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hal-02323544v1  Journal articles
Michael BenzaquenJean-Philippe Bouchaud. A fractional reaction–diffusion description of supply and demand
European Physical Journal B: Condensed Matter and Complex Systems, Springer-Verlag, 2018, 91 (2), ⟨10.1140/epjb/e2017-80246-9⟩
hal-02323182v1  Journal articles
Frédéric BucciIacopo MastromatteoMichael BenzaquenJean-Philippe Bouchaud. Impact is not just volatility
Quantitative Finance, Taylor & Francis (Routledge), 2019, 19 (11), pp.1763-1766. ⟨10.1080/14697688.2019.1622768⟩
hal-02323248v1  Journal articles
Michael BenzaquenJ.-P. Bouchaud. Market impact with multi-timescale liquidity
Quantitative Finance, Taylor & Francis (Routledge), 2018, 18 (11), pp.1781-1790. ⟨10.1080/14697688.2018.1444279⟩
hal-02323373v1  Journal articles
Lorenzo Dall’amicoAntoine FossetJean-Philippe BouchaudMichael Benzaquen. How does latent liquidity get revealed in the limit order book?
Journal of Statistical Mechanics: Theory and Experiment, IOP Publishing, 2019, 2019 (1), pp.013404. ⟨10.1088/1742-5468/aaf10e⟩