@article{thepriceimpactoforderbookevents,
  title = {The Price Impact of Order Book Events},
  author = {Rama Cont and Arseniy Kukanov and SASHA STOIKOV},
  year = {2010},
  eprint = {1011.6402},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1011.6402v3},
}