[1]
Bouchard, J.P. et al. 2009. How markets slowly digest changes in supply and demand. (2009). DOI:https://doi.org/10.1.1.460.947.
[2]
Bouchaud, J.-P. and Potters, M. 2003. Theory of financial risk and derivative pricing: from statistical physics to risk management. Cambridge University Press.
[3]
Cont, R. 2001. Empirical properties of asset returns: stylized facts and statistical issues. Quantitative Finance. 1, 2 (Feb. 2001), 223–236. DOI:https://doi.org/10.1080/713665670.
[4]
Glosten, L.R. and Milgrom, P.R. 1985. Bid, ask and transaction prices in a specialist market with heterogeneously informed traders. Journal of Financial Economics. 14, 1 (Mar. 1985), 71–100. DOI:https://doi.org/10.1016/0304-405X(85)90044-3.
