Julius Bonart

Capital Fund Management

23 rue de l'Université

Paris, 75007

France

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 48,876

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Top 48,876

in Total Papers Downloads

855

SSRN CITATIONS
Rank 27,097

SSRN RANKINGS

Top 27,097

in Total Papers Citations

14

CROSSREF CITATIONS

12

Scholarly Papers (4)

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 322 (96,440)
Citation 8

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
Université Paris VI Pierre et Marie Curie, Capital Fund Management, Capital Fund Management and Capital Fund Management
Downloads 315 (98,837)
Citation 16

Abstract:

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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
Capital Fund Management, Capital Fund Management, HEC and Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Downloads 163 (188,095)
Citation 4

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 55 (383,842)

Abstract:

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