Julius Bonart

Queue Imbalance as a One-Tick-Ahead Price Predictor in a Limit Order Book

Martin D. Gould, Julius Bonart, M. Gould, 2015, 1512.03492.

A Million Metaorder Analysis of Market Impact on the Bitcoin

Jonathan Donier, Julius Bonart, J. Donier, 2014, 1412.4503.

Latency and Liquidity Provision in a Limit Order Book

Julius Bonart, Martin Gould, 2015 .