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 0 3 33
A Theory for Market Impact: How Order Flow Affects Stock Price 0 0 1 84 1 1 6 281
Automated Liquidity Provision and the Demise of Traditional Market Making 0 0 0 68 0 0 4 184
High-Frequency Trading Synchronizes Prices in Financial Markets 1 1 2 103 2 3 6 114
How efficiency shapes market impact 0 0 0 125 0 1 2 272
Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary? 0 1 1 54 0 1 2 166
Market impact and trading profile of large trading orders in stock markets 0 0 0 122 0 0 3 359
Model for Non-Gaussian Intraday Stock Returns 0 0 0 53 0 2 4 140
Simulating the Synchronizing Behavior of High-Frequency Trading in Multiple Markets 0 1 2 39 1 3 8 67
Universal Behavior of Extreme Price Movements in Stock Markets 0 0 0 73 0 0 1 122
Universal Laws and Economic Phenomena 0 0 0 134 0 0 5 310
Total Working Papers 1 3 6 881 4 11 44 2,048


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 0 1 5 159
Total Journal Articles 0 0 0 43 0 1 5 159


Statistics updated 2025-08-05