@article{thedoublesquarerootlawevidenceforthe, title = {The "double" square-root law: Evidence for the mechanical origin of market impact using Tokyo Stock Exchange data}, author = {Guillaume Maitrier and Grégoire Loeper and Kiyoshi Kanazawa and Jean-Philippe Bouchaud}, year = {2025}, eprint = {2502.16246}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2502.16246v1}, }