Author

Julius F. Bonart

1 paper indexed here

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

Preprint Oct 2026

Diffusive Market Impact: A Consistent Microfoundation

Structural price diffusivity explains many empirical regularities of market impact including the ``square-root law''and its crossover to a linear regime for low trading rates \citep{bonart2026diffusive}. One of its central predictions is that an information-neutral trading strategy generates a diffusive impact state. W...

Julius F. Bonart · 1 citation