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 2 3 350
Cancellation and Uncertainty Aversion on Limit Order Books 0 0 0 240 1 2 6 705
Cancellation and uncertainty aversion on limit order books 0 0 0 75 1 3 7 261
Cancellation and uncertainty aversion on limit order books 0 0 0 1 0 2 4 26
Ergodic Equilibria in Stochastic Sequential Games 0 0 0 51 1 1 5 221
Estimating Quadratic Variation When Quoted Prices Change by a Constant Increment 0 0 0 103 3 3 3 389
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 0 4 11 96
Estimating quadratic variation when quoted prices jump by a constant increment 0 0 0 89 0 0 1 409
Estimating quadratic variation when quoted prices jump by a constant increment 0 0 1 51 3 3 5 208
Estimating very large demand systems 0 0 2 25 0 1 8 36
Pro-rata matching and one-tick futures markets 1 1 4 47 2 3 9 203
Total Working Papers 1 1 7 809 12 24 63 2,922


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 3 5 279
Estimating quadratic variation when quoted prices change by a constant increment 0 0 0 32 2 2 5 140
Measuring the resiliency of an electronic limit order book 1 2 6 235 1 8 21 544
Moving Average-Based Estimators of Integrated Variance 0 0 0 98 4 6 7 400
Total Journal Articles 1 2 6 410 9 19 38 1,363


Statistics updated 2025-12-06