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 1 2 348
Cancellation and Uncertainty Aversion on Limit Order Books 0 0 1 240 1 1 7 703
Cancellation and uncertainty aversion on limit order books 0 0 0 75 0 1 6 258
Cancellation and uncertainty aversion on limit order books 0 0 0 1 1 1 2 24
Ergodic Equilibria in Stochastic Sequential Games 0 0 0 51 1 1 5 220
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 0 46 1 2 11 92
Estimating quadratic variation when quoted prices jump by a constant increment 0 0 1 51 0 0 3 205
Estimating quadratic variation when quoted prices jump by a constant increment 0 0 0 89 1 1 1 409
Estimating very large demand systems 0 0 2 25 0 2 9 35
Pro-rata matching and one-tick futures markets 0 0 3 46 0 1 7 200
Total Working Papers 0 0 7 808 5 11 54 2,898


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 2 4 276
Estimating quadratic variation when quoted prices change by a constant increment 0 0 0 32 0 0 4 138
Measuring the resiliency of an electronic limit order book 1 1 4 233 1 4 15 536
Moving Average-Based Estimators of Integrated Variance 0 0 0 98 1 1 1 394
Total Journal Articles 1 1 4 408 2 7 24 1,344


Statistics updated 2025-09-05