Bonart, Julius: search on Z-Library

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1

Trades, Quotes and Prices (Financial Markets Under the Microscope) || The Profitability of Market-Making

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 294 KB

english, 2018

2

Trades, Quotes and Prices (Financial Markets Under the Microscope) || The Santa Fe Model for Limit Order Books

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 662 KB

english, 2018

3

Trades, Quotes and Prices (Financial Markets Under the Microscope) || HOW AND WHY DO PRICES MOVE?

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 49 KB

english, 2018

4

Queue Imbalance as a One-Tick-Ahead Price Predictor in a Limit Order Book

Gould, Martin D., Bonart, Julius

Journal:

Market Microstructure and Liquidity

Year:

2016

Language:

english

File:

PDF, 676 KB

english, 2016

5

Trades, Quotes and Prices (Financial Markets Under the Microscope) || The Impact of Metaorders

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 347 KB

english, 2018

6

Trades, Quotes and Prices (Financial Markets Under the Microscope) || PRICE IMPACT

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 47 KB

english, 2018

7

Trades, Quotes and Prices (Financial Markets Under the Microscope) || The Impact of Market Orders

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 610 KB

english, 2018

8

Trades, Quotes and Prices (Financial Markets Under the Microscope) || The Determinants of the Bid–Ask Spread

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 492 KB

english, 2018

9

Trades, Quotes and Prices (Financial Markets Under the Microscope) || Limit Order Books

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 215 KB

english, 2018

10

Trades, Quotes and Prices (Financial Markets Under the Microscope) || Market Fairness and Stability

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 180 KB

english, 2018

11

Trades, Quotes and Prices (Financial Markets Under the Microscope) || Single-Queue Dynamics for Large-Tick Stocks

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 285 KB

english, 2018

12

Trades, Quotes and Prices (Financial Markets Under the Microscope) || Joint-Queue Dynamics for Large-Tick Stocks

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 381 KB

english, 2018

13

Trades, Quotes and Prices (Financial Markets Under the Microscope) || Empirical Properties of Limit Order Books

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 1.26 MB

english, 2018

14

Trades, Quotes and Prices (Financial Markets Under the Microscope) || Impact Dynamics in a Continuous-Time Double Auction

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 237 KB

english, 2018

15

Trades, Quotes and Prices (Financial Markets Under the Microscope) || Long-Range Persistence of Order Flow

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 348 KB

english, 2018

16

Trades, Quotes and Prices (Financial Markets Under the Microscope) || Latent Liquidity and Walrasian Auctions

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 415 KB

english, 2018

17

Trades, Quotes and Prices (Financial Markets Under the Microscope) || The Ecology of Financial Markets

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 382 KB

english, 2018

18

Trades, Quotes and Prices (Financial Markets Under the Microscope) || The Information Content of Prices

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 153 KB

english, 2018

19

Trades, Quotes and Prices (Financial Markets Under the Microscope) || The Statistics of Price Changes: An Informal Primer

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 345 KB

english, 2018

20

Trades, Quotes and Prices (Financial Markets Under the Microscope) || PRACTICAL CONSEQUENCES

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 46 KB

english, 2018

21

Trades, Quotes and Prices (Financial Markets Under the Microscope) || Optimal Execution

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 230 KB

english, 2018

22

Trades, Quotes and Prices (Financial Markets Under the Microscope) || LIMIT ORDER BOOKS: MODELS

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 47 KB

english, 2018

23

Trades, Quotes and Prices (Financial Markets Under the Microscope) || Appendix

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 171 KB

english, 2018

24

Latency and liquidity provision in a limit order book

Bonart, Julius, Gould, Martin D.

