@article{dopricetrajectorydataincreasethe,
  title = {Do price trajectory data increase the efficiency of market impact estimation?},
  author = {Fengpei Li and Vitalii Ihnatiuk and Ryan Kinnear and Anderson Schneider and Yuriy Nevmyvaka},
  year = {2022},
  eprint = {2205.13423},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2205.13423v3},
}