2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/19718Using simple particle models of limit order markets, we argue that mid-term over-diffusive price behaviour is inherent to the very nature of these markets. Several rules for rate changes are considered. We obtain analytical results for bid-ask spread properties, Hurst plots and price increment correlation functions.13 pages. Completely rewritten, new results addedCondensed Mattertext