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Details about Ruihong Huang

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 2023-03-10. Update your information in the RePEc Author Service.

Short-id: phu247

Working Papers

2012

  1. On the dark side of the market: Identifying and analyzing hidden order placements
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk Downloads

2011

  1. Limit order flow, market impact and optimal order sizes: Evidence from NASDAQ TotalView-ITCH data
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk Downloads View citations (1)

2009

  1. The market impact of a limit order
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk Downloads
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