Faculty of Natural Sciences, Department of Mathematics
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The CFM - Imperial Institute of Quantitative Finance
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Alternative lists of publications
Bucci F, Mastromatteo I, Eisler Z, et al.Bucci F, Mastromatteo I, Eisler Z, Lillo F, Bouchaud J-P, Lehalle C-A close, 2019, Co-impact: crowding effects in institutional trading activity, Quantitative Finance, Vol:20, ISSN:1469-7688, Pages:193-205