1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.TR2023
Cognitive Energy Cost of Informed Decisions
Michele Vodret
Time irreversibility in neuronal dynamics has recently been demonstrated to correlate with various indicators of cognitive effort in living systems. Using Landauer's principle, whi…
q-fin.TR2021★ 1 cited
Do fundamentals shape the price response? A critical assessment of linear impact models
Michele Vodret, Iacopo Mastromatteo, Bence Tóth +1
We compare the predictions of the stationary Kyle model, a microfounded multi-step linear price impact model in which market prices forecast fundamentals through information encode…