Anomalous price impact and the critical nature of liquidity in financial markets B Tóth, Y Lemperiere, C Deremble, J De Lataillade, J Kockelkoren, ... Physical Review X 1 (2), 021006, 2011 | 281 | 2011 |
The price impact of order book events: market orders, limit orders and cancellations Z Eisler, JP Bouchaud, J Kockelkoren Quantitative Finance 12 (9), 1395-1419, 2012 | 216 | 2012 |
Relation between bid–ask spread, impact and volatility in order-driven markets M Wyart, JP Bouchaud, J Kockelkoren, M Potters, M Vettorazzo Quantitative finance 8 (1), 41-57, 2008 | 198 | 2008 |
Relation between bid–ask spread, impact and volatility in order-driven markets M Wyart, JP Bouchaud, J Kockelkoren, M Potters, M Vettorazzo Quantitative finance 8 (1), 41-57, 2008 | 197 | 2008 |
Random walks, liquidity molasses and critical response in financial markets JP Bouchaud, J Kockelkoren, M Potters Quantitative finance 6 (02), 115-123, 2006 | 180 | 2006 |
Computational approach for modeling intra-and extracellular dynamics J Kockelkoren, H Levine, WJ Rappel Physical Review E 68 (3), 037702, 2003 | 101 | 2003 |
Absorbing phase transitions of branching-annihilating random walks J Kockelkoren, H Chaté Physical review letters 90 (12), 125701, 2003 | 100 | 2003 |
Slow decay of impact in equity markets X Brokmann, E Serie, J Kockelkoren, JP Bouchaud Market Microstructure and Liquidity 1 (02), 1550007, 2015 | 65 | 2015 |
How does the market react to your order flow? B Toth, Z Eisler, F Lillo, J Kockelkoren, JP Bouchaud, JD Farmer Quantitative Finance 12 (7), 1015-1024, 2012 | 48 | 2012 |
Fokker-planck description for the queue dynamics of large tick stocks A Gareche, G Disdier, J Kockelkoren, JP Bouchaud Physical Review E 88 (3), 032809, 2013 | 37 | 2013 |
Models for the impact of all order book events Z Eisler, JP Bouchaud, J Kockelkoren arXiv preprint arXiv:1107.3364, 2011 | 20 | 2011 |
Late stages of coarsening in model C J Kockelkoren, H Chaté Physica D: Nonlinear Phenomena 168, 80-92, 2002 | 15 | 2002 |
Comment on “Deterministic equations of motion and phase ordering dynamics” J Kockelkoren, H Chaté Physical Review E 65 (5), 058101, 2002 | 12 | 2002 |
Phase-ordering and persistence: relative effects of space-discretization, chaos, and anisotropy J Kockelkoren, A Lemaı̂tre, H Chaté Physica A: Statistical Mechanics and its Applications 288 (1-4), 326-337, 2000 | 9 | 2000 |
Phase-ordering and persistence: relative effects of space-discretization, chaos, and anisotropy J Kockelkoren, A Lemaı̂tre, H Chaté Physica A: Statistical Mechanics and its Applications 288 (1-4), 326-337, 2000 | 9 | 2000 |
Agnostic risk parity: Taming known and unknown-unknowns R Benichou, Y Lempérière, J Kockelkoren, P Seager, JP Bouchaud, ... arXiv preprint arXiv:1610.08818, 2016 | 7 | 2016 |
Evidence for slow velocity relaxation in front propagation in Rayleigh–Bénard convection J Kockelkoren, C Storm, W van Saarloos Physica D: Nonlinear Phenomena 174 (1-4), 168-175, 2003 | 6 | 2003 |
Evidence for slow velocity relaxation in front propagation in Rayleigh–Bénard convection J Kockelkoren, C Storm, W van Saarloos Physica D: Nonlinear Phenomena 174 (1-4), 168-175, 2003 | 6 | 2003 |
Chaotic behavior in shell models and shell maps J Kockelkoren, F Okkels, MH Jensen Journal of statistical physics 93, 833-842, 1998 | 6 | 1998 |
Comment on “Phase ordering in chaotic map lattices with conserved dynamics” J Kockelkoren, H Chaté Physical Review E 62 (2), 3004, 2000 | 5 | 2000 |