11 citations · 11 across the 2 of their papers we have counts for
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q-fin.TR2012★ 1 cited
High-Frequency Trading Synchronizes Prices in Financial Markets
Austin Gerig
High-speed computerized trading, often called "high-frequency trading" (HFT), has increased dramatically in financial markets over the last decade. In the US and Europe, it now acc…
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…