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 0 1 5 38
A Theory for Market Impact: How Order Flow Affects Stock Price 0 0 1 85 0 2 17 298
Automated Liquidity Provision and the Demise of Traditional Market Making 0 0 1 69 0 1 8 192
High-Frequency Trading Synchronizes Prices in Financial Markets 0 0 1 104 0 3 27 141
How efficiency shapes market impact 0 1 1 126 0 2 15 287
Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary? 0 0 0 54 0 1 13 179
Market impact and trading profile of large trading orders in stock markets 0 0 0 122 0 2 7 366
Model for Non-Gaussian Intraday Stock Returns 0 0 1 54 0 0 9 149
Simulating the Synchronizing Behavior of High-Frequency Trading in Multiple Markets 0 0 0 39 0 0 17 84
Universal Behavior of Extreme Price Movements in Stock Markets 0 0 0 73 0 0 9 131
Universal Laws and Economic Phenomena 0 0 0 134 1 4 10 320
Total Working Papers 0 1 5 886 1 16 137 2,185


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? 1 1 2 45 3 4 24 183
Total Journal Articles 1 1 2 45 3 4 24 183


Statistics updated 2026-08-07