Austin Gerig

U.S. Securities and Exchange Commission

Financial Economist

United States Securities and Exchange Commission

100 F Street, NE

Washington, DC 20549

United States

http://www.austingerig.com

  • U.S. Securities and Exchange Commission

    • Email
    • Tel: 202-551-4575
SCHOLARLY PAPERS

5

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2,459

SSRN CITATIONS
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SSRN RANKINGS

Top 30,470

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15

CROSSREF CITATIONS

15

Scholarly Papers (5)

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1.

High-Frequency Trading Synchronizes Prices in Financial Markets

Number of pages: 28 Posted: 10 Nov 2012 Last Revised: 20 Jan 2015
Austin Gerig
U.S. Securities and Exchange Commission
Downloads 875 (44,279)
Citation 18

Abstract:

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Algorithmic Trading, Automated Trading, High Frequency Trading, Market Making, Specialist, Statistical Arbitrage

2.

Too Fast or Too Slow? Determining the Optimal Speed of Financial Markets

Number of pages: 42 Posted: 04 Dec 2013 Last Revised: 09 Oct 2017
Daniel Fricke and Austin Gerig
Deutsche Bundesbank and U.S. Securities and Exchange Commission
Downloads 718 (57,893)
Citation 4

Abstract:

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call auctions, batch auctions, clearing frequency, high-frequency trading, latency, liquidity

3.

Automated Liquidity Provision

Number of pages: 42 Posted: 15 Jul 2010 Last Revised: 20 Jan 2015
Austin Gerig and David Michayluk
U.S. Securities and Exchange Commission and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads 525 (86,210)
Citation 5

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Algorithmic Trading, Automated Trading, High Frequency Trading, Market Making, Specialist, Statistical Arbitrage

4.

How Efficiency Shapes Market Impact

Number of pages: 34 Posted: 20 Mar 2013 Last Revised: 27 Sep 2013
J. Doyne Farmer, Austin Gerig, Fabrizio Lillo and Henri Waelbroeck
University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, U.S. Securities and Exchange Commission, Università di Bologna and Portware LLC
Downloads 341 (142,245)
Citation 16

Abstract:

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market impact, metaorder

5.

Market Impact and Trading Profile of Large Trading Orders in Stock Markets

Posted: 03 Aug 2009
Esteban Moro, Javier Vicente, Luis G. Moyano, Austin Gerig, J. Doyne Farmer, Gabriella Vaglica, Fabrizio Lillo and Rosario N. Mantegna
Universidad Carlos III de Madrid, Santa Fe Institute, Charles III University of Madrid, U.S. Securities and Exchange Commission, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, University of Palermo, Università di Bologna and University of Palermo

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financial markets, market impact, large trading orders