Paul Besson

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Cumulative market impact of consecutive orders over one and two days: how long does the market remember past trades?
Quantitative Finance
2022-04-05Paper


Research outcomes over time


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