Frederic Bucci

Scuola Normale Superiore

Piazza dei Cavalieri, 7

Pisa, 56126

Italy

SCHOLARLY PAPERS

5

DOWNLOADS

212

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Crossover from Linear to Square-Root Market Impact

Number of pages: 5 Posted: 06 Dec 2018
Scuola Normale Superiore, Ecole Polytechnique, Palaiseau, Università di Bologna and Capital Fund Management
Downloads 61 (353,992)
Citation 2

Abstract:

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2.

Co-Impact: Crowding Effects in Institutional Trading Activity

Number of pages: 29 Posted: 10 May 2018
Scuola Normale Superiore, Capital Fund Management, Capital Fund Management, Università di Bologna, Capital Fund Management and Capital Fund Management
Downloads 45 (405,967)
Citation 5

Abstract:

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3.

Impact Is Not Just Volatility

Number of pages: 5 Posted: 03 Jun 2019
Scuola Normale Superiore, Capital Fund Management, Ecole Polytechnique, Palaiseau and Capital Fund Management
Downloads 42 (417,120)

Abstract:

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4.

Are Trading Invariants Really Invariant? Trading Costs Matter

Number of pages: 13 Posted: 27 Feb 2019
Scuola Normale Superiore, Università di Bologna, Capital Fund Management and Ecole Polytechnique, Palaiseau
Downloads 37 (436,943)

Abstract:

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5.

Slow Decay of Impact in Equity Markets: Insights From the ANcerno Database

Number of pages: 12 Posted: 28 Jan 2019
Scuola Normale Superiore, Ecole Polytechnique, Palaiseau, Università di Bologna and Capital Fund Management
Downloads 27 (482,919)
Citation 1

Abstract:

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