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Liquidity crisis, granularity of the order book and price fluctuations

M. Cristelli, V. Alfi, L. Pietronero and A. Zaccaria

Eur. Phys. J. B, 73 1 (2010) 41-49

DOI: https://doi.org/10.1140/epjb/e2009-00353-6

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