@article{queueimbalanceasaonetickaheadprice,
  title = {Queue Imbalance as a One-Tick-Ahead Price Predictor in a Limit Order Book},
  year = {2015},
  eprint = {1512.03492},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1512.03492v1},
}