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 14 20 367
Cancellation and Uncertainty Aversion on Limit Order Books 0 0 0 240 3 8 12 713
Cancellation and uncertainty aversion on limit order books 0 1 1 2 2 4 7 30
Cancellation and uncertainty aversion on limit order books 0 0 0 75 1 3 8 264
Ergodic Equilibria in Stochastic Sequential Games 0 0 0 51 0 5 13 229
Estimating Quadratic Variation When Quoted Prices Change by a Constant Increment 0 0 0 103 0 2 5 391
Estimating Quadratic Variation When Quoted Prices Jump by a Constant Increment 0 0 0 0 0 6 7 25
Estimating Very Large Demand Systems 0 1 3 49 0 5 16 106
Estimating quadratic variation when quoted prices jump by a constant increment 0 0 0 89 2 8 11 419
Estimating quadratic variation when quoted prices jump by a constant increment 0 0 1 51 1 7 12 216
Estimating very large demand systems 0 0 1 26 0 4 10 42
Pro-rata matching and one-tick futures markets 0 0 2 47 2 10 18 216
Total Working Papers 0 2 8 814 13 76 139 3,018

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 5 12 286
Estimating quadratic variation when quoted prices change by a constant increment 0 0 0 32 0 2 5 142
Measuring the resiliency of an electronic limit order book 1 1 6 237 3 5 25 554
Moving Average-Based Estimators of Integrated Variance 1 1 1 99 1 7 14 407
Total Journal Articles 2 2 7 413 4 19 56 1,389

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Statistics updated 2026-04-09