Details about Huu Nhan Duong

Access statistics for papers by Huu Nhan Duong.

Last updated 2015-05-25. Update your information in the RePEc Author Service.

Short-id: pdu379

Journal Articles

2014

1. Anonymity and the Information Content of the Limit Order Book
   Journal of International Financial Markets, Institutions and Money, 2014, 30, (C), 205-219 View citations (4)
2. Information Asymmetry, Trade Size, and the Dynamic Volume-Return Relation: Evidence from the Australian Securities Exchange
   The Financial Review, 2014, 49, (3), 539-564 View citations (3)
3. Trading volume, realized volatility and jumps in the Australian stock market
   Journal of International Financial Markets, Institutions and Money, 2014, 31, (C), 414-430 View citations (21)

2013

4. Anonymity and order submissions
   Pacific-Basin Finance Journal, 2013, 25, (C), 101-118 View citations (4)

2009

5. Order aggressiveness of institutional and individual investors
   Pacific-Basin Finance Journal, 2009, 17, (5), 533-546 View citations (32)

2008

6. A test of the Samuelson Hypothesis using realized range
   Journal of Futures Markets, 2008, 28, (7), 680-696 View citations (10)
7. The Samuelson hypothesis in futures markets: An analysis using intraday data
   Journal of Banking & Finance, 2008, 32, (4), 489-500 View citations (46)