@article{priceresponsefunctionsandspreadimpactin,
  title = {Price response functions and spread impact in correlated financial markets},
  author = {Juan C. Henao-Londono and Sebastian M. Krause and Thomas Guhr},
  year = {2020},
  eprint = {2010.15105},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2010.15105v1},
}