Items where Author is "Mertens, Luca Philippe"

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Mertens, Luca Philippe, Ciacci, Alberto, Lillo, Fabrizio and Livieri, Giulia ORCID: 0000-0002-3777-7329 (2021) Liquidity fluctuations and the latent dynamics of price impact. Quantitative Finance, 22 (1). pp. 149-169. ISSN 1469-7688

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