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 78 0 1 10 323
Cancellation and Uncertainty Aversion on Limit Order Books 0 0 2 234 1 3 7 675
Cancellation and uncertainty aversion on limit order books 0 0 0 75 0 1 5 240
Ergodic Equilibria in Stochastic Sequential Games 0 1 1 50 0 2 6 207
Estimating Quadratic Variation When Quoted Prices Change by a Constant Increment 0 0 0 101 1 3 11 347
Estimating quadratic variation when quoted prices jump by a constant increment 0 0 0 49 0 0 2 197
Estimating quadratic variation when quoted prices jump by a constant increment 0 0 1 87 0 1 7 395
Total Working Papers 0 1 4 674 2 11 48 2,384


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 3 45 0 4 12 254
Estimating quadratic variation when quoted prices change by a constant increment 0 0 0 30 1 2 5 123
Measuring the resiliency of an electronic limit order book 0 0 18 214 2 5 36 485
Moving Average-Based Estimators of Integrated Variance 0 0 0 95 1 1 9 381
Total Journal Articles 0 0 21 384 4 12 62 1,243


Statistics updated 2021-01-03