- How Efficiency Shapes Market Impact. J. D. Farmer, A. Gerig, F. Lillo, and H. Waelbroeck, (2013), Quant. Finance, 13(11), 1743-1758.
- How Prices Respond to Worked Orders. A. Gerig, J. D. Farmer, and F. Lillo, (2011)
- Market Impact and Trading Profile of Hidden Orders in Stock Markets. E. Moro, J. Vicente, L. G. Moyano, A. Gerig, J. D. Farmer, G. Vaglica, F. Lillo, and R. N. Mantegna, (2009), Phys. Rev. E, 80, 066102.
- A Theory for Market Impact: How Order Flow Affects Stock Price. A. Gerig, (2007), PhD Dissertation, University of Illinois.
- Market Efficiency and the Long-Memory of Supply and Demand: Is Price Impact Variable and Permanent or Fixed and Temporary. J. D. Farmer, A. Gerig, F. Lillo, and S. Mike, (2006), Quant. Finance, 6(2), 107-112.