Potters, M., & Bouchaud, J. (2003). More statistical properties of order books and price impact. Physica A, 324(1), 133-140. https://doi.org/10.1016/S0378-4371(02)01896-4
Chicago Style (17th ed.) CitationPotters, Marc, and Jean-Philippe Bouchaud. "More Statistical Properties of Order Books and Price Impact." Physica A 324, no. 1 (2003): 133-140. https://doi.org/10.1016/S0378-4371(02)01896-4.
MLA (9th ed.) CitationPotters, Marc, and Jean-Philippe Bouchaud. "More Statistical Properties of Order Books and Price Impact." Physica A, vol. 324, no. 1, 2003, pp. 133-140, https://doi.org/10.1016/S0378-4371(02)01896-4.
Warning: These citations may not always be 100% accurate.