Guillaume Maitrier

Ladhyx UMR CNRS 7646

Ecole polytechnique

Palaiseau, 91128

France

BNP Paribas

Paris

France

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Microstructure Modes -- Disentangling the Joint Dynamics of Prices & Order Flow

Number of pages: 19 Posted: 18 May 2024

Salma ELOMARI-KESSAB, Guillaume Maitrier, Julius Bonart and Jean-Philippe Bouchaud

Ladhyx UMR CNRS 7646, Ladhyx UMR CNRS 7646, Capital Fund Management and Capital Fund Management

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