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 5 38
A Theory for Market Impact: How Order Flow Affects Stock Price 0 0 1 85 1 1 17 299
Automated Liquidity Provision and the Demise of Traditional Market Making 0 0 0 69 0 1 6 192
High-Frequency Trading Synchronizes Prices in Financial Markets 0 0 1 104 1 1 28 142
How efficiency shapes market impact 0 0 1 126 3 4 17 290
Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary? 0 0 0 54 2 2 15 181
Market impact and trading profile of large trading orders in stock markets 0 0 0 122 1 2 7 367
Model for Non-Gaussian Intraday Stock Returns 0 0 1 54 2 2 11 151
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 1 1 10 132
Universal Laws and Economic Phenomena 0 0 0 134 0 3 10 320
Total Working Papers 0 0 4 886 11 17 143 2,196


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 2 3 46 3 6 27 186
Total Journal Articles 1 2 3 46 3 6 27 186


Statistics updated 2026-09-10