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 2 2 2 32
A Theory for Market Impact: How Order Flow Affects Stock Price 0 0 1 84 1 2 4 279
Automated Liquidity Provision and the Demise of Traditional Market Making 0 0 0 68 0 1 3 183
High-Frequency Trading Synchronizes Prices in Financial Markets 0 1 3 102 1 2 7 110
How efficiency shapes market impact 0 0 0 125 1 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 2 165
Market impact and trading profile of large trading orders in stock markets 0 0 1 122 0 1 4 358
Model for Non-Gaussian Intraday Stock Returns 0 0 0 53 0 1 1 137
Simulating the Synchronizing Behavior of High-Frequency Trading in Multiple Markets 1 1 3 38 1 1 6 62
Universal Behavior of Extreme Price Movements in Stock Markets 0 0 0 73 0 0 0 121
Universal Laws and Economic Phenomena 0 0 0 134 0 1 6 310
Total Working Papers 1 2 8 878 6 12 36 2,028


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 4 157
Total Journal Articles 0 0 0 43 0 1 4 157


Statistics updated 2025-03-03