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Details about Ruihong Huang

E-mail:
Homepage:http://amor.cms.hu-berlin.de/~huangrui/
Workplace:Institut für Statistik und Ökonometrie (ISÖ) (Institute for Statistics and Econometrics), Wirtschaftswissenschaftliche Fakultät (Faculty of Economics), Humboldt-Universität Berlin (Humboldt University Berlin), (more information at EDIRC)

Access statistics for papers by Ruihong Huang.

Last updated 2012-04-15. Update your information in the RePEc Author Service.

Short-id: phu247


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Working Papers

2012

  1. On the Dark Side of the Market: Identifying and Analyzing Hidden Order Placements
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (6)

2011

  1. Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (17)

2009

  1. The Market Impact of a Limit Order
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (30)

Journal Articles

 
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