Austin Gerig

Universal laws and economic phenomena

Austin Gerig, 2011, Complex..

Are discrete models more accurate?

Alfred W. Hübler, Austin Gerig, 2010, Complex..

High-Frequency Trading Synchronizes Prices in Financial Markets

Austin Gerig, Austin Gerig, 2012, 1211.1919.

Market impact and trading profile of hidden orders in stock markets.

Esteban Moro, Fabrizio Lillo, Rosario N Mantegna, 2009, Physical review. E, Statistical, nonlinear, and soft matter physics.

Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary?

Fabrizio Lillo, Austin Gerig, F. Lillo, 2006, physics/0602015.

Universal Doomsday: Analyzing Our Prospects for Survival

Austin Gerig, Alexander Vilenkin, Ken D. Olum, 2013 .

A Theory for Market Impact: How Order Flow Affects Stock Price

Austin Gerig, Austin Gerig, 2008, 0804.3818.

Too fast or too slow? Determining the optimal speed of financial markets

Austin Gerig, Daniel Fricke, Austin Gerig, 2016 .