11 citations · 11 across the 2 of their papers we have counts for
2 papers
q-fin.TR2010★ 11 cited
Automated Liquidity Provision and the Demise of Traditional Market Making
Austin Gerig, David Michayluk
Traditional market makers are losing their importance as automated systems have largely assumed the role of liquidity provision in markets. We update the model of Glosten and Milgr…
q-fin.GN2010
Universal Laws and Economic Phenomena
Austin Gerig
This is a short commentary piece that discusses how the methods used in the natural sciences can apply to economics in general and financial markets specifically.