4
Publications
290
Citations
4
H-Index
2014
Active since
Jonathan Donier is an author at Capital Fund Management (France) specializing in economics, asset pricing, and financial crisis.
Top concepts
FinanceBusinessEconomicsLiquidityBlockchainManagementAsset PricingCryptocurrencyLiquidity RiskFinancial Crisis
Publications per year
2014–2016
4
4
A fully consistent, minimal model for non-linear market impact
Jonathan Donier, Julius Bonart, Iacopo Mastromatteo et al. · Quantitative Finance · 2015 · 108 citations
Quadratic Hawkes processes for financial prices
Pierre Blanc, Jonathan Donier, Jean‐Philippe Bouchaud · Quantitative Finance · 2016 · 82 citations
A Million Metaorder Analysis of Market Impact on the Bitcoin
Jonathan Donier, Julius Bonart · SSRN Electronic Journal · 2014 · 25 citations · Full text
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