Citation:
Zarinelli, E., Trecciani, M., Farmer, J. D. and Lillo, F. (2015). “Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate”. Market Microstructure and Liquidity, 1,1
Zarinelli, E., Trecciani, M., Farmer, J. D. and Lillo, F. (2015). “Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate”. Market Microstructure and Liquidity, 1,1