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
Rank 25,662

SSRN RANKINGS

Top 25,662

in Total Papers Downloads

2,024

SSRN CITATIONS
Rank 34,122

SSRN RANKINGS

Top 34,122

in Total Papers Citations

7

CROSSREF CITATIONS

14

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 659 (42,871)
Citation 3

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 656 (43,159)
Citation 15

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 446 (70,379)
Citation 5

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 263 (127,288)
Citation 15

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