@article{whyistheestimationofmetaorderimpact,
  title = {Why is the estimation of metaorder impact with public market data so challenging?},
  author = {Manuel Naviglio and Giacomo Bormetti and Francesco Campigli and German Rodikov and Fabrizio Lillo},
  year = {2025},
  eprint = {2501.17096},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2501.17096v1},
}