Xu, K., Gould, M., & Howison, S. (2020). Multi-level order-flow imbalance in a limit order book. World Scientific Publishing.
Citación estilo ChicagoXu, K., MD Gould, and SD Howison. Multi-level Order-flow Imbalance in a Limit Order Book. World Scientific Publishing, 2020.
Cita MLAXu, K., et al. Multi-level Order-flow Imbalance in a Limit Order Book. World Scientific Publishing, 2020.
Warning: These citations may not always be 100% accurate.