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Julius Bonart
Julius Bonart
Verified email at ucl.ac.uk
Title
Cited by
Cited by
Year
Trades, quotes and prices: financial markets under the microscope
JP Bouchaud, J Bonart, J Donier, M Gould
Cambridge University Press, 2018
2082018
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
1162015
A Million Metaorder Analysis of Market Impact on the Bitcoin
J Donier, J Bonart
SSRN, 2014
712014
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
632009
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
522016
From nonequilibrium quantum Brownian motion to impurity dynamics in one-dimensional quantum liquids
J Bonart, LF Cugliandolo
Physical Review A 86 (2), 023636, 2012
412012
Effective potential and polaronic mass shift in a trapped dynamical impurity–Luttinger liquid system
J Bonart, LF Cugliandolo
Europhysics Letters 101 (1), 16003, 2013
302013
Latency and liquidity provision in a limit order book
J Bonart, MD Gould
Quantitative Finance 17 (10), 1601-1616, 2017
222017
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
222012
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
212014
Trades, Quotes and Prices: Financial Markets Under the Microscope, 2018
JP Bouchaud, J Bonart, J Donier, M Gould
Cambridge University Press: Cambridge, 0
14
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
122018
Dissipative phase transition in a pair of coupled noisy two-level systems
J Bonart
Physical Review B 88 (12), 125139, 2013
102013
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
92010
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
Europhysics Letters 104 (5), 50010, 2014
82014
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
32017
Phase transitions and diffusion in dissipative classical and quantum systems
J Bonart
Paris, 2013
32013
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
Order statistics of horse racing and the randomly broken stick
PA Bebbington, J Bonart
arXiv preprint arXiv:1612.02567, 2016
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
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