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Bouchaud, J. P.
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1

Co-impact: crowding effects in institutional trading activi..:

Bucci, F. ; Mastromatteo, I. ; Eisler, Z....
Quantitative Finance.  20 (2019)  2 - p. 193-205 , 2019
Link: https://doi.org/10.1080/..
 
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2

Market impact with multi-timescale liquidity:

Benzaquen, M. ; Bouchaud, J.-P.
Quantitative Finance.  18 (2018)  11 - p. 1781-1790 , 2018
Link: https://doi.org/10.1080/..
 
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3

Unifying different interpretations of the nonlinear respons..:

Gadige, P. ; Albert, S. ; Michl, M....
Physical Review E.  96 (2017)  3 - p. , 2017
Link: https://doi.org/10.1103/..
 
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4

Fifth-order susceptibility unveils growth of thermodynamic ..:

Albert, S. ; Bauer, Th. ; Michl, M....
Science.  352 (2016)  6291 - p. 1308-1311 , 2016
Link: http://www.jstor.org/sta..
 
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5

Quadratic Hawkes processes for financial prices:

Blanc, P. ; Donier, J. ; Bouchaud, J.-P.
Quantitative Finance.  17 (2016)  2 - p. 171-188 , 2016
Link: https://doi.org/10.1080/..
 
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6

Risk premia: asymmetric tail risks and excess returns:

Lempérière, Y. ; Deremble, C. ; Nguyen, T. T....
Quantitative Finance.  17 (2016)  1 - p. 1-14 , 2016
Link: https://doi.org/10.1080/..
 
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7

Fifth-order susceptibility unveils growth of thermodynamic ..:

Albert, S. ; Bauer, Th. ; Michl, M....
Science.  352 (2016)  6291 - p. 1308-1311 , 2016
Link: https://doi.org/10.1126/..
 
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8

The Square-Root Impace Law Also Holds for Option Markets:

Tóth, Bence ; Eisler, Zoltán ; Bouchaud, J.-P.
Wilmott.  2016 (2016)  85 - p. 70-73 , 2016
Link: https://doi.org/10.1002/..
 
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9

A nested factor model for non-linear dependencies in stock ..:

Chicheportiche, R. ; Bouchaud, J.-P.
Quantitative Finance.  15 (2015)  11 - p. 1789-1804 , 2015
Link: https://doi.org/10.1080/..
 
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10

A fully consistent, minimal model for non-linear market imp..:

Donier, J. ; Bonart, J. ; Mastromatteo, I..
Quantitative Finance.  15 (2015)  7 - p. 1109-1121 , 2015
Link: https://doi.org/10.1080/..
 
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11

Instanton Approach to LargeNHarish-Chandra-Itzykson-Zuber I..:

Bun, J. ; Bouchaud, J. P. ; Majumdar, S. N..
Physical Review Letters.  113 (2014)  7 - p. , 2014
Link: https://doi.org/10.1103/..
 
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12

Anomalous Impact in Reaction-Diffusion Financial Models:

Mastromatteo, I. ; Tóth, B. ; Bouchaud, J.-P.
Physical Review Letters.  113 (2014)  26 - p. , 2014
Link: https://doi.org/10.1103/..
 
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13

Fokker-Planck description for the queue dynamics of large t..:

Garèche, A. ; Disdier, G. ; Kockelkoren, J..
Physical Review E.  88 (2013)  3 - p. , 2013
Link: https://doi.org/10.1103/..
 
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14

How does the market react to your order flow?:

Tóth, B. ; Eisler, Z. ; Lillo, F....
Quantitative Finance.  12 (2012)  7 - p. 1015-1024 , 2012
Link: https://doi.org/10.1080/..
 
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15

Nonlinear dielectric susceptibilities: Accurate determinati..:

Brun, C. ; Ladieu, F. ; L'Hôte, D....
Physical Review B.  84 (2011)  10 - p. , 2011
Link: https://doi.org/10.1103/..
 
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