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 Published online: 17 October 2009 DOI: 10.1140/epjb/e2009-00353-6