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The "double" square-root law: Evidence for the mechanical origin of market impact using Tokyo Stock Exchange data

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Maitrier, Guillaume, Loeper, Grégoire, Kanazawa, Kiyoshi, Bouchaud, Jean-Philippe
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Trading and Market Microstructure Statistical Mechanics
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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