Empirical shape function of limit-order books in the Chinese stock market

@article{Gu2008EmpiricalSF,
  title={Empirical shape function of limit-order books in the Chinese stock market},
  author={Gao-Feng Gu and Wei Chen and Wei‐Xing Zhou},
  journal={Physica A-statistical Mechanics and Its Applications},
  year={2008},
  volume={387},
  pages={5182-5188}
}

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