Access Statistics for Austin Gerig

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Stochastic Feedback Model for Volatility 0 0 0 26 1 3 3 33
A Theory for Market Impact: How Order Flow Affects Stock Price 0 0 1 84 0 2 5 280
Automated Liquidity Provision and the Demise of Traditional Market Making 0 0 0 68 1 1 4 184
High-Frequency Trading Synchronizes Prices in Financial Markets 0 0 2 102 1 2 6 111
How efficiency shapes market impact 0 0 0 125 0 1 1 271
Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary? 0 0 0 53 0 0 1 165
Market impact and trading profile of large trading orders in stock markets 0 0 0 122 0 1 3 359
Model for Non-Gaussian Intraday Stock Returns 0 0 0 53 0 1 2 138
Simulating the Synchronizing Behavior of High-Frequency Trading in Multiple Markets 0 1 2 38 2 3 7 64
Universal Behavior of Extreme Price Movements in Stock Markets 0 0 0 73 0 1 1 122
Universal Laws and Economic Phenomena 0 0 0 134 0 0 6 310
Total Working Papers 0 1 5 878 5 15 39 2,037


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary? 0 0 0 43 1 1 5 158
Total Journal Articles 0 0 0 43 1 1 5 158


Statistics updated 2025-05-12