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 1 1 2 348
Cancellation and Uncertainty Aversion on Limit Order Books 0 0 1 240 0 1 6 702
Cancellation and uncertainty aversion on limit order books 0 0 0 1 0 0 1 23
Cancellation and uncertainty aversion on limit order books 0 0 0 75 0 2 6 258
Ergodic Equilibria in Stochastic Sequential Games 0 0 0 51 0 2 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 1 12 91
Estimating quadratic variation when quoted prices jump by a constant increment 0 0 0 89 0 0 0 408
Estimating quadratic variation when quoted prices jump by a constant increment 0 1 1 51 0 1 3 205
Estimating very large demand systems 0 0 2 25 0 3 9 35
Pro-rata matching and one-tick futures markets 0 0 3 46 1 1 8 200
Total Working Papers 0 1 8 808 2 12 53 2,893


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 2 2 4 276
Estimating quadratic variation when quoted prices change by a constant increment 0 0 0 32 0 1 4 138
Measuring the resiliency of an electronic limit order book 0 0 4 232 1 4 16 535
Moving Average-Based Estimators of Integrated Variance 0 0 0 98 0 0 0 393
Total Journal Articles 0 0 4 407 3 7 24 1,342


Statistics updated 2025-08-05