Items where Saïd Business School Author is "Gerig, Austin"

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Number of items: 17.

Article

Gerig, Austin (2011) Universal Laws and Economic Phenomena. Complexity, 17 (1). pp. 9-12. Link to full text available through this repository.
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Hübler, Alfred and Gerig, Austin (2010) Are Discrete Models More Accurate? Complexity, 16 (2). pp. 5-7. Link to full text available through this repository.
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Fuentes, Miguel, Gerig, Austin and Vicente, Javier (2009) Universal Behavior of Extreme Price Movements in Stock Markets. Pl o S One, 4 (12). Link to full text available through this repository.
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Gerig, Austin, Vicente, Javier and Fuentes, Miguel (2009) Model for Non-Gaussian Intraday Stock Returns. Physical Review E (Statistical, Nonlinear, and Soft Matter Physics), 80 (6). 065102(R). Link to full text available through this repository.
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Moro, Esteban, Vicente, Javier, Moyano, Luis, Gerig, Austin, Farmer, Doyne, Vaglica, Gabriella, Lillo, Fabrizio and Mantegna, Rosario (2009) Market Impact and Trading Profile of Hidden Orders in Stock Markets. Physical Review E (Statistical, Nonlinear, and Soft Matter Physics), 80 (6). 066102. Link to full text available through this repository.
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Gerig, Austin and Hübler, Alfred (2007) Chaos in a 1-Dimensional Compressible Flow. Physical Review E (Statistical, Nonlinear, and Soft Matter Physics), 75 (4). 045202(R). Link to full text available through this repository.
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Farmer, Doyne, Gerig, Austin, Lillo, Fabrizio and Mike, Szabolcs (2006) Market Efficiency and the Long-Memory of Supply and Demand: Is Price Impact Variable and Permanent or Fixed and Temporary. Quantitative Finance, 6 (2). pp. 102-112. Link to full text available through this repository.
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Book Section

Fuentes, Miguel, Gerig, Austin and Vicente, Javier (2012) Non-Gaussian Price Dynamics. In: Batten, Jonathan A. and Wagner, N., (eds.) Derivatives Securities Pricing and Modelling. Emerald Publishing. Full text not available from this repository.
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Conference or Workshop Item

Gerig, Austin (2011) Automated Liquidity Provision and the Demise of Traditional Market Making. In: FMA Annual Conference, October 2011, Denver, Colorado. (Unpublished) Full text not available from this repository.
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Gerig, Austin and Michayluk, David (2011) The Effects of High Frequency Trading in a Multi-Asset Model. In: Cabdyn Complexity Centre Seminar Series, October 2011, University of Oxford, UK. (Unpublished) Full text not available from this repository.
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Gerig, Austin (2009) High Frequency Trading. In: Market Design and Structure Workshop, September 2009, Santa Fe Institute, Santa Fe, New Mexico. (Unpublished) Full text not available from this repository.
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Gerig, Austin, Lillo, Fabrizio, Farmer, Doyne and Waelbroeck, Henri (2008) A New Approach to Understanding the Market Impact of Large Trading Orders. In: Sixteenth Annual Symposium of The Society for Nonlinear Dynamics and Econometrics, April 2008, San Francisco, California. (Unpublished) Full text not available from this repository.
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Gerig, Austin, Farmer, Doyne and Lillo, Fabrizio (2008) A Theory for the Market Impact of Large Trading Orders. In: Market Ecology Workshop, July 2008, Santa Fe, New Mexico. (Unpublished) Full text not available from this repository.
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Gerig, Austin, Farmer, Doyne, Lillo, Fabrizio and Mike, Szabolcs (2007) The Influence of Signed Order Volume on Stock Prices. In: Annual American Physical Society March Meeting, March 2007, Denver, Colorado. (Unpublished) Full text not available from this repository.
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Farmer, Doyne, Gerig, Austin, Lillo, Fabrizio and Mike, Szabolcs (2006) Reconciling Market Efficiency with the Long-Memory of Supply and Demand. In: Annual American Physical Society Meeting, March, 2006, Baltimore, Maryland. (Unpublished) Full text not available from this repository.
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Gerig, Austin and Hübler, Alfred (2003) Irregular Dynamics of an Open One-Dimensional Mechanical System. In: Annual American Physical Society March Meeting, March 2003, Austin, Texas. (Unpublished) Full text not available from this repository.
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Thesis

Gerig, Austin (2007) A Theory for Market Impact: How Order Flow Affects Stock Price. Doctoral thesis, University of Illinois. Full text not available from this repository.
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This list was generated on Sun Nov 19 19:44:31 2017 WET.