Julius Bonart

Capital Fund Management

23 rue de l'Université

Paris, 75007

France

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 47,898

SSRN RANKINGS

Top 47,898

in Total Papers Downloads

841

SSRN CITATIONS
Rank 27,928

SSRN RANKINGS

Top 27,928

in Total Papers Citations

11

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 318 (94,504)
Citation 7

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 311 (96,897)
Citation 13

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 162 (183,077)
Citation 3

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 50 (388,114)

Abstract:

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