. Almgren, Direct estimation of equity market impact, Risk, issue.7, pp.1858-62, 2005.

. Bacry, Market Impacts and the Life Cycle of Investors Orders, Market Microstructure and Liquidity, vol.2010, issue.1, p.1550009, 2015.
DOI : 10.1016/S0378-4371(02)01896-4

R. Bershova, N. Bershova, and D. Rakhlin, The non-linear market impact of large trades: Evidence from buy-side order flow, Quantitative Finance, issue.11, pp.131759-1778, 2013.

. Farmer, How efficiency shapes market impact, Quantitative Finance, issue.11, pp.131743-1758, 2013.
DOI : 10.2139/ssrn.2235751

URL : http://arxiv.org/abs/1102.5457

J. Gatheral, No-dynamic-arbitrage and market impact, Quantitative Finance, vol.8, issue.7, pp.749-759, 2010.
DOI : 10.1080/14697680500244411

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.377.7210

. Gatheral, Exponential resilience and decay of market impact. Econophysics of order-driven markets, pp.225-236, 2011.
DOI : 10.1007/978-88-470-1766-5_15

W. Gomes, C. Gomes, and H. Waelbroeck, Is market impact a measure of the information value of trades? Market response to liquidity vs. informed metaorders, Quantitative Finance, vol.18, issue.7, pp.773-793, 2015.
DOI : 10.1103/PhysRevE.77.036110

. Moro, Market impact and trading profile of hidden orders in stock markets, Physical Review E, vol.2005, issue.6, p.66102, 2009.
DOI : 10.1111/j.1540-6261.2008.01357.x

. Toth, Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets, Physical Review X, vol.4, issue.2, p.21006, 2011.
DOI : 10.1142/S0219477505002574