High-frequency trading in a limit order book.pdf
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Forecasting_limit_order_book_price_changes_using_change_point_detection.pdf
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Empirical Analysis of Limit Order Markets.pdf
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Does the Open Limit Order Book Matter in Explaining Informational Volatility_.pdf
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Designating market maker behaviour in limit order.pdf
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Decomposing liquidity along the limit order book.pdf
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