Publications
Filtered Results: 8 found
Feb 2015 |
Too Fast or Too Slow? Determining the Optimal Speed of Financial Markets
Austin Gerig, Daniel Fricke |
Nov 2013 |
Simulating the Synchronizing Behavior of High-Frequency Trading in Multiple Markets
Austin Gerig, Benjamin Myers |
Nov 2013 |
A Stochastic Feedback Model for Volatility
Austin Gerig, Raoul Golan |
Nov 2012 |
High-Frequency Trading Synchronizes Prices in Financial Markets
Austin Gerig |
Jun 2012 |
Non-Gaussian Price Dynamics and Implications for Options Pricing.
Austin Gerig, Migual A. Fuentes, Javier Vicente |
Feb 2011 |
How Efficiency Shapes Market Impact.
Austin Gerig, J. Doyne Farmer, Fabrizio Lillo, Henri Waelbroeck |
Dec 2009 |
Market Impact and Trading Profile of Hidden Orders in Stock Markets
Austin Gerig, Javier Vicente, Esteban Moro, Luis G. Moyano, J. Doyne Farmer, Gabriella Vaglica, Fabrizio Lillo, Rosario N. Mantegna |
Jan 2008 |
A theory of aggregate market impact
Austin Gerig, J. Doyne Farmer, Fabrizio Lillo |