf0f · outbound
This paper cites Arapostathis, V.
Optimal Trading of Microstructure Mean Reversion Arapostathis, V
Reference 4
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.745105Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation dff32dde-faab-4c31-85df-12e4f5eb8e74 · outbound
This paper cites Asmussen.Applied Probability and Queues.
Optimal Trading of Microstructure Mean Reversion Asmussen.Applied Probability and Queues
Reference 5
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.729713Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation 86a6e2dd-aebd-48b2-9b15-763473c7f5e8 · outbound
This paper cites Avellaneda and S.
Optimal Trading of Microstructure Mean Reversion Avellaneda and S
Reference 6
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.712579Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation e6c48ccc-77ba-4775-9172-cbe60799487a · outbound
This paper cites Bacry, S.
Reference 7
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.697230Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation e525d708-6723-41a6-a769-fa8f6e2dcddc · outbound
This paper cites Bacry, S.
Reference 8
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.682085Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation fcb522c8-79f0-49ef-b47e-12e2325602cd · outbound
This paper cites an unresolved cited work.
Optimal Trading of Microstructure Mean Reversion Unresolved cited work
Reference 9
- Resolution
- unresolved
- raw_fallback, observed 2026-08-15T15:20:45.666515Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation b64d9122-54f9-4089-ad7c-0239da5d395b · outbound
This paper cites Bouchaud, J.
Optimal Trading of Microstructure Mean Reversion Bouchaud, J
Reference 10
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.651313Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation a3267d7a-c5a3-44c6-8b1b-2d00b8276a40 · outbound
This paper cites Cartea, S.
Reference 11
- Resolution
- unresolved
- no resolver link, observed 2026-08-15T15:20:44.881780Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 13eab703-646e-42d2-9df8-10424901f6a0 · outbound
This paper cites Cont and A.
Reference 12
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.624516Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation b095b477-de5f-4f26-a309-1a7874c67796 · outbound
This paper cites an unresolved cited work.
Optimal Trading of Microstructure Mean Reversion Unresolved cited work
Reference 13
- Resolution
- unresolved
- raw_fallback, observed 2026-08-15T15:20:45.609740Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation da4df643-2ebf-40e2-9906-7161ad6e7473 · outbound
This paper cites Dayri and M.
Optimal Trading of Microstructure Mean Reversion Dayri and M
Reference 14
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.594446Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation 0d87697b-1d56-4abf-9bdb-1a188c31173b · outbound
This paper cites Delattre, C.
Optimal Trading of Microstructure Mean Reversion Delattre, C
Reference 15
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.578996Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation c84cce2b-f12b-482b-bcc0-bcc958c857e7 · outbound
This paper cites Durbin and S.
Optimal Trading of Microstructure Mean Reversion Durbin and S
Reference 16
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.562399Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation 39697fc9-ffd0-4343-8852-3a6a93c01ed4 · outbound
This paper cites Guéant, C.-A.
Optimal Trading of Microstructure Mean Reversion Guéant, C.-A
Reference 17
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.546160Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation a363c39b-6507-467d-b93d-87b368d73f72 · outbound
This paper cites Guéant.The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making.
Optimal Trading of Microstructure Mean Reversion Guéant.The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making
Reference 18
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.531219Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation b704aff7-80ff-43a1-8b3a-7405943ac172 · outbound
This paper cites Guilbaud and H.
Optimal Trading of Microstructure Mean Reversion Guilbaud and H
Reference 19
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.517603Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation efc020ae-59be-4c38-afa1-79c5b6a5ef7f · outbound
This paper cites an unresolved cited work.
Optimal Trading of Microstructure Mean Reversion Unresolved cited work
Reference 20
- Resolution
- unresolved
- raw_fallback, observed 2026-08-15T15:20:45.503786Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation 12242437-89ee-4822-85eb-eaf76585454a · outbound
This paper cites Hasbrouck.
Reference 21
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.489126Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation aa1533f4-444e-4d56-aa16-54c8aa417e8e · outbound
This paper cites an unresolved cited work.
Optimal Trading of Microstructure Mean Reversion Unresolved cited work
Reference 22
- Resolution
- unresolved
- no resolver link, observed 2026-08-15T15:20:44.931085Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 055f9340-f34e-4292-97ad-33260e5ab15a · outbound
This paper cites Huang, C.-A.
Optimal Trading of Microstructure Mean Reversion Huang, C.-A
Reference 23
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.464122Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation 9f31ddbd-109e-41d7-a870-70d36626ac86 · outbound
This paper cites Karlin and H.
Optimal Trading of Microstructure Mean Reversion Karlin and H
Reference 24
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.449059Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation 99d7dca6-b120-4d30-8899-31ea743cb9b2 · outbound
This paper cites an unresolved cited work.
Optimal Trading of Microstructure Mean Reversion Unresolved cited work
Reference 25
- Resolution
- unresolved
- no resolver link, observed 2026-08-15T15:20:44.946490Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation ecccbe34-ecd9-4629-9908-96ce657fcb92 · outbound
This paper cites Leung and X.
