64 citations · 133 across the 5 of their papers we have counts for
5 papers
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…
Dissecting cross-impact on stock markets: An empirical analysis
Michael Benzaquen, Iacopo Mastromatteo, Zoltan Eisler +1
The vast majority of market impact studies assess each product individually, and the interactions between the different order flows are disregarded. This strong approximation may l…
Elastic interactions between topological defects in chiral nematic shells
Alexandre Darmon, Olivier Dauchot, Teresa Lopez-Leon +1
We present a novel, self-consistent and robust theoretical model to investigate elastic interactions between topological defects in liquid crystal shells. Accounting for the non-co…
Approach to universal self-similar attractor for the levelling of thin liquid films
Michael Benzaquen, Paul Fowler, Laetitia Jubin +3
We compare the capillary levelling of a random surface perturbation on a thin polystyrene film with a theoretical study on the two-dimensional capillary-driven thin film equation.…
Wake pattern and wave resistance for anisotropic moving objects
Michael Benzaquen, Alexandre Darmon, Elie Raphaël
We present a theoretical study of gravity waves generated by an anisotropic moving disturbance. We model the moving object by an elliptical pressure field of given aspect ratio $\m…