Maitrier, Guillaume
- The "double" square-root law: Evidence for the mechanical origin of market impact using Tokyo Stock Exchange data
2025/02/22 by Guillaume Maitrier, Grégoire Loeper, Maitrier, Guillaume +5 · 4 citations
Economics, Econometrics and Finance · Business, Management and Accounting · #Financial Markets and Investment Strategies #Complex Systems and Time Series Analysis #Corporate Finance and Governance
- Generating realistic metaorders from public data
2025/03/23 by Maitrier, Guillaume, Loeper, Grégoire, Bouchaud, Jean-Philippe · 4 citations
#FOS: Economics and business #Portfolio Management (q-fin.PM) #Trading and Market Microstructure (q-fin.TR)