The role of communication and imitation in limit order markets
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DOI: 10.1140/epjb/e2009-00337-6
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Keywords
02.50.-r Probability theory; stochastic processes; and statistics; 05.40.-a Fluctuation phenomena; random processes; noise; and Brownian motion; 89.65.Gh Economics; econophysics; financial markets; business and management; 89.65.-s Social and economic systems;All these keywords.
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