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 0 0 0 81 0 0 2 347
Cancellation and Uncertainty Aversion on Limit Order Books 0 0 1 240 1 1 6 702
Cancellation and uncertainty aversion on limit order books 0 0 0 75 1 1 6 257
Cancellation and uncertainty aversion on limit order books 0 0 0 1 0 0 1 23
Ergodic Equilibria in Stochastic Sequential Games 0 0 0 51 2 3 5 219
Estimating Quadratic Variation When Quoted Prices Change by a Constant Increment 0 0 0 103 0 0 0 386
Estimating Quadratic Variation When Quoted Prices Jump by a Constant Increment 0 0 0 0 0 0 1 18
Estimating Very Large Demand Systems 0 0 1 46 0 0 16 90
Estimating quadratic variation when quoted prices jump by a constant increment 1 1 1 51 1 1 3 205
Estimating quadratic variation when quoted prices jump by a constant increment 0 0 0 89 0 0 1 408
Estimating very large demand systems 0 0 4 25 1 2 9 33
Pro-rata matching and one-tick futures markets 0 1 3 46 0 2 8 199
Total Working Papers 1 2 10 808 6 10 58 2,887


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 0 0 45 0 0 2 274
Estimating quadratic variation when quoted prices change by a constant increment 0 0 0 32 1 2 4 138
Measuring the resiliency of an electronic limit order book 0 1 4 232 1 4 13 532
Moving Average-Based Estimators of Integrated Variance 0 0 0 98 0 0 0 393
Total Journal Articles 0 1 4 407 2 6 19 1,337


Statistics updated 2025-06-06