Julius Bonart

Capital Fund Management

23 rue de l'Université

Paris, 75007

France

  • Capital Fund Management

SCHOLARLY PAPERS

5

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1,500

SSRN CITATIONS
Rank 26,085

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Top 26,085

in Total Papers Citations

35

CROSSREF CITATIONS

12

Scholarly Papers (5)

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1.

A Million Metaorder Analysis of Market Impact on the Bitcoin

Number of pages: 18 Posted: 10 Dec 2014 Last Revised: 22 Sep 2015
Jonathan Donier and Julius Bonart
Université Paris VI Pierre et Marie Curie and Capital Fund Management
Downloads 648 (79,633)
Citation 16

Abstract:

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price impact, bitcoin, market microstructure, price formation

2.

A Fully Consistent, Minimal Model for Non-Linear Market Impact

Number of pages: 17 Posted: 30 Nov 2014 Last Revised: 02 Dec 2014
Jonathan Donier, Julius Bonart, Iacopo Mastromatteo and Jean-Philippe Bouchaud
Université Paris VI Pierre et Marie Curie, Capital Fund Management, Capital Fund Management and Capital Fund Management
Downloads 435 (129,833)
Citation 21

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market microstructure, price formation, market impact, reaction-diffusion, limit order book, non-arbitrage

3.

Instabilities in Large Economies: Aggregate Volatility Without Idiosyncratic Shocks

HEC Paris Research Paper No. FIN-2014-1052
Number of pages: 22 Posted: 21 Jun 2014 Last Revised: 17 Sep 2014
Julius Bonart, Jean-Philippe Bouchaud, Augustin Landier and David Thesmar
Capital Fund Management, Capital Fund Management, HEC and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 238 (246,836)
Citation 5

Abstract:

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volatility of aggregate output, network theory, rational expectations, general equilibrium

4.

Order Statistics of Horse Racing and the Randomly Broken Stick

Number of pages: 6 Posted: 09 Dec 2016
Peter Bebbington and Julius Bonart
University College London, Department of Physics and Astronomy, Students and Capital Fund Management
Downloads 120 (444,234)

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Order Statistics, Sports Betting, Horse Racing, Division of an Interval, Odds

5.

Microstructure Modes -- Disentangling the Joint Dynamics of Prices & Order Flow

Number of pages: 19 Posted: 18 May 2024
Salma ELOMARI-KESSAB, Guillaume Maitrier, Julius Bonart and Jean-Philippe Bouchaud
Ladhyx UMR CNRS 7646, Ladhyx UMR CNRS 7646, Capital Fund Management and Capital Fund Management
Downloads 59 (684,133)

Abstract:

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Order Flow, Market Microstructure, Price Impact