@article{Brown1999,
	title = {Characteristics of the order flow through an electronic open limit order book},
	author = {Philip Brown and Nathanial Thomson and David Walsh},
	journal = {Journal of International Financial Markets, Institutions and Money},
	month = {Nov},
	number = {4},
	pages = {335--357},
	url = {http://www.sciencedirect.com/science/article/B6VGT-3XR2V6S-1/1/0a6382bfc0456824c7ff0c65236f6d0d},
	volume = {9},
	year = {1999},
	biburl = {http://www.bibsonomy.org/bibtex/2888a96b2c4ded41ee2c1103253cd25c0/smicha},
	keywords = {Order flow }
}