8 results: page 1 of 1
Nov 2013
Working Paper
Jun 2012
Journal
Non-Gaussian Price Dynamics and Implications for Options Pricing.
Austin Gerig ,  Migual A. Fuentes ,  Javier Vicente
Feb 2011
Journal
How Efficiency Shapes Market Impact.
Austin Gerig ,  J. Doyne Farmer ,  Fabrizio Lillo ,  Henri Waelbroeck
Dec 2009
Journal
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
Journal
A theory of aggregate market impact
Austin Gerig ,  J. Doyne Farmer ,  Fabrizio Lillo