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 2 348
Cancellation and Uncertainty Aversion on Limit Order Books 0 0 1 240 0 1 5 703
Cancellation and uncertainty aversion on limit order books 0 0 0 1 0 1 2 24
Cancellation and uncertainty aversion on limit order books 0 0 0 75 0 0 6 258
Ergodic Equilibria in Stochastic Sequential Games 0 0 0 51 0 1 5 220
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 0 0 1 18
Estimating Very Large Demand Systems 0 0 0 46 2 3 12 94
Estimating quadratic variation when quoted prices jump by a constant increment 0 0 0 89 0 1 1 409
Estimating quadratic variation when quoted prices jump by a constant increment 0 0 1 51 0 0 3 205
Estimating very large demand systems 0 0 2 25 0 0 8 35
Pro-rata matching and one-tick futures markets 0 0 3 46 0 1 7 200
Total Working Papers 0 0 7 808 2 9 52 2,900


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 1 3 4 277
Estimating quadratic variation when quoted prices change by a constant increment 0 0 0 32 0 0 3 138
Measuring the resiliency of an electronic limit order book 0 1 4 233 0 2 15 536
Moving Average-Based Estimators of Integrated Variance 0 0 0 98 0 1 1 394
Total Journal Articles 0 1 4 408 1 6 23 1,345


Statistics updated 2025-10-06