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- W2955411993 abstract "With a simple scaling argument we show empirically that impact growing as the square-root of trading volume has nothing to do with diffusion price changes growing as the square root of time" @default.
- W2955411993 created "2019-07-12" @default.
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- W2955411993 date "2019-07-05" @default.
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- W2955411993 title "Impact is not just volatility" @default.
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- W2955411993 doi "https://doi.org/10.1080/14697688.2019.1622768" @default.
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