Austin Gerig
Impact in
- Finance top 5%
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Economics and Econometrics top 5%
- Complex Systems and Time Series Analysis
- Market Dynamics and Volatility
- Economic theories and models
Papers in
-
- Complex Systems and Time Series Analysis 11
- Market Dynamics and Volatility 4
- Economic theories and models 3
- Finance 8
- Financial Markets and Investment Strategies 6
- Financial Risk and Volatility Modeling 3
- Co-authors
- Fabrizio Lillo (4 shared papers)J. Doyne Farmer (4 shared papers)Miguel Fuentes (2 shared papers)Rosario N. Mantegna (2 shared papers)Esteban Moro (2 shared papers)Luis G. Moyano (2 shared papers)Szabolcs Mike (1 shared paper)Daniel Fricke (2 shared papers)
- Journals
- Quantitative Finance (2 papers)Complexity (2 papers)PLoS ONE (1 paper)Journal of Cosmology and Astroparticle Physics (1 paper)SSRN Electronic Journal (5 papers)
- Partner nations
- United StatesAustraliaUnited Kingdom
In The Last Decade
Austin Gerig
13 papers receiving 262 citations
Peers
Comparison fields: 5 of 40
- Finance 211
- Economics and Econometrics 223
- Management Science and Operations Research 58
- Statistical and Nonlinear Physics 31
- General Economics, Econometrics and Finance 15
Countries citing papers authored by Austin Gerig
This map shows the geographic impact of Austin Gerig's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Austin Gerig with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Austin Gerig more than expected).
Fields of papers citing papers by Austin Gerig
This network shows the impact of papers produced by Austin Gerig. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Austin Gerig. The network helps show where Austin Gerig may publish in the future.
Co-authors
The 13 scholars most cited alongside Austin Gerig, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2009 | 115 | |
| 2 | 2006 | 50 | |
| 3 | 2009 | 36 | |
| 4 | 2012 | 20 | |
| 5 | 2009 | 18 | |
| 6 | 2013 | 13 | |
| 7 | 2010 | 9 | |
| 8 | 2017 | 8 | |
| 9 | 2013 | 6 | |
| 10 | 2007 | 5 | |
| 11 | Market Impact and Trading Profile of Large Trading Orders in Stock Markets | 2009 | 2 |
| 12 | 2013 | 2 | |
| 13 | 2010 | 1 | |
| 14 | 2011 | 0 |
About Austin Gerig
Austin Gerig is a scholar working on Economics and Econometrics, Finance, Statistical and Nonlinear Physics, Management Science and Operations Research and Molecular Biology, having authored 14 papers that have together received 285 indexed citations. Recurring topics across this work include Complex Systems and Time Series Analysis (11 papers), Financial Markets and Investment Strategies (6 papers), Market Dynamics and Volatility (4 papers), Economic theories and models (3 papers), Financial Risk and Volatility Modeling (3 papers), Quantum chaos and dynamical systems (2 papers), Stock Market Forecasting Methods (2 papers) and Particle Dynamics in Fluid Flows (1 paper). The work is most often cited by research in Finance (211 citations), Economics and Econometrics (223 citations), Management Science and Operations Research (58 citations), Statistical and Nonlinear Physics (31 citations) and General Economics, Econometrics and Finance (15 citations). Austin Gerig has collaborated with scholars based in United States, Australia and United Kingdom. Frequent co-authors include Fabrizio Lillo, J. Doyne Farmer, Miguel Fuentes, Rosario N. Mantegna, Esteban Moro, Luis G. Moyano, Szabolcs Mike, Daniel Fricke, David Michayluk and Alfred Hübler. Their work appears in journals such as Quantitative Finance, Complexity, PLoS ONE, Journal of Cosmology and Astroparticle Physics and SSRN Electronic Journal.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.