Austin Gerig
Austin Gerig
Financial Economist, U.S. Securites and Exchange Commission
Email verificata su sec.gov - Home page
Titolo
Citata da
Citata da
Anno
Market impact and trading profile of hidden orders in stock markets
E Moro, J Vicente, LG Moyano, A Gerig, JD Farmer, G Vaglica, F Lillo, ...
Physical Review E 80 (6), 066102, 2009
1722009
Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary?
JD Farmer, A Gerig, F Lillo, S Mike
Quantitative Finance 6 (02), 107-112, 2006
952006
How efficiency shapes market impact
JD Farmer, A Gerig, F Lillo, H Waelbroeck
Quantitative Finance Papers, 2011
882011
High-frequency trading synchronizes prices in financial markets
A Gerig
Available at SSRN 2173247, 2015
442015
Model for non-Gaussian intraday stock returns
A Gerig, J Vicente, MA Fuentes
Physical Review E 80 (6), 065102, 2009
442009
A theory for market impact: How order flow affects stock price
A Gerig
arXiv preprint arXiv:0804.3818, 2008
402008
Universal behavior of extreme price movements in stock markets
MA Fuentes, A Gerig, J Vicente
PloS one 4 (12), 2009
232009
Automated liquidity provision
A Gerig, D Michayluk
Pacific-Basin Finance Journal 45, 1-13, 2017
202017
Too fast or too slow? Determining the optimal speed of financial markets
D Fricke, A Gerig
Quantitative Finance 18 (4), 519-532, 2018
152018
Automated liquidity provision and the demise of traditional market making
A Gerig, D Michayluk
arXiv preprint arXiv:1007.2352, 2010
132010
Simulating the synchronizing behavior of high-frequency trading in multiple markets
B Myers, A Gerig
Financial Econometrics and Empirical Market Microstructure, 207-213, 2015
62015
Universal doomsday: analyzing our prospects for survival
A Gerig, KD Olum, A Vilenkin
Journal of Cosmology and Astroparticle Physics 2013 (05), 013, 2013
62013
Too fast or too slow
D Fricke, A Gerig
Determining the optimal speed of financial markets, 2015
52015
A new approach to understanding the market impact of large trading orders
JD Farmer, A Gerig, F Lillo, H Waelbroeck
Preprint, 2008
42008
Universal laws and economic phenomena
A Gerig
Complexity, 2010
32010
The Doomsday Argument in Many Worlds
A Gerig
arXiv preprint arXiv:1209.6251, 2012
22012
How prices respond to worked orders
A Gerig, JD Farmer, F Lillo, SNS di Pisa
Working paper, 2011
22011
Chaos in a one-dimensional compressible flow
A Gerig, A Hbler
Physical Review E 75 (4), 045202, 2007
22007
A stochastic feedback model for volatility
R Golan, A Gerig
arXiv preprint arXiv:1306.4975, 2013
12013
Are discrete models more accurate?
A Hubler, A Gerig
Complexity, 2010
12010
Il sistema al momento non pu eseguire l'operazione. Riprova pi tardi.
Articoli 1–20