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

SCHOLARLY PAPERS

5

DOWNLOADS
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SSRN RANKINGS

Top 24,323

in Total Papers Downloads

1,900

CITATIONS
Rank 18,322

SSRN RANKINGS

Top 18,322

in Total Papers Citations

26

Scholarly Papers (5)

1.

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 646 (39,182)
Citation 2

Abstract:

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

2.

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 583 (44,974)
Citation 6

Abstract:

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

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 430 (65,846)
Citation 3

Abstract:

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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
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 241 (125,252)
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
Universidad Carlos III de Madrid, Santa Fe Institute, Universidad Carlos III de 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

Abstract:

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financial markets, market impact, large trading orders