APA (7th ed.) Citation

Xu, H., Bohne, J., Polak, P., Baransky, Y., Alva, A., Fedotova, V., . . . Rosenberg, D. (2026). When Quotes Crumble: Detecting Transient Mechanical Liquidity Erosion in Limit Order Books.

Chicago Style (17th ed.) Citation

Xu, Haohan, Jason Bohne, Pawel Polak, Yurij Baransky, Ajay Alva, Violetta Fedotova, Gary Kazantsev, and David Rosenberg. When Quotes Crumble: Detecting Transient Mechanical Liquidity Erosion in Limit Order Books. 2026.

MLA (9th ed.) Citation

Xu, Haohan, et al. When Quotes Crumble: Detecting Transient Mechanical Liquidity Erosion in Limit Order Books. 2026.