Strict universality of the square-root law in price impact across stocks: a complete survey of the Tokyo stock exchange

Yuki Sato, Kiyoshi Kanazawa

Open source

DOI: 10.1103/65jz-81kv
Published: 2024-11-21T09:28:26Z
Container: Phys. Rev. Lett. 135, 257401 (2025)
Publisher: arXiv
Open access: yes

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Cite this work

BibTeX

@article{allodium:10.1103/65jz-81kv,
  title = {Strict universality of the square-root law in price impact across stocks: a complete survey of the Tokyo stock exchange},
  author = {Yuki Sato and Kiyoshi Kanazawa},
  year = {2024},
  journal = {Phys. Rev. Lett. 135, 257401 (2025)},
  doi = {10.1103/65jz-81kv},
  url = {https://doi.org/10.1103/65jz-81kv}
}

RIS

TY  - JOUR
TI  - Strict universality of the square-root law in price impact across stocks: a complete survey of the Tokyo stock exchange
AU  - Yuki Sato
AU  - Kiyoshi Kanazawa
PY  - 2024
JO  - Phys. Rev. Lett. 135, 257401 (2025)
DO  - 10.1103/65jz-81kv
UR  - https://doi.org/10.1103/65jz-81kv
ER  -

APA

Sato, Y., & Kanazawa, K. (2024). Strict universality of the square-root law in price impact across stocks: a complete survey of the Tokyo stock exchange. Phys. Rev. Lett. 135, 257401 (2025). https://doi.org/10.1103/65jz-81kv

Source records

arxiv · retrieved 2026-09-25T19:58:17.403Z