| Market impact and trading profile of hidden orders in stock markets E Moro, J Vicente, LG Moyano, A Gerig, JD Farmer, G Vaglica, F Lillo, ... Physical Review E 80 (6), 066102, 2009 | 223 | 2009 |
| How efficiency shapes market impact JD Farmer, A Gerig, F Lillo, H Waelbroeck Quantitative Finance Papers, 2011 | 119 | 2011 |
| Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary? JD Farmer, A Gerig, F Lillo, S Mike Quantitative Finance 6 (02), 107-112, 2006 | 113 | 2006 |
| High-frequency trading synchronizes prices in financial markets A Gerig arXiv preprint arXiv:1211.1919, 2012 | 76 | 2012 |
| A theory for market impact: How order flow affects stock price A Gerig arXiv preprint arXiv:0804.3818, 2008 | 52 | 2008 |
| Model for non-Gaussian intraday stock returns A Gerig, J Vicente, MA Fuentes Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 80 (6 …, 2009 | 49 | 2009 |
| Universal behavior of extreme price movements in stock markets MA Fuentes, A Gerig, J Vicente PLoS One 4 (12), e8243, 2009 | 29 | 2009 |
| Automated liquidity provision A Gerig, D Michayluk Pacific-Basin Finance Journal 45, 1-13, 2017 | 28 | 2017 |
| Too fast or too slow? Determining the optimal speed of financial markets D Fricke, A Gerig Quantitative Finance 18 (4), 519-532, 2018 | 26 | 2018 |
| Automated liquidity provision and the demise of traditional market making A Gerig, D Michayluk arXiv preprint arXiv:1007.2352, 2010 | 23 | 2010 |
| Simulating the synchronizing behavior of high-frequency trading in multiple markets B Myers, A Gerig Financial econometrics and empirical market microstructure, 207-213, 2014 | 15 | 2014 |
| Universal doomsday: analyzing our prospects for survival A Gerig, KD Olum, A Vilenkin Journal of cosmology and astroparticle physics 2013 (05), 013, 2013 | 8 | 2013 |
| Chaos in a one-dimensional compressible flow A Gerig, A Hübler Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 75 (4 …, 2007 | 8 | 2007 |
| Too fast or too slow D Fricke, A Gerig Determining the optimal speed of financial markets, 2015 | 6 | 2015 |
| Universal laws and economic phenomena A Gerig Complexity, 2010 | 5 | 2010 |
| A new approach to understanding the market impact of large trading orders JD Farmer, A Gerig, F Lillo, H Waelbroeck Preprint, 2008 | 4 | 2008 |
| The Doomsday argument in many worlds A Gerig arXiv preprint arXiv:1209.6251, 2012 | 3 | 2012 |
| How prices respond to worked orders A Gerig, JD Farmer, F Lillo Working Paper, 2011 | 2 | 2011 |
| Liquidity risk, speculative trade, and the optimal latency of financial markets D Fricke, A Gerig Kiel und Hamburg: ZBW-Deutsche Zentralbibliothek für …, 2014 | 1 | 2014 |
| A stochastic feedback model for volatility R Golan, A Gerig arXiv preprint arXiv:1306.4975, 2013 | 1 | 2013 |