%0 Journal Article %1 journals/corr/abs-2012-12555 %A Zhang, Zhen %A Cliff, Dave %D 2020 %J CoRR %K dblp %T Market Impact in Trader-Agents: Adding Multi-Level Order-Flow Imbalance-Sensitivity to Automated Trading Systems. %U http://dblp.uni-trier.de/db/journals/corr/corr2012.html#abs-2012-12555 %V abs/2012.12555

@article{journals/corr/abs-2012-12555, added-at = {2021-01-05T00:00:00.000+0100}, author = {Zhang, Zhen and Cliff, Dave}, biburl = {https://www.bibsonomy.org/bibtex/246df12c6d1685ed5ea58312d638610cc/dblp}, ee = {https://arxiv.org/abs/2012.12555}, interhash = {7ee8b8240096cc9400b40f0e561ea4ae}, intrahash = {46df12c6d1685ed5ea58312d638610cc}, journal = {CoRR}, keywords = {dblp}, timestamp = {2024-04-08T23:19:04.000+0200}, title = {Market Impact in Trader-Agents: Adding Multi-Level Order-Flow Imbalance-Sensitivity to Automated Trading Systems.}, url = {http://dblp.uni-trier.de/db/journals/corr/corr2012.html#abs-2012-12555}, volume = {abs/2012.12555}, year = 2020 }