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 24 372
Cancellation and Uncertainty Aversion on Limit Order Books 0 0 0 240 3 4 16 719
Cancellation and uncertainty aversion on limit order books 0 0 0 75 0 0 9 267
Cancellation and uncertainty aversion on limit order books 0 0 1 2 0 0 8 32
Ergodic Equilibria in Stochastic Sequential Games 0 0 0 51 0 0 10 230
Estimating Quadratic Variation When Quoted Prices Change by a Constant Increment 0 0 0 103 0 1 12 398
Estimating Quadratic Variation When Quoted Prices Jump by a Constant Increment 0 0 0 0 0 0 11 29
Estimating Very Large Demand Systems 0 0 3 49 1 2 18 110
Estimating quadratic variation when quoted prices jump by a constant increment 0 0 0 89 0 0 21 430
Estimating quadratic variation when quoted prices jump by a constant increment 0 0 0 51 1 1 15 220
Estimating very large demand systems 0 0 1 26 1 2 17 52
Pro-rata matching and one-tick futures markets 0 1 3 49 4 8 32 232
Total Working Papers 0 1 8 816 10 19 193 3,091


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 1 1 46 0 2 12 288
Estimating quadratic variation when quoted prices change by a constant increment 0 0 0 32 0 0 5 143
Measuring the resiliency of an electronic limit order book 0 4 9 242 6 20 47 583
Moving Average-Based Estimators of Integrated Variance 0 0 1 99 1 2 18 412
Total Journal Articles 0 5 11 419 7 24 82 1,426


Statistics updated 2026-09-10