@article{wheniscrossimpactrelevant,
  title = {When is cross impact relevant?},
  author = {Victor Le Coz and Iacopo Mastromatteo and Damien Challet and Michael Benzaquen},
  year = {2023},
  eprint = {2305.16915},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2305.16915v2},
}