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- Statistical Theory of Continuous Double Auction - Overview Model Predictions; Varying the Granularity Parameter => Liquidity for Market Orders: Price Impact Function #4 (1-71)
- Statistical Theory of Continuous Double Auction - Relationship of Price Impact to Cumulative Depth #4 (72-111)
- Statistical Theory of Continuous Double Auction - Relationship of Price Impact to Cumulative Depth; Moment Expansion #4 (112-120)