@article{meanfieldgameofhighfrequency,
  title = {Mean Field Game of High-Frequency Anticipatory Trading},
  author = {Xue Cheng and Meng Wang and Ziyi Xu},
  year = {2024},
  eprint = {2404.18200},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2404.18200v1},
}