Published in
Elsevier, Chaos, Solitons and Fractals, (88), p. 48-58, 2016
DOI: 10.1016/j.chaos.2015.10.031
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Stylized facts of price gaps in limit order books
Journal article published in 2015 by
Gao-Feng Gu,
Xiong Xiong,
Yong-Jie Zhang,
Wei Chen,
Wei Zhang,
Wei-Xing Zhou 
This paper is available in a repository.
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