Julius Bonart
Julius Bonart
Adresse e-mail validée de ucl.ac.uk
TitreCitée parAnnée
A fully consistent, minimal model for non-linear market impact
J Donier, J Bonart, I Mastromatteo, JP Bouchaud
Quantitative finance 15 (7), 1109-1121, 2015
512015
Differential rotation and convection in the Sun
SA Balbus, J Bonart, HN Latter, NO Weiss
Monthly Notices of the Royal Astronomical Society 400 (1), 176-182, 2009
442009
A Million Metaorder Analysis of Market Impact on the Bitcoin
J Donier, J Bonart
SSRN, 2014
322014
From nonequilibrium quantum Brownian motion to impurity dynamics in one-dimensional quantum liquids
J Bonart, LF Cugliandolo
Physical Review A 86 (2), 023636, 2012
312012
Effective potential and polaronic mass shift in a trapped dynamical impurity–Luttinger liquid system
J Bonart, LF Cugliandolo
EPL (Europhysics Letters) 101 (1), 16003, 2013
232013
Queue imbalance as a one-tick-ahead price predictor in a limit order book
MD Gould, J Bonart
Market Microstructure and Liquidity 2 (02), 1650006, 2016
182016
Trades, quotes and prices: financial markets under the microscope
JP Bouchaud, J Bonart, J Donier, M Gould
Cambridge University Press, 2018
172018
Critical Langevin dynamics of the O (N) Ginzburg–Landau model with correlated noise
J Bonart, LF Cugliandolo, A Gambassi
Journal of Statistical Mechanics: Theory and Experiment 2012 (01), P01014, 2012
162012
Instabilities in large economies: aggregate volatility without idiosyncratic shocks
J Bonart, JP Bouchaud, A Landier, D Thesmar
Journal of Statistical Mechanics: Theory and Experiment 2014 (10), P10040, 2014
122014
Latency and liquidity provision in a limit order book
J Bonart, MD Gould
Quantitative Finance 17 (10), 1601-1616, 2017
112017
Resistive double-diffusive instability in the dead zones of protostellar discs
HN Latter, JF Bonart, SA Balbus
Monthly Notices of the Royal Astronomical Society 405 (3), 1831-1839, 2010
82010
Exact dynamics and thermalization of an open bosonic quantum system in the presence of a quantum phase transition induced by the environment
A Rançon, J Bonart
EPL (Europhysics Letters) 104 (5), 50010, 2014
52014
Dissipative phase transition in a pair of coupled noisy two-level systems
J Bonart
Physical Review B 88 (12), 125139, 2013
42013
A continuous and efficient fundamental price on the discrete order book grid
J Bonart, F Lillo
Physica A: Statistical Mechanics and its Applications 503, 698-713, 2018
22018
Mathematical aspects of delayed market clearing in order driven markets and its applications to non-Markovian price impact and optimal execution
J Bonart
Available at SSRN 2659092, 2015
22015
Phase transitions and diffusion in dissipative classical and quantum systems
J Bonart
Paris, 2013
12013
What is the Optimal Tick Size? A Cross-Sectional Analysis of Execution Costs on NASDAQ
J Bonart
A Cross-Sectional Analysis of Execution Costs on NASDAQ (March 14, 2017), 2017
2017
Order statistics of horse racing and the randomly broken stick
P Bebbington, J Bonart
2016
From non equilibrium quantum Brownian motion to impurity dynamics in 1D quantum liquids
J Bonart, LF Cugliandolo
arXiv preprint arXiv:1203.5273, 2012
2012
Complexity Research Initiative for Systemic InstabilitieS
J Bonart, JP Bouchaud, A Landier, D Thesmar
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