Bucci, Frédéric

1. Impact is not just volatility
   2019/05/11 by Bucci, Frédéric, Mastromatteo, Iacopo, Benzaquen, Michael +1 · 2 citations
   #FOS: Economics and business #Trading and Market Microstructure (q-fin.TR)
2. Slow decay of impact in equity markets: insights from the ANcerno database
   2019/01/16 by Bucci, Frédéric, Benzaquen, Michael, Lillo, Fabrizio +1 · 2 citations
   #FOS: Economics and business #FOS: Physical sciences #Statistical Mechanics (cond-mat.stat-mech) #Trading and Market Microstructure (q-fin.TR)
3. Co-impact: Crowding effects in institutional trading activity
   2018/04/25 by Bucci, Frédéric, Mastromatteo, Iacopo, Eisler, Zoltán +3 · 1 citation
   #FOS: Economics and business #Trading and Market Microstructure (q-fin.TR)