Dr Jeremy Large
Fellow by Resolution in Economics, St Hugh's College
BA, MA, DPhil
Quondam Fellow since 2008
- Associate, and subsequently Quantitative Portfolio Manager, Tudor Capital Europe (from 2013 to 2020)
- Research Economist, AHL, Man Investments (from 2008 to 2012)
- Associate Fellow, Saïd Business School, University of Oxford (from 2008 to 2014)
- Post-Doctoral Research Fellow, All Souls College (from 2005 to 2008)
- Postgraduate degree, Nuffield College, Oxford (from 2002 to 2005)
- Postgraduate degree, Ecole HEC, Paris (from 1999 to 2001)
- Undergraduate, New College, Oxford (from 1995 to 1999)
- Financial Economics
- Game Theory
- Data and econometrics
- ‘Estimating Quadratic Variation when Quoted Prices Change by a Constant Increment’, Journal of Econometrics 160 (2011), 2-11
- ‘A Market-Clearing Role for Inefficiency on a Limit Order Book’, Journal of Financial Economics 91 (2009), 102-117
- (with A. Lunde and P. Hansen) ‘Moving Average-Based Estimators of Integrated Variance’, Econometric Reviews 27 (2008), 79–111
- ‘Measuring the Resiliency of a Limit Order Book, Journal of Financial Markets 10 (2007), 1–25
- Member of the Ashoka Support Network
- Associate Fellow, Saïd Business School, University of Oxford (from 2008 to 2014)
- MPhil in Economics
- MSc in Financial Economics (MFE)
- Edgeworth Prize in Economics (2006).
- Fulbright Scholarship (2004).
- George Webb Medley Thesis Prize in Economics (2004).
- Entente Cordiale Scholarship (1999).