@article{abayesianderivationofthesquarerootlaw,
  title = {A Bayesian theory of market impact},
  author = {Louis Saddier and Matteo Marsili},
  year = {2023},
  eprint = {2303.08867},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2303.08867v4},
}