6
H index
4
i10 index
228
Citations
Jeremy Houston Large : Citation Profile
Oxford University | RESEARCH PRODUCTION: 4 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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7 years (2004 - 2011). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jeremy Houston Large. | Is cited by:
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Main data
Where Jeremy Houston Large has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Economics Series Working Papers / University of Oxford, Department of Economics | 4 |
| OFRC Working Papers Series / Oxford Financial Research Centre | 2 |
Recent works citing Jeremy Houston Large (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Small impact analysis in stochastically illiquid markets. (2021). Kivman, Evgueni ; Horst, Ulrich. In: Papers. RePEc:arx:papers:2103.05957. Full description at Econpapers || Download paper |
| 2023 | Multi-kernel property in high-frequency price dynamics under Hawkes model. (2023). Lee, Kyungsub. In: Papers. RePEc:arx:papers:2302.11822. Full description at Econpapers || Download paper |
Works by Jeremy Houston Large:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Estimating quadratic variation when quoted prices change by a constant increment In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
| 2007 | Estimating Quadratic Variation When Quoted Prices Change by a Constant Increment.(2007) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2007 | Measuring the resiliency of an electronic limit order book In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 127 |
| 2009 | A market-clearing role for inefficiency on a limit order book In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 6 |
| 2006 | A Market-Clearing Role for Inefficiency on a Limit Order Book.(2006) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2004 | Cancellation and Uncertainty Aversion on Limit Order Books In: Economics Papers. [Full Text][Citation analysis] | paper | 8 |
| 2004 | Cancellation and uncertainty aversion on limit order books.(2004) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2004 | Cancellation and uncertainty aversion on limit order books.(2004) In: OFRC Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2005 | Estimating quadratic variation when quoted prices jump by a constant increment In: Economics Papers. [Full Text][Citation analysis] | paper | 16 |
| 2005 | Estimating Quadratic Variation When Quoted Prices Jump by a Constant Increment.(2005) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2005 | Estimating quadratic variation when quoted prices jump by a constant increment.(2005) In: OFRC Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2008 | Ergodic Equilibria in Stochastic Sequential Games In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Moving Average-Based Estimators of Integrated Variance In: Econometric Reviews. [Full Text][Citation analysis] | article | 50 |
| 2008 | Pro-rata matching and one-tick futures markets In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team