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Bouchaud , Jean-Philippe's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
16,946 |
Total
Citations
232 |
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1.
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Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC) Potters, Marc
Capital Fund Management - Department of Science and Finance
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2,472
(1,956)
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7
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2.
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Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC) Mezard, Marc
University of Paris 11 Sud - LPSMS Potters, Marc
Capital Fund Management - Department of Science and Finance
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1,432
(5,074)
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13
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Financial markets, order book, market microstructure
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3.
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Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC) Sagna, Nicholas
Credit Suisse First Boston Fixed Income Research Cont, Rama
Imperial College London El Karoui, Nicole
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees Potters, Marc
Capital Fund Management - Department of Science and Finance
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1,205
(6,779)
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5
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4.
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Cont, Rama
Imperial College London Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
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962
(9,849)
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35
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5.
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Cont, Rama
Imperial College London Potters, Marc
Capital Fund Management - Department of Science and Finance Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
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902
(10,914)
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20
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6.
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Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC) Farmer, J. Doyne
Santa Fe Institute Lillo, Fabrizio
University of Palermo
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867
(11,596)
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34
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Financial markets, Market microstructure, Market impact, Order flow
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7.
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Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC) Gefen, Yuval
Weizmann Institute of Science - Condensed Matter Physics Department Potters, Marc
Capital Fund Management - Department of Science and Finance Wyart, Matthieu
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
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800
(13,139)
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30
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Financial markets, order book, market microstructure
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8.
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Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC) Matacz, Andrew
Capital Fund Management Potters, Marc
Capital Fund Management - Department of Science and Finance
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738
(14,833)
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18
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9.
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Potters, Marc
Capital Fund Management - Department of Science and Finance Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
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716
(15,482)
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16
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Financial markets, order book, market microstructure
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10.
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Potters, Marc
Capital Fund Management - Department of Science and Finance Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC) Sestovic, Dragan
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
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703
(15,883)
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5
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11.
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Eisler, Zoltan
Capital Fund Management Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC) Kockelkoren, Julien
affiliation not provided to SSRN
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671
(17,020)
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8
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price impact, market orders, limit orders, cancellations, market microstructure, order flow
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12.
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Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
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541
(22,935)
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8
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13.
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Cizeau, Pierre
Capital Fund Management Potters, Marc
Capital Fund Management - Department of Science and Finance Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
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525
(23,939)
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3
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14.
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Matacz, Andrew
Capital Fund Management Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
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520
(24,237)
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1
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15.
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Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC) Matacz, Andrew
Capital Fund Management
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502
(25,376)
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3
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16.
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Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC) Potters, Marc
Capital Fund Management - Department of Science and Finance
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478
(27,050)
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1
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17.
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Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC) Potters, Marc
Capital Fund Management - Department of Science and Finance Meyer, Martin
Capital Fund Management
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413
(32,772)
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18.
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Wyart, Matthieu
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC) Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
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321
(44,505)
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3
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Self referential behaviour, overreaction, conventions, excess volatility, excess correlations, regime shift
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19.
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Cornalba, Lorenzo
Ecole Normale Superieure (ENS) - Laboratoire de Physique Theorique Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC) Potters, Marc
Capital Fund Management - Department of Science and Finance
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318
(45,038)
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2
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20.
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Pochart, Benoit
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
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312
(46,066)
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skewness, kurtosis, multifractal, smile
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21.
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Pochart, Benoit
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
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268
(54,830)
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3
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option, hedging, shortfall, incomplete market, transaction costs
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22.
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Giardina, Irene
University of Rome I - Department of Physics Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
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254
(58,213)
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6
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23.
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Perelló, Josep
University of Barcelona - Department of Physics Masoliver, Jaume
University of Barcelona - Department of Physics Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
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253
(58,469)
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5
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financial markets, stochastic volatility model, leverage correlation, volatility autocorrelation
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24.
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Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC) Giardina, Irene
University of Rome I - Department of Physics Mezard, Marc
University of Paris 11 Sud - LPSMS
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215
(69,494)
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3
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25.
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Toth, Bence
Santa Fe Institute Eisler, Zoltan
Capital Fund Management Lillo, Fabrizio
University of Palermo Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC) Kockelkoren, Julien
affiliation not provided to SSRN Farmer, J. Doyne
Santa Fe Institute
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193
(77,492)
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Financial markets, market microstructure, limit order book, order flow, behavioural economics
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26.
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Wyart, Matthieu
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC) Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
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146
(100,312)
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2
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Statistics of company growth, Sutton's model
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27.
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Eisler, Zoltan
Capital Fund Management Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC) Kockelkoren, Julien
affiliation not provided to SSRN
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122
(116,505)
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1
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price impact, market orders, limit orders, cancellations, market microstructure, order flow
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28.
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Toth, Bence
Santa Fe Institute Lemperiere, Yves
Capital Fund Management Deremble, Cyril
Capital Fund Management de Lataillade, Joachim
Capital Fund Management Kockelkoren, Julien
affiliation not provided to SSRN Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
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86
(149,500)
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29.
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Hardiman, Stephen
Capital Fund Management Bercot, Nicolas
Capital Fund Management Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
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11
(307,195)
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Hawkes process, market events, long-memory, volatility
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30.
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Potters, Marc
Capital Fund Management - Department of Science and Finance Cont, Rama
Imperial College London Bouchaud , Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
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