@article{directquantitativeevidenceoftheorder,
  title = {Can we infer microscopic financial information from the long memory in market-order flow?: a quantitative test of the Lillo-Mike-Farmer model},
  author = {Yuki Sato and Kiyoshi Kanazawa},
  year = {2023},
  eprint = {2301.13505},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2301.13505v2},
}