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 1 2 81 0 3 7 339
Cancellation and Uncertainty Aversion on Limit Order Books 0 0 2 238 0 1 8 692
Cancellation and uncertainty aversion on limit order books 0 0 0 1 0 0 2 19
Cancellation and uncertainty aversion on limit order books 0 0 0 75 0 0 3 245
Ergodic Equilibria in Stochastic Sequential Games 0 1 1 51 0 1 2 212
Estimating Quadratic Variation When Quoted Prices Change by a Constant Increment 0 0 0 103 0 0 12 381
Estimating Quadratic Variation When Quoted Prices Jump by a Constant Increment 0 0 0 0 0 0 1 16
Estimating quadratic variation when quoted prices jump by a constant increment 0 0 1 50 0 0 1 200
Estimating quadratic variation when quoted prices jump by a constant increment 0 0 0 87 0 1 4 402
Pro-rata matching and one-tick futures markets 0 0 2 42 1 2 17 184
Total Working Papers 0 2 8 728 1 8 57 2,690


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 1 4 266
Estimating quadratic variation when quoted prices change by a constant increment 0 0 1 31 0 0 3 129
Measuring the resiliency of an electronic limit order book 1 2 4 219 1 2 11 504
Moving Average-Based Estimators of Integrated Variance 0 0 1 96 0 0 4 390
Total Journal Articles 1 2 6 391 1 3 22 1,289


Statistics updated 2022-11-05