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Strict universality of the square-root law in price impact across stocks: a complete survey of the Tokyo stock exchange

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Sato, Yuki, Kanazawa, Kiyoshi
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Trading and Market Microstructure Statistical Mechanics General Economics Economics Portfolio Management Risk Management
Accesso online:	Acceder al recurso
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