Before revision:  including the tail heaviness of relative prices of the placed orders characterized by the tail index \alpha_x , the degree of long memory in relative prices quantified by its Hurst index H_x, and the strength of long memory in order direction depicted by H_x. It is found that the degree of autocorrelations in returns (quantified by its Hurst index H_r ) is negatively correlated with \alpha_x and H_x and positively correlated with H_s.
After revision:  including the tail heaviness of relative prices of the placed orders characterized by the tail index \alpha_x of the relative prices of placed orders. The computational experiments predict that H_r is negatively correlated with \alpha_x and H_x and positively correlated with H_s.