@article{clientOrderFlow,
author = {Rama Cont and Mihai Cucuringu and Vacslav Glukhov and Felix Prenzel},
title = {Analysis and modeling of client order flow in limit order markets},
journal = {Quantitative Finance},
volume = {23},
number = {2},
pages = {187-205},
year  = {2023},
publisher = {Routledge},
doi = {10.1080/14697688.2022.2150282},
URL = {https://doi.org/10.1080/14697688.2022.2150282},
eprint = {https://doi.org/10.1080/14697688.2022.2150282},
abstract = { Four distinct clusters of client order flow are identified and their properties analyzed }
}