EPJ

Studies of the limit order book around large price changes

B. Tóth, J. Kertész and J. D. Farmer

Eur. Phys. J. B, 71 4 (2009) 499-510

Published online: 11 September 2009

DOI: 10.1140/epjb/e2009-00297-9

B. Tóth

J. Kertész

J. D. Farmer

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