Fr\'ed\'eric Bucci

Identifiers

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Papers (5)

1. Impact is not just volatility q-fin.TR · 2019 · author #1
2. Are trading invariants really invariant? Trading costs matter q-fin.TR · 2019 · author #1
3. Slow decay of impact in equity markets: insights from the ANcerno database q-fin.TR · 2019 · author #1
4. Crossover from linear to square-Root market impact q-fin.TR · 2018 · author #1
5. Co-impact: Crowding effects in institutional trading activity q-fin.TR · 2018 · author #1

Mentions

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Frequent Coauthors

• Jean-Philippe Bouchaud 5 shared papers
• Fabrizio Lillo 4 shared papers
• Michael Benzaquen 4 shared papers
• Iacopo Mastromatteo 2 shared papers
• Charles-Albert Lehalle 1 shared papers
• Zolt\'an Eisler 1 shared papers