Bonart, Julius

1. A fully consistent, minimal model for non-linear market impact
   2014/11/29 by Donier, Jonathan, Bonart, Julius, Mastromatteo, Iacopo +1 · 8 citations
   #FOS: Economics and business #Trading and Market Microstructure (q-fin.TR)
2. A Million Metaorder Analysis of Market Impact on the Bitcoin
   2014/12/15 by Donier, Jonathan, Bonart, Julius · 2 citations
   #FOS: Economics and business #Trading and Market Microstructure (q-fin.TR)
3. Queue Imbalance as a One-Tick-Ahead Price Predictor in a Limit Order Book
   2015/12/11 by Gould, Martin D., Bonart, Julius · 1 citation
   #FOS: Economics and business #Trading and Market Microstructure (q-fin.TR)
4. A continuous and efficient fundamental price on the discrete order book\n grid
   2016/08/02 by Julius Bonart, Bonart, Julius, Fabrizio Lillo +1 · 1 citation
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Economic theories and models #FOS: Economics and business #Financial Markets and Investment Strategies #Statistical Finance (q-fin.ST) #Trading and Market Microstructure (q-fin.TR)