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MathSciNet bibliographic data
MR2501586 (2010d:91056) 91B26 (91B24 91G99)
Chiarella, Carl; Iori, Giulia; Perelló, Josep The impact of heterogeneous trading rules on the limit order book and order flows. J. Econom. Dynam. Control 33 (2009), no. 3, 525–537.
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