Access Statistics for Jeremy Houston Large

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	6	10	12	359
Cancellation and Uncertainty Aversion on Limit Order Books	0	0	0	240	5	6	11	710
Cancellation and uncertainty aversion on limit order books	0	0	0	1	0	0	3	26
Cancellation and uncertainty aversion on limit order books	0	0	0	75	1	2	6	262
Ergodic Equilibria in Stochastic Sequential Games	0	0	0	51	5	9	13	229
Estimating Quadratic Variation When Quoted Prices Change by a Constant Increment	0	0	0	103	2	5	5	391
Estimating Quadratic Variation When Quoted Prices Jump by a Constant Increment	0	0	0	0	5	6	7	24
Estimating Very Large Demand Systems	1	3	3	49	5	10	18	106
Estimating quadratic variation when quoted prices jump by a constant increment	0	0	1	51	6	10	12	215
Estimating quadratic variation when quoted prices jump by a constant increment	0	0	0	89	4	6	7	415
Estimating very large demand systems	0	1	3	26	3	5	12	41
Pro-rata matching and one-tick futures markets	0	1	4	47	6	11	17	212
Total Working Papers	1	5	11	813	48	80	123	2,990

Journal Article	File Downloads				Abstract Views
Journal Article	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	4	8	11	285
Estimating quadratic variation when quoted prices change by a constant increment	0	0	0	32	2	4	6	142
Measuring the resiliency of an electronic limit order book	0	2	5	236	0	6	22	549
Moving Average-Based Estimators of Integrated Variance	0	0	0	98	5	9	12	405
Total Journal Articles	0	2	5	411	11	27	51	1,381

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Statistics updated 2026-02-12