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 3 347
Cancellation and Uncertainty Aversion on Limit Order Books 0 0 1 240 2 2 5 701
Cancellation and uncertainty aversion on limit order books 0 0 0 1 0 1 2 23
Cancellation and uncertainty aversion on limit order books 0 0 0 75 0 2 5 256
Ergodic Equilibria in Stochastic Sequential Games 0 0 0 51 0 0 2 216
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 1 1 1 18
Estimating quadratic variation when quoted prices jump by a constant increment 0 0 0 50 1 1 2 204
Estimating quadratic variation when quoted prices jump by a constant increment 0 0 0 89 0 0 1 408
Pro-rata matching and one-tick futures markets 2 2 2 45 2 3 7 197
Total Working Papers 2 2 3 735 6 10 28 2,756


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 3 274
Estimating quadratic variation when quoted prices change by a constant increment 0 0 0 32 0 1 3 136
Measuring the resiliency of an electronic limit order book 0 2 4 231 1 5 10 528
Moving Average-Based Estimators of Integrated Variance 0 0 0 98 0 0 0 393
Total Journal Articles 0 2 4 406 1 6 16 1,331


Statistics updated 2025-03-03