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Market mill dependence pattern in the stock market: Modelin..:

Leonidov, Andrei ; Trainin, Vladimir ; Zaitsev, Alexander.
Physica A: Statistical Mechanics and its Applications.  386 (2007)  1 - p. 240-252 , 2007
Link: https://doi.org/10.1016/j.physa.2007.07.062