@article{understandingtheleastwellkeptsecretof,
  title = {Understanding the worst-kept secret of high-frequency trading},
  author = {Sergio Pulido and Mathieu Rosenbaum and Emmanouil Sfendourakis},
  year = {2023},
  eprint = {2307.15599},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2307.15599v2},
}