@article{unveilingtherelationbetweenherdingand,
  title = {Unveiling the relation between herding and liquidity with trader lead-lag networks},
  author = {Carlo Campajola and Fabrizio Lillo and Daniele Tantari},
  year = {2019},
  eprint = {1909.10807},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1909.10807v2},
}