Optimal Trading of Microstructure Mean Reversion Leung and X
Reference 26
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.424806Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation 1a034ebd-f9d5-4ea7-8dfe-510e8860d633 · outbound
This paper cites A closed-form solution for optimal mean-reverting trading strategies.
Optimal Trading of Microstructure Mean Reversion A closed-form solution for optimal mean-reverting trading strategies
Reference 27
- Resolution
- unresolved
- no resolver link, observed 2026-08-15T15:20:44.955708Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation c8381705-8c02-458e-99a6-44f687a6965c · outbound
This paper cites an unresolved cited work.
Optimal Trading of Microstructure Mean Reversion Unresolved cited work
Reference 28
- Resolution
- unresolved
- raw_fallback, observed 2026-08-15T15:20:45.410207Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation 5f5909b2-a6f1-479e-ac0a-0425a66de1ea · outbound
This paper cites Obizhaeva and J.
Optimal Trading of Microstructure Mean Reversion Obizhaeva and J
Reference 29
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.395195Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation 40bca8bf-0917-4826-a1de-cc0d4bd53d8d · outbound
This paper cites Pulido, M.
Reference 30
- Resolution
- malformed identifier
- doi_truncated, observed 2026-08-15T15:20:45.182532Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation 6d3559e2-290f-46da-8c2e-f131ce907f60 · outbound
This paper cites Rabechini Amaral and A.
Optimal Trading of Microstructure Mean Reversion Rabechini Amaral and A
Reference 31
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.379413Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation 4533f17b-208b-4783-82cb-4a8364574359 · outbound
This paper cites an unresolved cited work.
Optimal Trading of Microstructure Mean Reversion Unresolved cited work
Reference 32
- Resolution
- unresolved
- raw_fallback, observed 2026-08-15T15:20:45.363222Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation 54d4b157-8db7-4dd2-bf2b-eeb807af167f · outbound
This paper cites an unresolved cited work.
Optimal Trading of Microstructure Mean Reversion Unresolved cited work
Reference 33
- Resolution
- unresolved
- raw_fallback, observed 2026-08-15T15:20:45.348869Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation e78ea6e4-1f40-4d1c-a5c4-3f408a6c950d · outbound
This paper cites Multi-dimensional queue-reactive model and signal-driven models: a unified framework.
Optimal Trading of Microstructure Mean Reversion Multi-dimensional queue-reactive model and signal-driven models: a unified framework
Reference 34
- Resolution
- verified exact
- local_arxiv, observed 2026-08-15T15:20:45.205259Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation 8ce3957d-f7d8-4269-ae35-5e576abfd699 · outbound
This paper cites Zervos, T.
Reference 35
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.333826Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation 66cdc79e-3470-4155-b463-b69a77f9e2d9 · outbound
This paper cites Zhang and Q.
Optimal Trading of Microstructure Mean Reversion Zhang and Q
Reference 36
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.317666Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation 04ef6f02-e918-4b6a-bb47-43410caea974 · outbound
This paper cites exactlyk∈{ 0, 1} book events, with the Brownian increment in a prescribed interval.
Optimal Trading of Microstructure Mean Reversion exactlyk∈{ 0, 1} book events, with the Brownian increment in a prescribed interval
Reference 37
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.300238Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation 4ad9fd45-de6f-4200-bc67-7ebadd6e35e9 · outbound
This paper cites 25 Proof.
Reference 38
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.285677Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation f0cf114e-bb14-4c24-8111-a75447de6323 · outbound
This paper cites Step 1 (a unique root).Puth(u) =u−γ− √ 2 D(u/ √ 2).
Optimal Trading of Microstructure Mean Reversion Step 1 (a unique root).Puth(u) =u−γ− √ 2 D(u/ √ 2)
Reference 39
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.271078Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation 4f8ba675-0f5b-425d-b4b2-933e89a15288 · outbound
This paper cites Step 3 (the asymptote).From D(z) = 1 2z + 1 4z3 +O(z−5)one gets √ 2 D(u/ √.
Optimal Trading of Microstructure Mean Reversion Step 3 (the asymptote).From D(z) = 1 2z + 1 4z3 +O(z−5)one gets √ 2 D(u/ √
Reference 40
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.254100Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Observation 455ed777-6302-49a3-ab89-acb2f0adedb8 · outbound
This paper cites Kramers’ law(3.6) is the same asymptote read on the passage time itself:˜m(θ) =π α erfi(u/ √ 2)∼ √ 2π sG αθeθ2/2s2 G.
Optimal Trading of Microstructure Mean Reversion Kramers’ law(3.6) is the same asymptote read on the passage time itself:˜m(θ) =π α erfi(u/ √ 2)∼ √ 2π sG αθeθ2/2s2 G
Reference 41
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-15T15:20:45.239318Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.
Pith citing papers
No inbound Pith citation observations are available.