Single Curve Collapse of the Price Impact Function for the New York Stock Exchange by Lillo, F, Farmer, J, Mantegna, R

Market Impact and Trading Profile of Hidden Orders in Stock Markets by Gerig, A, Moro, E, Vicente, J, Moyano, L, Farmer, D, Vaglica, G, Lillo, F, Mantegna, R

Market impact and trading profile of hidden orders in stock markets. by Moro, E, Vicente, J, Moyano, L, Gerig, A, Farmer, J, Vaglica, G, Lillo, F, Mantegna, R