Publications

Filtered Results: 2 found

Dec 2015
Paper
Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate
J. Doyne Farmer, Fabrizio Lillo, Elia Zarinelli, Michele Treccani
Dec 2014
Working Paper
Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate
J. Doyne Farmer, Fabrizio Lillo, Elia Zarinelli, Michele Treccani