Journal:

Quantitative Finance

Year:

2017

Language:

english

File:

PDF, 2.36 MB

english, 2017

25

Trades, Quotes and Prices (Financial Markets Under the Microscope) || CLUSTERING AND CORRELATIONS

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 49 KB

english, 2018

26

Trades, Quotes and Prices (Financial Markets Under the Microscope) || Time Clustering and Hawkes Processes

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 261 KB

english, 2018

27

Trades, Quotes and Prices (Financial Markets Under the Microscope) || MARKET DYNAMICS AT THE MICRO-SCALE

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 49 KB

english, 2018

28

Trades, Quotes and Prices (Financial Markets Under the Microscope) || Generalised Propagator Models

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 467 KB

english, 2018

29

Trades, Quotes and Prices (Financial Markets Under the Microscope) || ADVERSE SELECTION AND LIQUIDITY PROVISION

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 46 KB

english, 2018

30

Trades, Quotes and Prices (Financial Markets Under the Microscope) || LIMIT ORDER BOOKS: INTRODUCTION

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 46 KB

english, 2018

31

From nonequilibrium quantum Brownian motion to impurity dynamics in one-dimensional quantum liquids

Bonart, Julius, Cugliandolo, Leticia F.

Journal:

Physical Review A

Year:

2012

Language:

english

File:

PDF, 387 KB

english, 2012

32

What is the Optimal Tick Size? A Cross-Sectional Analysis of Execution Costs on NASDAQ

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 937 KB

english, 2016

33

Trades, Quotes and Prices (Financial Markets Under the Microscope) || Single-Queue Dynamics: Simple Models

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 301 KB

english, 2018

34

A Fully Consistent, Minimal Model for Non-Linear Market Impact

Donier, Jonathan, Bonart, Julius Friedrich, Mastromatteo, Iacopo, Bouchaud, Jean-Philippe

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 387 KB

english, 2014

35

A continuous and efficient fundamental price on the discrete order book grid

Bonart, Julius, Lillo, Fabrizio

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2018

Language:

english

File:

PDF, 613 KB

english, 2018

36

Strategic Liquidity Provision in a Limit Order Book

Bonart, Julius, Gould, Martin David

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 3.50 MB

english, 2015

37

Instabilities in large economies: aggregate volatility without idiosyncratic shocks

Bonart, Julius, Bouchaud, Jean-Philippe, Landier, Augustin, Thesmar, David

Journal:

Journal of Statistical Mechanics Theory and Experiment

Year:

2014

Language:

english

File:

PDF, 596 KB

english, 2014

38

A Continuous and Efficient Fundamental Price on the Discrete Order Book Grid

Bonart, Julius, Lillo, Fabrizio

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 1.18 MB

english, 2016

39

Trades, Quotes and Prices (Financial Markets Under the Microscope) || The Propagator Model

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 391 KB

english, 2018

40

Trades, Quotes and Prices (Financial Markets Under the Microscope) || The Kyle Model

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 115 KB

english, 2018

41

Resistive double-diffusive instability in the dead zones of protostellar discs

Henrik N. Latter, Julius F. Bonart, Steven A. Balbus

Journal:

Monthly Notices of the Royal Astronomical Society

Year:

2010

Language:

english

File:

PDF, 625 KB

english, 2010

42

Critical Langevin dynamics of the O(N) Ginzburg–Landau model with correlated noise

Bonart, Julius, Cugliandolo, Leticia F, Gambassi, Andrea

Journal:

Journal of Statistical Mechanics Theory and Experiment

Year:

2012

Language:

english

File:

PDF, 725 KB

english, 2012

43

Differential rotation and convection in the Sun

Steven A. Balbus, Julius Bonart, Henrik N. Latter, Nigel O. Weiss

Journal:

Monthly Notices of the Royal Astronomical Society

Year:

2009

Language:

english

File:

PDF, 10.91 MB

english, 2009

44

Dissipative phase transition in a pair of coupled noisy two-level systems

Journal:

Physical Review B

Year:

2013

Language:

english

File:

PDF, 182 KB

english, 2013

45

Trades, Quotes and Prices (Financial Markets Under the Microscope) || MARKET DYNAMICS AT THE MESO-SCALE

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 49 KB

english, 2018

46

Trades, Quotes and Prices (Financial Markets Under the Microscope) || Preface

Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, Martin

Year:

2018

Language:

english

File:

PDF, 54 KB

english, 2018

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