Details about Ruihong Huang
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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Journal Articles
Working Papers
2012
- On the Dark Side of the Market: Identifying and Analyzing Hidden Order Placements
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649
View citations (6)
2011
- 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
View citations (17)
2009
- The Market Impact of a Limit Order
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649
View citations (30)
Journal Articles