The inelastic market hypothesis: a microstructural interpretation

Jean-Philippe Bouchaud

Quantitative Finance, 2022, vol. 22, issue 10, 1785-1795

Abstract: The Inelastic Market Hypothesis multiplier is predicted by the Latent Liquidity Theory of price impact

Date: 2022
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DOI: 10.1080/14697688.2022.2068052

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