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 2 6 24 371
Cancellation and Uncertainty Aversion on Limit Order Books 0 0 0 240 0 5 13 715
Cancellation and uncertainty aversion on limit order books 0 0 1 2 1 4 9 32
Cancellation and uncertainty aversion on limit order books 0 0 0 75 0 4 10 267
Ergodic Equilibria in Stochastic Sequential Games 0 0 0 51 0 1 11 230
Estimating Quadratic Variation When Quoted Prices Change by a Constant Increment 0 0 0 103 2 6 11 397
Estimating Quadratic Variation When Quoted Prices Jump by a Constant Increment 0 0 0 0 0 4 11 29
Estimating Very Large Demand Systems 0 0 3 49 0 2 18 108
Estimating quadratic variation when quoted prices jump by a constant increment 0 0 0 89 1 13 22 430
Estimating quadratic variation when quoted prices jump by a constant increment 0 0 0 51 0 4 14 219
Estimating very large demand systems 0 0 1 26 2 8 17 50
Pro-rata matching and one-tick futures markets 1 1 2 48 4 10 25 224
Total Working Papers 1 1 7 815 12 67 185 3,072

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 12 286
Estimating quadratic variation when quoted prices change by a constant increment 0 0 0 32 0 1 5 143
Measuring the resiliency of an electronic limit order book 1 2 6 238 4 12 31 563
Moving Average-Based Estimators of Integrated Variance 0 1 1 99 1 4 17 410
Total Journal Articles 1 3 7 414 5 17 65 1,402

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Statistics updated 2026-06-04