Economy – Quantitative Finance – Statistical Finance
Scientist
Economy
Quantitative Finance
Statistical Finance
Scientist
A Theory for Market Impact: How Order Flow Affects Stock Price
Automated Liquidity Provision and the Demise of Traditional Market Making
Chaos in a one-dimensional compressible flow
How efficiency shapes market impact
Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary?
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