@article{thesubtleinterplaybetweensquareroot,
  title = {The Subtle Interplay between Square-root Impact, Order Imbalance & Volatility: A Unifying Framework},
  author = {Guillaume Maitrier and Jean-Philippe Bouchaud},
  year = {2025},
  eprint = {2506.07711},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2506.07711v4},
}