FacultyFaculty/Author Profile

Austin Gerig

U.S. Securities and Exchange Commission
Assistant Director, Office of Research and Data Services, Division of Economic and Risk Analysis
Washington, DC, USA

Austin Gerig is a Financial Economist at the U.S. Securities and Exchange Commission.  He holds a Ph.D. in Physics and an M.S. in Finance from the University of Illinois at Urbana-Champaign.   Prior to joining the SEC, Austin was a Graduate Fellow at the Santa Fe Institute, a Postdoctoral Research Fellow at the University of Technology Sydney, and most recently, a Senior Research Fellow in the Said Business School, University of Oxford.  Austin’s research has touched on a number of important topics in market microstructure including: the price impact of large, algorithmically traded orders; the structure of volatility fluctuations in security prices; and the effects of high-frequency trading in financial markets.  His research has been highlighted in numerous media outlets including Bloomberg View, The Wire, The MIT Technology Review, and NPR.
Austin Gerig is associated with the following items:
Live Seminar  Live Seminar The SEC Speaks in 2019, Monday, April 08, 2019, Washington, DC
Live Webcast  Live Webcast The SEC Speaks in 2019, Monday, April 08, 2019, Washington, DC

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