@ARTICLE{DanielssonPetersPanayiZigrand2018, author = {J{\'o}n Dan{\'i}elsson and Gareth Peters and Stathi Panayi and Jean-Pierre Zigrand}, title = {Designating market maker behaviour in Limit Order Book markets}, journal = "Econometrics and Statistics", volume = {5}, year = 2018, url = {https://ssrn.com/abstract=2646649}, }