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 2 4 37
A Theory for Market Impact: How Order Flow Affects Stock Price 0 0 1 85 1 10 16 296
Automated Liquidity Provision and the Demise of Traditional Market Making 0 0 1 69 0 0 7 191
High-Frequency Trading Synchronizes Prices in Financial Markets 0 0 2 104 2 9 27 138
How efficiency shapes market impact 0 0 0 125 2 6 14 285
Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary? 0 0 1 54 4 8 13 178
Market impact and trading profile of large trading orders in stock markets 0 0 0 122 0 2 5 364
Model for Non-Gaussian Intraday Stock Returns 0 1 1 54 3 4 11 149
Simulating the Synchronizing Behavior of High-Frequency Trading in Multiple Markets 0 0 1 39 6 12 20 84
Universal Behavior of Extreme Price Movements in Stock Markets 0 0 0 73 1 3 9 131
Universal Laws and Economic Phenomena 0 0 0 134 0 0 6 316
Total Working Papers 0 1 7 885 20 56 132 2,169


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 1 1 44 2 8 21 179
Total Journal Articles 0 1 1 44 2 8 21 179


Statistics updated 2026-05-06