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 25 1 1 7 28
A Theory for Market Impact: How Order Flow Affects Stock Price 0 0 1 77 0 0 8 259
Automated Liquidity Provision and the Demise of Traditional Market Making 0 0 1 66 2 3 11 167
High-Frequency Trading Synchronizes Prices in Financial Markets 0 0 2 98 0 0 7 92
How efficiency shapes market impact 0 2 8 120 2 4 20 251
Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary? 0 0 5 53 0 0 11 160
Market impact and trading profile of large trading orders in stock markets 0 2 4 119 1 3 12 344
Model for Non-Gaussian Intraday Stock Returns 0 0 0 53 1 1 5 134
Simulating the Synchronizing Behavior of High-Frequency Trading in Multiple Markets 2 2 3 34 5 5 10 47
Universal Behavior of Extreme Price Movements in Stock Markets 0 0 0 72 1 1 3 118
Universal Laws and Economic Phenomena 0 0 0 133 1 1 4 296
Total Working Papers 2 6 24 850 14 19 98 1,896


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 1 41 0 0 4 145
Total Journal Articles 0 0 1 41 0 0 4 145


Statistics updated 2020-09-04