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 6 15 18 365
Cancellation and Uncertainty Aversion on Limit Order Books 0 0 0 240 0 5 9 710
Cancellation and uncertainty aversion on limit order books 0 0 0 75 1 2 7 263
Cancellation and uncertainty aversion on limit order books 1 1 1 2 2 2 5 28
Ergodic Equilibria in Stochastic Sequential Games 0 0 0 51 0 8 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 1 7 7 25
Estimating Very Large Demand Systems 0 3 3 49 0 10 16 106
Estimating quadratic variation when quoted prices jump by a constant increment 0 0 0 89 2 8 9 417
Estimating quadratic variation when quoted prices jump by a constant increment 0 0 1 51 0 7 11 215
Estimating very large demand systems 0 1 1 26 1 6 11 42
Pro-rata matching and one-tick futures markets 0 0 2 47 2 11 17 214
Total Working Papers 1 5 8 814 15 83 128 3,005

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 7 12 286
Estimating quadratic variation when quoted prices change by a constant increment 0 0 0 32 0 2 6 142
Measuring the resiliency of an electronic limit order book 0 1 5 236 2 7 23 551
Moving Average-Based Estimators of Integrated Variance 0 0 0 98 1 6 13 406
Total Journal Articles 0 1 5 411 4 22 54 1,385

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Statistics updated 2026-03-04