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 4 36
A Theory for Market Impact: How Order Flow Affects Stock Price 0 0 1 85 5 7 12 291
Automated Liquidity Provision and the Demise of Traditional Market Making 0 0 1 69 0 3 8 191
High-Frequency Trading Synchronizes Prices in Financial Markets 0 0 2 104 3 16 22 132
How efficiency shapes market impact 0 0 0 125 3 8 11 282
Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary? 0 0 1 54 3 4 8 173
Market impact and trading profile of large trading orders in stock markets 0 0 0 122 1 3 5 363
Model for Non-Gaussian Intraday Stock Returns 0 0 0 53 0 3 8 145
Simulating the Synchronizing Behavior of High-Frequency Trading in Multiple Markets 0 0 1 39 5 10 15 77
Universal Behavior of Extreme Price Movements in Stock Markets 0 0 0 73 0 4 7 128
Universal Laws and Economic Phenomena 0 0 0 134 0 5 6 316
Total Working Papers 0 0 6 884 21 66 106 2,134


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 1 44 6 13 20 177
Total Journal Articles 1 1 1 44 6 13 20 177


Statistics updated 2026-03-04