Austin Gerig

600 total citations
14 papers, 285 citations indexed

About

Austin Gerig is a scholar working on Economics and Econometrics, Finance and Statistical and Nonlinear Physics. According to data from OpenAlex, Austin Gerig has authored 14 papers receiving a total of 285 indexed citations (citations by other indexed papers that have themselves been cited), including 11 papers in Economics and Econometrics, 8 papers in Finance and 2 papers in Statistical and Nonlinear Physics. Recurrent topics in Austin Gerig's work include Complex Systems and Time Series Analysis (11 papers), Financial Markets and Investment Strategies (6 papers) and Market Dynamics and Volatility (4 papers). Austin Gerig is often cited by papers focused on Complex Systems and Time Series Analysis (11 papers), Financial Markets and Investment Strategies (6 papers) and Market Dynamics and Volatility (4 papers). Austin Gerig collaborates with scholars based in United States, Australia and United Kingdom. Austin Gerig's co-authors include J. Doyne Farmer, Fabrizio Lillo, Miguel Fuentes, Rosario N. Mantegna, Esteban Moro, Luis G. Moyano, Szabolcs Mike, Daniel Fricke, David Michayluk and Alfred Hübler and has published in prestigious journals such as PLoS ONE, Journal of Cosmology and Astroparticle Physics and Quantitative Finance.

In The Last Decade

Austin Gerig

13 papers receiving 262 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Austin Gerig United States 8 223 211 58 31 16 14 285
Philipp Weber Germany 6 222 1.0× 203 1.0× 31 0.5× 37 1.2× 22 1.4× 13 263
Ilija I. Zovko Netherlands 4 272 1.2× 207 1.0× 84 1.4× 40 1.3× 15 0.9× 6 323
Bence Tóth France 10 253 1.1× 202 1.0× 47 0.8× 38 1.2× 37 2.3× 19 320
Szabolcs Mike Hungary 5 303 1.4× 252 1.2× 49 0.8× 33 1.1× 29 1.8× 6 327
Paolo Patelli Italy 3 201 0.9× 144 0.7× 70 1.2× 33 1.1× 10 0.6× 10 263
Michael C. Münnix Germany 8 219 1.0× 142 0.7× 40 0.7× 61 2.0× 25 1.6× 8 264
Jonathan Donier France 6 156 0.7× 119 0.6× 31 0.5× 18 0.6× 9 0.6× 10 234
Sergio Bianchi Italy 11 285 1.3× 231 1.1× 55 0.9× 32 1.0× 5 0.3× 38 354
Zvonko Kostanjčar Croatia 9 145 0.7× 83 0.4× 74 1.3× 27 0.9× 11 0.7× 34 264
Giacomo Bormetti Italy 10 198 0.9× 270 1.3× 57 1.0× 14 0.5× 6 0.4× 46 344

Countries citing papers authored by Austin Gerig

Since Specialization
Citations

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

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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-authorship network of co-authors of Austin Gerig

This figure shows the co-authorship network connecting the top 25 collaborators of Austin Gerig. A scholar is included among the top collaborators of Austin Gerig based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Austin Gerig. Austin Gerig is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

14 of 14 papers shown
1.
Fricke, Daniel & Austin Gerig. (2017). Too fast or too slow? Determining the optimal speed of financial markets. Quantitative Finance. 18(4). 519–532. 8 indexed citations
2.
Gerig, Austin, Ken D. Olum, & Alexander Vilenkin. (2013). Universal doomsday: analyzing our prospects for survival. Journal of Cosmology and Astroparticle Physics. 2013(5). 13–13. 2 indexed citations
3.
Gerig, Austin & Daniel Fricke. (2013). Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial Markets. SSRN Electronic Journal. 6 indexed citations
4.
Farmer, J. Doyne, Austin Gerig, Fabrizio Lillo, & Henri Waelbroeck. (2013). How Efficiency Shapes Market Impact. SSRN Electronic Journal. 13 indexed citations
5.
Gerig, Austin. (2012). High-Frequency Trading Synchronizes Prices in Financial Markets. SSRN Electronic Journal. 20 indexed citations
6.
Gerig, Austin. (2011). Universal laws and economic phenomena. Complexity. 17(1). 9–12.
7.
Gerig, Austin & David Michayluk. (2010). Automated Liquidity Provision and the Demise of Traditional Market Making. SSRN Electronic Journal. 9 indexed citations
8.
Hübler, Alfred & Austin Gerig. (2010). Are discrete models more accurate?. Complexity. 16(2). 5–7. 1 indexed citations
9.
Moro, Esteban, Luis G. Moyano, Austin Gerig, et al.. (2009). Market Impact and Trading Profile of Large Trading Orders in Stock Markets. SSRN Electronic Journal. 2 indexed citations
10.
Gerig, Austin, et al.. (2009). Model for non-Gaussian intraday stock returns. Physical Review E. 80(6). 65102–65102. 36 indexed citations
11.
Moro, Esteban, Luis G. Moyano, Austin Gerig, et al.. (2009). Market impact and trading profile of hidden orders in stock markets. Physical Review E. 80(6). 66102–66102. 115 indexed citations
12.
Fuentes, Miguel, et al.. (2009). Universal Behavior of Extreme Price Movements in Stock Markets. PLoS ONE. 4(12). e8243–e8243. 18 indexed citations
13.
Gerig, Austin & Alfred Hübler. (2007). Chaos in a one-dimensional compressible flow. Physical Review E. 75(4). 45202–45202. 5 indexed citations
14.
Farmer, J. Doyne, Austin Gerig, Fabrizio Lillo, & Szabolcs Mike. (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). 107–112. 50 indexed citations

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.

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