Donier, S.: 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

Analyse de risques par la méthode AMDEC de la préparation des doses à administrer par un automate de formes orales sèches

Donier, L., Sansberro, D., Barthod, V., Clerget, D., Tissot, E.

Journal:

Le Pharmacien Hospitalier et Clinicien

Year:

2017

Language:

french

File:

PDF, 302 KB

french, 2017

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

Quadratic Hawkes processes for financial prices

Blanc, P., Donier, J., Bouchaud, J.-P.

Journal:

Quantitative Finance

Year:

2016

Language:

english

File:

PDF, 866 KB

english, 2016

7

A Million Metaorder Analysis of Market Impact on the Bitcoin

Donier, J., Bonart, J.

Journal:

Market Microstructure and Liquidity

Year:

2015

Language:

english

File:

PDF, 1.44 MB

english, 2015

8

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

9

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

10

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

11

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

12

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

13

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

14

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

15

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

16

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

17

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

18

A fully consistent, minimal model for non-linear market impact

Donier, J., Bonart, J., Mastromatteo, I., Bouchaud, J.-P.

Journal:

Quantitative Finance

Year:

2015

Language:

english

File:

PDF, 774 KB

english, 2015

19

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

20

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

21

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

22

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

23

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

24

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

25

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

26

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

27

Développement galénique et analytique d’un collyre au bévacizumab à 5 mg/mL : étude de stabilité

Donier, L., Fagnoni-Legat, C., Limat, S., Gauthier, A.-S., Delbosc, B., Guillaume, Y.

Journal:

Le Pharmacien Hospitalier et Clinicien

Year:

2017

File:

PDF, 696 KB

2017

28

Conciliation médicamenteuse priorisée sur les patients à risque en chirurgie programmée ou après admission par les urgences

Donier, L., Mondoloni, P., Lory, P., Marceau, L., Leroy, B., Renzullo, C., Coutet, J.

Journal:

Le Pharmacien Hospitalier et Clinicien

Year:

2018

File:

PDF, 656 KB

2018

29

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

30

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

31

Unravelling the Trading Invariance Hypothesis

Benzaquen, Michael, Donier, Jonathan, Bouchaud, Jean-Philippe

Journal:

Market Microstructure and Liquidity

Year:

2017

Language:

english

File:

PDF, 1.25 MB

english, 2017

32

Multi-sensor observations of an elevated rotor during a mountain wave event in the Eastern Pyrenees

Udina, Mireia, Bech, Joan, González, Sergi, Soler, Maria Rosa, Paci, Alexandre, Miró, Josep Ramón, Trapero, Laura, Donier, Jean Marie, Douffet, Thierry, Codina, Bernat, Pineda, Nicolau

Journal:

Atmospheric Research

Year:

2019

Language:

english

File:

PDF, 691 KB

english, 2019

33

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

34

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

35

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

36

Wintertime Local Wind Dynamics from Scanning Doppler Lidar and Air Quality in the Arve River Valley

Sabatier, Tiphaine, Paci, Alexandre, Canut, Guylaine, Largeron, Yann, Dabas, Alain, Donier, Jean-Marie, Douffet, Thierry

Journal:

Year:

2018

Language:

english

File:

PDF, 6.92 MB

english, 2018

37

Evaluation of the lake model FLake over a coastal lagoon during the THAUMEX field campaign

Le Moigne, Patrick, Legain, Dominique, Lagarde, Franck, Potes, Miguel, Tzanos, Diane, Moulin, Eric, Barrié, Joel, Salgado, Rui, Messiaen, GRÉGORY, Fiandrino, Annie, Donier, Sylvie, Traullé, Olivier, J

Journal:

Year:

2013

Language:

english

File:

PDF, 1.60 MB

english, 2013

38

Multi-sensor observations of an elevated rotor during a mountain wave event in the Eastern Pyrenees

Udina, Mireia, Bech, Joan, González, Sergi, Soler, Maria Rosa, Paci, Alexandre, Miró, Josep Ramón, Trapero, Laura, Donier, Jean Marie, Douffet, Thierry, Codina, Bernat, Pineda, Nicolau

Journal:

Atmospheric Research

Year:

2019

File:

PDF, 691 KB

2019

39

Regional-scale evaluation of a land surface scheme from atmospheric boundary layer observations

Noilhan, J., Donier, S., Lacarrère, P., Sarrat, C., Le Moigne, P.

Journal:

Journal of Geophysical Research

Year:

2011

Language:

english

File:

PDF, 2.04 MB

english, 2011

40

Multiresolution expectation maximization reconstruction algorithm for positron emission tomography using wavelet processing

Raheja, A., Doniere, T.F., Dhawan, A.P.

Journal:

IEEE Transactions on Nuclear Science

Year:

1999

Language:

english

File:

PDF, 1.05 MB

english, 1999

41

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

42

Why Do Markets Crash? Bitcoin Data Offers Unprecedented Insights

Donier, Jonathan, Bouchaud, Jean-Philippe, Bask, Mikael

Journal:

Year:

2015

Language:

english

File:

PDF, 2.38 MB

english, 2015

43

Unravelling the Trading Invariance Hypothesis

Benzaquen, Michael, Donier, Jonathan, Bouchaud, Jean-Philippe

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 1.13 MB

english, 2016

44

Alteration of erythrocyte membrane polyunsaturated fatty acids in preterm newborns with retinopathy of prematurity

Pallot, Charlotte, Mazzocco, Julie, Meillon, Cyril, Semama, Denis S., Chantegret, Corinne, Ternoy, Ninon, Martin, Delphine, Donier, Aurélie, Gregoire, Stéphane, Creuzot-Garcher, Catherine P., Bron, Al

Journal:

Scientific Reports

Year:

2019

Language:

english

File:

PDF, 2.21 MB

english, 2019

45

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

46

L1CAM Binds ErbB Receptors through Ig-Like Domains Coupling Cell Adhesion and Neuregulin Signalling

Donier, Emanuelle, Gomez-Sanchez, Jose Antonio, Grijota-Martinez, Carmen, Lakomá, Jarmila, Baars, Sigrid, Garcia-Alonso, Luis, Cabedo, Hugo, Faivre-sarrailh, Catherine

Journal:

Year:

2012

Language:

english

File:

PDF, 423 KB

english, 2012

47

From Walras' Auctioneer to Continuous Time Double Auctions: A General Dynamic Theory of Supply and Demand

Donier, Jonathan, Bouchaud, Jean-Philippe

Journal:

SSRN Electronic Journal

Year:

2015

File:

PDF, 545 KB

2015

48

Impact of coherent eddies on airborne measurements of vertical turbulent fluxes

Marie Lothon, Fleur Couvreux, Sylvie Donier, Françoise Guichard, Pierre Lacarrère, Donald H. Lenschow, Joël Noilhan, Frédérique Saïd

Journal:

Boundary-Layer Meteorology

Year:

2007

Language:

english

File:

PDF, 1.33 MB

english, 2007

49

Regulation of ASIC activity by ASIC4 – new insights into ASIC channel function revealed by a yeast two-hybrid assay

Emmanuelle Donier, François Rugiero, Céline Jacob, John N. Wood

Journal:

European Journal of Neuroscience

Year:

2008

Language:

english

File:

PDF, 1.01 MB

english, 2008

50

Annexin II Light Chain p11 Promotes Functional Expression of Acid-sensing Ion Channel ASIC1a

Donier, E., Rugiero, F., Okuse, K., Wood, J. N.

Journal:

Journal of Biological Chemistry

Year:

2005

Language:

english

File:

PDF, 292 KB

english, 2005

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