Access Statistics for Jeremy Houston Large
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Market-Clearing Role for Inefficiency on a Limit Order Book | 1 | 5 | 15 | 58 | 5 | 14 | 55 | 173 |
| Cancellation and Uncertainty Aversion on Limit Order Books | 5 | 14 | 31 | 133 | 15 | 28 | 76 | 365 |
| Cancellation and uncertainty aversion on limit order books | 0 | 0 | 1 | 69 | 1 | 1 | 16 | 181 |
| Ergodic Equilibria in Stochastic Sequential Games | 1 | 1 | 11 | 19 | 2 | 8 | 37 | 42 |
| Estimating Quadratic Variation When Quoted Prices Change by a Constant Increment | 1 | 3 | 14 | 61 | 2 | 9 | 42 | 162 |
| Estimating quadratic variation when quoted prices jump by a constant increment | 0 | 1 | 6 | 50 | 4 | 12 | 39 | 202 |
| Estimating quadratic variation when quoted prices jump by a constant increment | 1 | 1 | 3 | 41 | 2 | 3 | 12 | 141 |
| Total Working Papers | 9 | 25 | 81 | 431 | 31 | 75 | 277 | 1,266 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A market-clearing role for inefficiency on a limit order book | 0 | 6 | 11 | 11 | 7 | 23 | 48 | 48 |
| Measuring the resiliency of an electronic limit order book | 1 | 6 | 22 | 58 | 1 | 6 | 33 | 109 |
| Moving Average-Based Estimators of Integrated Variance | 4 | 7 | 23 | 34 | 12 | 28 | 101 | 137 |
| Total Journal Articles | 5 | 19 | 56 | 103 | 20 | 57 | 182 | 294 |
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