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    Order-Book Modeling and Market Making Strategies

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    Order Flows and Limit Order Book Resiliency on the Meso-Scale

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    Instantaneous Order Impact and High-Frequency Strategy Optimization in Limit Order Books

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    Queue Imbalance as a One-Tick-Ahead Price Predictor in a Limit Order Book

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    A Reduced-Form Model for Level-1 Limit Order Books

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    RESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITY