{"entities":{"Q6054404":{"pageid":13188559,"ns":120,"title":"Item:Q6054404","lastrevid":93976421,"modified":"2026-06-05T05:34:59Z","type":"item","id":"Q6054404","labels":{"en":{"language":"en","value":"A simple microstructural explanation of the concavity of price impact"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7743060"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054404$ECD62AF0-33B7-444F-9E8C-1A5DD2618F70","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"861f61343316f3945939391a2f459e0728cfe3d2","datavalue":{"value":{"text":"A simple microstructural explanation of the concavity of price impact","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q6054404$A01A5695-46D6-4293-B8DB-48143E3D5B71","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"02795d3042c1a1559dcb4a7c4b67272a2570969c","datavalue":{"value":"1522.91248","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6054404$BF4B3DE9-0390-4564-A466-ACFA05ED9D69","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"98ef58744a437b6ef14165221af5245bbb61de59","datavalue":{"value":{"entity-type":"item","numeric-id":670734,"id":"Q670734"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054404$67F12DB3-E4AB-4015-8CB3-C433EF45DEB9","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"1de4b540dbe99c646bddaded804e9f35ff2494c3","datavalue":{"value":{"entity-type":"item","numeric-id":140029,"id":"Q140029"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054404$1673910D-BF24-40EE-876A-D3FECB9F1FD1","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"71c2f095f83a40512044f0daab6f61e70d636cb6","datavalue":{"value":{"time":"+2023-09-28T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q6054404$D928BA26-01C0-4773-B3A8-7CF708EA8039","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"0c72c6ab06b0afc64521912a00c85fc2d4c802a0","datavalue":{"value":"https://arxiv.org/abs/2001.01860","type":"string"},"datatype":"url"},"type":"statement","id":"Q6054404$DCC27651-25C2-4372-9A96-91E6B2DAEADE","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"0d0e2fd66f3c91c16852cf3c5f54f347b0794e5e","datavalue":{"value":"91G15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6054404$CF6B88A0-4F11-4051-A90E-B2CDA68317D3","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"1941e0fd5f97b66d99dab71fb9138a2f670270c1","datavalue":{"value":"7743060","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6054404$CBCABFB5-22D3-4B9A-BEB7-A9B047B6120A","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7e85b35096cb17ad70912d460f6f096ab68a2964","datavalue":{"value":"concave price impact","type":"string"},"datatype":"string"},"type":"statement","id":"Q6054404$0A19DEC0-07AC-41C6-B7A1-71FC5FD56F9B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2dcda47c8753e0323a4eedb0bd3e030516b7a1db","datavalue":{"value":"ergodic diffusion","type":"string"},"datatype":"string"},"type":"statement","id":"Q6054404$AF7D4548-3BD4-46AA-8675-56FA3883322C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"684b757b52d8894e7453c616feb50011d60a2125","datavalue":{"value":"market microstructure","type":"string"},"datatype":"string"},"type":"statement","id":"Q6054404$2A3BAF0C-19B9-4CB6-9105-A46826FEEDE5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"17810332c0e8eacf5b2866a191bf0725fdfd0e4c","datavalue":{"value":"meta-order","type":"string"},"datatype":"string"},"type":"statement","id":"Q6054404$E9A33FAE-C9AD-4419-BF69-C8EB195AAE48","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"72f8f55034c74d37a079fa37129ad362fea26dc7","datavalue":{"value":"microprice","type":"string"},"datatype":"string"},"type":"statement","id":"Q6054404$D84A58A0-73F6-47E7-8593-CF6F9BF2ED17","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a9c6048e27377f069372fa7fa370dcc76567790d","datavalue":{"value":"VWAP strategy","type":"string"},"datatype":"string"},"type":"statement","id":"Q6054404$0BAA73F8-459E-49DC-8DCA-8512FF637485","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054404$A2AE2FD2-C561-4B75-A716-8895E3360844","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"83444bcb27dfd92979e593ecc64faa41f9b38b15","datavalue":{"value":"W3166112588","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6054404$B3AF595D-C7EF-42B0-AE07-26B136EEC6C6","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"b07013d5d5fdcd98fc1e692a09273fea4a2d3e09","datavalue":{"value":{"entity-type":"item","numeric-id":5263525,"id":"Q5263525"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054404$F0364BA3-F8C7-484B-9B7E-38ECEDCEBD9E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c473f43db1eab34d45e1f19f655b0eea7a050cdd","datavalue":{"value":{"entity-type":"item","numeric-id":4683067,"id":"Q4683067"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054404$0723E3A0-DF4A-47B1-8AC9-1CB192ACB604","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"99dc2a3977b91f3b8a90a078d155957d344e31a1","datavalue":{"value":{"entity-type":"item","numeric-id":2871427,"id":"Q2871427"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054404$842516C7-1991-4B27-9A52-4B0D313765DE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d1295a2e330dc7dbbf7153bfed1c60a121747f0f","datavalue":{"value":{"entity-type":"item","numeric-id":5520962,"id":"Q5520962"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054404$A6126D71-B13C-4C0E-B861-0A166E6FAC37","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f8834cd9e8e21d97855059ca0ac7e55f50ee744a","datavalue":{"value":{"entity-type":"item","numeric-id":3401189,"id":"Q3401189"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054404$07D4AFF0-C0DE-4282-B222-480200335DB6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d7a