Anyone who has stuck their hand into a disorganized toolbox knows that the odds of getting a cut, pinched or punctured finger are high. The same is true for financial professionals looking for something to shape the vast pools of more-or-less structured data available to them.
EPFR Papers: Estimating asymmetric price impact
This paper studies the asymmetric price impacts mutual fund and ETF flows have on individual stocks in demand-based asset pricing.