Ruihong Huang
Names
| first: | Ruihong |
| last: | Huang |
Identifer
| RePEc Short-ID: | phu247 |
Contact
| homepage: | http://amor.cms.hu-berlin.de/~huangrui/ |
Affiliations
-
Humboldt-Universität Berlin
/ Wirtschaftswissenschaftliche Fakultät
/ Institut für Statistik und Ökonometrie (ISÖ)
- EDIRC entry
- location:
Research profile
author of:
- The Market Impact of a Limit Order (RePEc:hum:wpaper:sfb649dp2009-051)
by Nikolaus Hautsch & Ruihong Huang - Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data (RePEc:hum:wpaper:sfb649dp2011-056)
by Nikolaus Hautsch & Ruihong Huang - On the Dark Side of the Market: Identifying and Analyzing Hidden Order Placements (RePEc:hum:wpaper:sfb649dp2012-014)
by Nikolaus Hautsch & Ruihong Huang - The market impact of a limit order (RePEc:zbw:sfb649:sfb649dp2009-051)
by Hautsch, Nikolaus & Huang, Ruihong - Limit order flow, market impact and optimal order sizes: Evidence from NASDAQ TotalView-ITCH data (RePEc:zbw:sfb649:sfb649dp2011-056)
by Hautsch, Nikolaus & Huang, Ruihong - On the dark side of the market: Identifying and analyzing hidden order placements (RePEc:zbw:sfb649:sfb649dp2012-014)
by Hautsch, Nikolaus & Huang, Ruihong