Elia Zarinelli
- Beyond the square root: Evidence for logarithmic dependence of market\n impact on size and participation rate
2014/12/05 by Elia Zarinelli, Zarinelli, Elia, Michele Treccani +6 · 3 citations
Business, Management and Accounting · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Corporate Finance and Governance #FOS: Economics and business #Financial Markets and Investment Strategies #Trading and Market Microstructure (q-fin.TR)