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The Universal Law Behind Market Price Swings
- bikenaga 10mo agoOriginal article: "Strict Universality of the Square-Root Law in Price Impact across Stocks: A Complete Survey of the Tokyo Stock Exchange" - https://journals.aps.org/prl/abstract/10.1103/65jz-81kv https://journals.aps.org/prl/abstract/10.1103/65jz-81kv
- k310 10mo agoSave your money. https://arxiv.org/html/2411.13965v3 https://arxiv.org/html/2411.13965v3