Emmanuel Bacry

CMAP CNRS-UMR 7641 and Ecole Polytechnique

Route de Saclay

Palaiseau, 91128

France

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Market Impacts and the Life Cycle of Investors Orders

Number of pages: 30 Posted: 01 Dec 2014 Last Revised: 07 Dec 2014
CMAP CNRS-UMR 7641 and Ecole Polytechnique, National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST), Kepler Cheuvreux and Abu Dhabi Investment Authority, ADIA
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