Jeremy Large

519 total citations
8 papers, 260 citations indexed

About

Jeremy Large is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Jeremy Large has authored 8 papers receiving a total of 260 indexed citations (citations by other indexed papers that have themselves been cited), including 6 papers in Finance, 5 papers in Economics and Econometrics and 2 papers in General Economics, Econometrics and Finance. Recurrent topics in Jeremy Large's work include Complex Systems and Time Series Analysis (4 papers), Financial Markets and Investment Strategies (3 papers) and Financial Risk and Volatility Modeling (3 papers). Jeremy Large is often cited by papers focused on Complex Systems and Time Series Analysis (4 papers), Financial Markets and Investment Strategies (3 papers) and Financial Risk and Volatility Modeling (3 papers). Jeremy Large collaborates with scholars based in United Kingdom, United States and Denmark. Jeremy Large's co-authors include Asger Lunde and Peter Reinhard Hansen and has published in prestigious journals such as Journal of Financial Economics, Journal of Econometrics and Econometric Reviews.

In The Last Decade

Jeremy Large

8 papers receiving 238 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Jeremy Large United Kingdom	6	190	134	53	33	29	8	260
Julio Cacho-Diaz Netherlands	2	245 1.3×	155 1.2×	80 1.5×	22 0.7×	34 1.2×	2	341
Baeho Kim South Korea	12	297 1.6×	116 0.9×	32 0.6×	43 1.3×	12 0.4×	25	357
Eymen Errais Tunisia	4	183 1.0×	60 0.4×	135 2.5×	21 0.6×	83 2.9×	14	318
Jörn Saß Germany	11	192 1.0×	122 0.9×	5 0.1×	106 3.2×	4 0.1×	43	261
E. Robert Fernholz United States	3	92 0.5×	54 0.4×	7 0.1×	25 0.8×	4 0.1×	3	119
Dobrislav Dobrev United States	9	640 3.4×	534 4.0×	11 0.2×	66 2.0×	3 0.1×	21	735
Thomas Kokholm Denmark	8	251 1.3×	108 0.8×	11 0.2×	11 0.3×		18	279
Louis Bachelier	2	145 0.8×	148 1.1×	2 0.0×	37 1.1×	5 0.2×	3	218
Joanna Jasiak Canada	4	191 1.0×	127 0.9×	4 0.1×	25 0.8×	2 0.1×	5	217
Marcel Rindisbacher United States	12	288 1.5×	220 1.6×	5 0.1×	55 1.7×		27	370

Countries citing papers authored by Jeremy Large

Since Specialization

Citations

This map shows the geographic impact of Jeremy Large's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Jeremy Large with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jeremy Large more than expected).

Fields of papers citing papers by Jeremy Large

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jeremy Large. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Jeremy Large. The network helps show where Jeremy Large may publish in the future.

Co-authorship network of co-authors of Jeremy Large

This figure shows the co-authorship network connecting the top 25 collaborators of Jeremy Large. A scholar is included among the top collaborators of Jeremy Large based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Jeremy Large. Jeremy Large is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

8 of 8 papers shown

1.

Large, Jeremy, et al.. (2012). Pro-Rata Matching in One-Tick Markets. 5 indexed citations

2.

Large, Jeremy. (2010). Estimating quadratic variation when quoted prices change by a constant increment. Journal of Econometrics. 160(1). 2–11. 13 indexed citations

3.

Hansen, Peter Reinhard, Jeremy Large, & Asger Lunde. (2008). Moving Average-Based Estimators of Integrated Variance. Econometric Reviews. 27(1-3). 79–111. 46 indexed citations

4.

Large, Jeremy. (2008). A market-clearing role for inefficiency on a limit order book. Journal of Financial Economics. 91(1). 102–117. 9 indexed citations

5.

Large, Jeremy. (2007). Estimating Quadratic Variation When Quoted Prices Change By A Constant Increment. SSRN Electronic Journal. 12 indexed citations

6.

Large, Jeremy. (2007). A Market-Clearing Role for Inefficiency on a Limit Order Book. SSRN Electronic Journal. 3 indexed citations

7.

Hansen, Peter Reinhard, Jeremy Large, & Asger Lunde. (2006). Moving Average-Based Estimators of Integrated Variance. SSRN Electronic Journal. 8 indexed citations

8.

Large, Jeremy. (2006). Measuring the resiliency of an electronic limit order book. Journal of Financial Markets. 10(1). 1–25. 164 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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