Jeremy Large

  • A Market-Clearing Role for Inefficiency on a Limit Order Book

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  • Department of Economics Discussion Paper Series

    Ergodic Equilibria in Stochastic Sequential Games

  • Department of Economics Discussion Paper Series

    Estimating Quadratic Variation When Quoted Prices Change by a Constant Increment

  • Department of Economics Discussion Paper Series

    Estimating Quadratic Variation When Quoted Prices Jump by a Constant Increment

  • Department of Economics Discussion Paper Series

    Cancellation and uncertainty aversion on limit order books

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