8 results: page 1 of 1
Feb 2015
Too Fast or Too Slow? Determining the Optimal Speed of Financial Markets
Austin Gerig , Daniel Fricke
Austin Gerig , Daniel Fricke
Nov 2013
Simulating the Synchronizing Behavior of High-Frequency Trading in Multiple Markets
Austin Gerig , Benjamin Myers
Austin Gerig , Benjamin Myers
Nov 2013
Nov 2012
Jun 2012
Non-Gaussian Price Dynamics and Implications for Options Pricing.
Austin Gerig , Migual A. Fuentes , Javier Vicente
Austin Gerig , Migual A. Fuentes , Javier Vicente
Feb 2011
How Efficiency Shapes Market Impact.
Austin Gerig , J. Doyne Farmer , Fabrizio Lillo , Henri Waelbroeck
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
Austin Gerig , Javier Vicente , Esteban Moro , Luis G. Moyano , J. Doyne Farmer , Gabriella Vaglica , Fabrizio Lillo , Rosario N. Mantegna
Jan 2008