Concepedia

Julien Kockelkoren

JK

11

Publications

673

Citations

11

H-Index

2003

Active since

Affiliations

Capital Fund Management (France)(Current)

Julien Kockelkoren is an author at Capital Fund Management (France) specializing in finance, financial economics, and liquidity.

Top concepts

FinanceBusinessEconomicsLiquidityAsset PricingFinancial EconomicsMarket MicrostructureAuction TheoryEconomic AnalysisEmpirical Finance

Publications per year

2003–2014

11

Publications

11

Random walks, liquidity molasses and critical response in financial markets

Jean‐Philippe Bouchaud, Julien Kockelkoren, Marc Potters · Quantitative Finance · 2006 · 157 citations

Empirical Finance, Market Microstructure, Economics +12

Relation between bid–ask spread, impact and volatility in order-driven markets

Matthieu Wyart, Jean–Philippe Bouchaud, Julien Kockelkoren et al. · Quantitative Finance · 2007 · 152 citations · Full text

Empirical Finance, Market Microstructure, Volatility Modeling +14

Computational approach for modeling intra- and extracellular dynamics

Julien Kockelkoren, Herbert Levine, Wouter‐Jan Rappel · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 2003 · 85 citations

Engineering, Mathematical Biophysics, Cell Biophysics +18

Absorbing Phase Transitions of Branching-Annihilating Random Walks

Julien Kockelkoren, Hugues Chaté · Physical Review Letters · 2003 · 77 citations · Full text

The Price Impact of Order Book Events: Market Orders, Limit Orders and Cancellations

Zoltán Eisler, Jean‐Philippe Bouchaud, Julien Kockelkoren · SSRN Electronic Journal · 2009 · 57 citations · Full text

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