The impact of heterogeneous trading rules on the limit order book and order flows (Q2271649)

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The impact of heterogeneous trading rules on the limit order book and order flows
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    The impact of heterogeneous trading rules on the limit order book and order flows (English)
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    7 August 2009
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    market microstructure
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    limit orders
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    fundamentalism
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    chartism
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    large fluctuations
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