Before revision:  To reduce the complexity of the model and the number of fit parameters, we focus on three scenarios and carry out numerical simulations. We also introduce a diffusion function that measures the correlated motion of prices from different stocks to test our simulated results.
After revision:  To quantify the self- and cross-impacts, we propose a construction to fix the parameters in the impact functions. These parameters are further corroborated by a diffusion function that measures the correlated motion of prices from different stocks to test our simulated results.