[0804.3818] A Theory for Market Impact: How Order Flow

Austin Gerig Thesis

On 08.03.2018

Austin Gerigs scientific contributions including Too Fast or Too Slow? Determining the Optimal Speed of Financial Markets. Nearly one-half of all trades in financial markets are executed by high-speed autonomous computer programsa type of trading often called high-frequency trading (HFT). Title A Theory for Market Impact How Order Flow Affects Stock Price Author(s) Gerig, Austin Nathaniel Doctoral Committee Chair(s) Hubler, A.W. Department Program

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