Kockelkoren, Julien

1. Relation between Bid-Ask Spread, Impact and Volatility in Double Auction Markets
   2006/03/10 by Matthieu Wyart, Wyart, Matthieu, Jean‐Philippe Bouchaud +7 · 5 citations
   Economics, Econometrics and Finance · Decision Sciences · #Financial Markets and Investment Strategies #Auction Theory and Applications #Complex Systems and Time Series Analysis
2. The price impact of order book events: market orders, limit orders and\n cancellations
   2009/04/06 by Zoltán Eisler, Eisler, Zoltan, Jean‐Philippe Bouchaud +3 · 3 citations
   Decision Sciences · Economics, Econometrics and Finance · #Auction Theory and Applications #Complex Systems and Time Series Analysis #FOS: Economics and business #Financial Markets and Investment Strategies #Statistical Finance (q-fin.ST) #Trading and Market Microstructure (q-fin.TR)
3. Agnostic Risk Parity: Taming Known and Unknown-Unknowns
   2016/10/27 by Benichou, Raphael, Lempérière, Yves, Sérié, Emmanuel +4 · 1 citation
   #FOS: Economics and business #Portfolio Management (q-fin.PM)