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 1 1 1 85 1 2 7 284
Automated Liquidity Provision and the Demise of Traditional Market Making 0 0 1 69 1 2 6 188
High-Frequency Trading Synchronizes Prices in Financial Markets 0 1 3 104 0 2 8 116
How efficiency shapes market impact 0 0 0 125 1 1 4 274
Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary? 0 0 1 54 0 3 4 169
Market impact and trading profile of large trading orders in stock markets 0 0 0 122 0 0 3 360
Model for Non-Gaussian Intraday Stock Returns 0 0 0 53 1 2 6 142
Simulating the Synchronizing Behavior of High-Frequency Trading in Multiple Markets 0 0 2 39 0 0 6 67
Universal Behavior of Extreme Price Movements in Stock Markets 0 0 0 73 1 2 3 124
Universal Laws and Economic Phenomena 0 0 0 134 0 1 2 311
Total Working Papers 1 2 8 884 5 15 52 2,068


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 2 5 8 164
Total Journal Articles 0 0 0 43 2 5 8 164


Statistics updated 2025-12-06