7705306cb8394b82365883802c851577457c0","datavalue":{"value":{"entity-type":"item","numeric-id":4641739,"id":"Q4641739"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054404$31F57BDE-49E5-410D-AFA2-50AA41D5DB40","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e1db05ae9bbddcff5019d874235c775c53fe9001","datavalue":{"value":{"entity-type":"item","numeric-id":4581291,"id":"Q4581291"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054404$9E65ED4E-6529-4906-9D61-7ABBCAC6DA49","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cf98491cad6167ae82137ec3734f12c02d53f7d8","datavalue":{"value":{"entity-type":"item","numeric-id":3387925,"id":"Q3387925"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054404$D2C30B83-4A87-4494-8241-ABA2CEC9798C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fe56d203b178b138789bda46be07c73ad1478f8e","datavalue":{"value":{"entity-type":"item","numeric-id":4778955,"id":"Q4778955"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054404$81B0C59A-1BA0-4C5F-B898-318B7F85CFCF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e48906aa825b05c029d52a1c358dd9c598e625c7","datavalue":{"value":{"entity-type":"item","numeric-id":5855958,"id":"Q5855958"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054404$C622ED16-5C0C-43BC-9A60-F854016D2BE0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"88a275f27c3a7368cd3cd00db7ccf2225b1c744a","datavalue":{"value":{"entity-type":"item","numeric-id":3121384,"id":"Q3121384"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054404$844FE08E-5DB8-42DE-83AA-A40C921B79E1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5217c2071bbbc24b4657420400a8c795b38e2e8b","datavalue":{"value":{"entity-type":"item","numeric-id":4716216,"id":"Q4716216"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054404$ED0378C6-D2E5-4433-ADC9-B22B3E9B169A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"40f00a3c987aa64a45ad478d3ae1857a41567541","datavalue":{"value":{"entity-type":"item","numeric-id":4613426,"id":"Q4613426"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054404$B74B52C2-A51B-48BD-A988-2BD8D6B1063B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b37087fcb0b3babe8b9786d292d22033dccdd58b","datavalue":{"value":{"entity-type":"item","numeric-id":5562267,"id":"Q5562267"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6054404$63B711B0-AABF-4A02-953A-7B0D7D988A5E","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"5e3e80e82840500a68088c8308b4ed72e27ac168","datavalue":{"value":"10.1111/MAFI.12314","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6054404$0352DDBF-3DFC-4186-8FE1-F5BBE4B3C2DF","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ca62c5e4c7e5d951d65fb701f774489ecb218ad3","datavalue":{"value":{"entity-type":"item","numeric-id":1925918,"id":"Q1925918"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"19df9b82ee8bdf98798d7f164103995177678965","datavalue":{"value":{"amount":"+0.7963085","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q6054404$66823E9F-EF38-46F0-8F7A-3DA036A7A72A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3faf3054e06d782c3f59e6a63acb80d14728de34","datavalue":{"value":{"entity-type":"item","numeric-id":2422123,"id":"Q2422123"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2f0f1e2572ff8ee4c4497b72a5a1c690f70ccbf2","datavalue":{"value":{"amount":"+0.79224753","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q6054404$C349EC89-DA17-40C6-8A23-9FD3C099D54A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"edd27b3cf5c257c4f0371612c50427758d8b3872","datavalue":{"value":{"entity-type":"item","numeric-id":1927709,"id":"Q1927709"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"621d10dbbd37378d2a5ffb1ab07c7c1edf26291a","datavalue":{"value":{"amount":"+0.78515804","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q6054404$9D894201-7A3B-49B3-84D1-FC799F7B235A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"680241d6d095245781c1912dd75fd65157df23b4","datavalue":{"value":{"entity-type":"item","numeric-id":4027577,"id":"Q4027577"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"61e0c78038c2b43dcbf01315416820178d228be3","datavalue":{"value":{"amount":"+0.77535987","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q6054404$82C50E2F-1D23-477C-97A7-7D5B4DF0B13B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fe97615ecb3846c087a693787a3047a50901685f","datavalue":{"value":{"entity-type":"item","numeric-id":5929108,"id":"Q5929108"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"120478f66cceda52eb39340754dbd70816fa905b","datavalue":{"value":{"amount":"+0.77005243","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q6054404$EE33ECBB-09DE-49EC-B0D6-A6096C2869A0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ff84207b649dd24ed6024a65cc273459ebc44cac","datavalue":{"value":{"entity-type":"item","numeric-id":2697496,"id":"Q2697496"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2a2223429c5322bd318958b6eaf489967e56db0c","datavalue":{"value":{"amount":"+0.7687395","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q6054404$D3E772BB-7417-4E00-8B77-5BC99A53E77B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"356b4a1a872486b9e175b0fc9f2626bb455f7a98","datavalue":{"value":{"entity-type":"item","numeric-id":5744885,"id":"Q5744885"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"061479fac72215ee2f860d22d1f578e920ae7cee","datavalue":{"value":{"amount":"+0.76831704","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q6054404$CCA0C5BA-B886-4221-A31B-4923E5852E69","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"A simple microstructural explanation of the concavity of price impact","badges":[]}}}}}