Toth, Bence

1. The square-root impact law also holds for option markets
   2016/02/09 by Toth, Bence, Eisler, Zoltan, Bouchaud, Jean-Philippe · 3 citations
   #FOS: Economics and business #Trading and Market Microstructure (q-fin.TR)
2. Linear models for the impact of order flow on prices I. Propagators: Transient vs. History Dependent Impact
   2016/02/08 by Taranto, Damian Eduardo, Bormetti, Giacomo, Bouchaud, Jean-Philippe +2 · 1 citation
   #FOS: Economics and business #Trading and Market Microstructure (q-fin.TR)
3. The short-term price impact of trades is universal
   2017/02/26 by Toth, Bence, Eisler, Zoltan, Bouchaud, Jean-Philippe · 1 citation
   #FOS: Economics and business #FOS: Physical sciences #Statistical Mechanics (cond-mat.stat-mech) #Trading and Market Microstructure (q-fin.TR)