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DP3676	Liquidity Supply and Demand in Limit Order Markets Author(s): Burton Hollifield, Robert A. Miller, Patrik Sandås and Joshua Slive Published: December 2002
DP2889	Limit Order Book as a Market for Liquidity Author(s): Thierry Foucault, Ohad Kadan and Eugene Kandel Published: August 2001
DP1817	Order Flow Composition and Trading Costs in Dynamic Limit Order Markets Author(s): Thierry Foucault Published: March 1998

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