Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Correlation of coming limit price with order book in stock markets   We examine the correlation of the limit price with the order book, when a
limit order comes. We analyzed the Rebuild Order Book of Stock Exchange
Electronic Trading Service, which is the centralized order book market of
London Stock Exchange. As a result, the limit price is broadly distributed
around the best price according to a power-law, and it isn't randomly drawn
from the distribution, but has a strong correlation with the size of cumulative
unexecuted limit orders on the price. It was also found that the limit price,
on the coarse-grained price scale, tends to gather around the price which has a
large size of cumulative unexecuted limit orders.

31
The categories of this paper are: ao-sci
2
The categories of this paper are: math
0
The categories of this paper are: hep-ph
7
The categories of this paper are: hep-th
29
The categories of this paper are: funct-an
12
The categories of this paper are: nucl-th
25
The categories of this paper are: patt-sol
23
The categories of this paper are: solv-int
35
The categories of this paper are: mtrl-th
30
The categories of this paper are: q-alg
37
The categories of this paper are: supr-con
1
The categories of this paper are: cs
32
The categories of this paper are: atom-ph
22
The categories of this paper are: chao-dyn
34
The categories of this paper are: chem-ph
5
The categories of this paper are: gr-qc