| Trades, quotes and prices: financial markets under the microscope JP Bouchaud, J Bonart, J Donier, M Gould Cambridge University Press, 2018 | 224 | 2018 |
| 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 | 118 | 2015 |
| A Million Metaorder Analysis of Market Impact on the Bitcoin J Donier, J Bonart SSRN, 2014 | 72 | 2014 |
| 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 | 64 | 2009 |
| 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 | 54 | 2016 |
| From nonequilibrium quantum Brownian motion to impurity dynamics in one-dimensional quantum liquids J Bonart, LF Cugliandolo Physical Review A—Atomic, Molecular, and Optical Physics 86 (2), 023636, 2012 | 43 | 2012 |
| Effective potential and polaronic mass shift in a trapped dynamical impurity–Luttinger liquid system J Bonart, LF Cugliandolo Europhysics Letters 101 (1), 16003, 2013 | 30 | 2013 |
| Latency and liquidity provision in a limit order book J Bonart, MD Gould Quantitative Finance 17 (10), 1601-1616, 2017 | 22 | 2017 |
| 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 | 22 | 2014 |
| Critical Langevin dynamics of the O (N)-Ginzburg-Landau model with correlated noise J Bonart, LF Cugliandolo, A Gambassi arXiv preprint arXiv:1109.4107, 2011 | 22 | 2011 |
| Trades, Quotes and Prices: Financial Markets Under the Microscope, 2018 JP Bouchaud, J Bonart, J Donier, M Gould Cambridge University Press: Cambridge, 0 | 16 | |
| 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 | 13 | 2018 |
| Dissipative phase transition in a pair of coupled noisy two-level systems J Bonart Physical Review B—Condensed Matter and Materials Physics 88 (12), 125139, 2013 | 10 | 2013 |
| 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 | 10 | 2010 |
| 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 | 8 | 2014 |
| 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 | 3 | 2017 |
| Phase transitions and diffusion in dissipative classical and quantum systems J Bonart Paris, 2013 | 3 | 2013 |
| 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 | 2 | 2015 |
| " Microstructure Modes"--Disentangling the Joint Dynamics of Prices & Order Flow S Elomari-Kessab, G Maitrier, J Bonart, JP Bouchaud arXiv preprint arXiv:2405.10654, 2024 | 1 | 2024 |
| Order statistics of horse racing and the randomly broken stick PA Bebbington, J Bonart arXiv preprint arXiv:1612.02567, 2016 | | 2016 |
Leticia F. CugliandoloSorbonne Université, Paris, FranceVerified email at lpthe.jussieu.fr
