no. 2
Large investor trading impacts on volatility
Annales de l'I.H.P. Analyse non linéaire, Tome 24 (2007) no. 2, pp. 311-323 
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     title = {Large investor trading impacts on volatility},
     journal = {Annales de l'I.H.P. Analyse non lin\'eaire},
     pages = {311--323},
     year = {2007},
     publisher = {Elsevier},
     volume = {24},
     number = {2},
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     mrnumber = {2310697},
     language = {en},
     url = {https://www.numdam.org/articles/10.1016/j.anihpc.2005.12.006/}
}
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Lions, Pierre-Louis; Lasry, Jean-Michel. Large investor trading impacts on volatility. Annales de l'I.H.P. Analyse non linéaire, Tome 24 (2007) no. 2, pp. 311-323. doi: 10.1016/j.anihpc.2005.12.006

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