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Huang, Roger D.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,959 |
Total
Citations
92 |
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1.
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Huang, Roger D.
University of Notre Dame Masulis, Ronald W.
University of New South Wales - Australian School of Business Stoll, Hans R.
Vanderbilt University - Finance
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1,625
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Energy shocks, oil futures, oil price dynamics, stock price index dynamics, VAR model, return volatility
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2.
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Huang, Roger D.
University of Notre Dame Masulis, Ronald W.
University of New South Wales - Australian School of Business
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459
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12
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Trading size, trading frequency, price volatility, London Stock Exchange, transactions data, informed trading, market microstructure models
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3.
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Information-Based Trading in Dealer and Auction Markets: An Analysis of Exchange Listings
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Heidle, Hans G.
U.S. Securities and Exchange Commission Huang, Roger D.
University of Notre Dame
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Posted:
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24 Oct 01
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Last Revised:
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14 Feb 07
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264
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24
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Heidle, Hans G.
U.S. Securities and Exchange Commission Huang, Roger D.
University of Notre Dame
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0
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Market Microstructure, Information-Based Trading, Trader Anonymity, Trading Costs, Exchange Listing
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Heidle, Hans G.
U.S. Securities and Exchange Commission Huang, Roger D.
University of Notre Dame
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264
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24
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Market Microstructure, Information-Based Trading, Trader Anonymity, Trading Costs, Exchange Listing
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4.
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The Impact of the Federal Reserve Bank's Open Market Operations
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Versions (2)
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Harvey, Campbell R.
Duke University - Fuqua School of Business Huang, Roger D.
University of Notre Dame
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Posted:
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19 Jun 00
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Last Revised:
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04 May 05
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221
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10
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Harvey, Campbell R.
Duke University - Fuqua School of Business Huang, Roger D.
University of Notre Dame
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198
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10
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Federal Reserve Intervention, Bond market volatility, currency market volality, Reserve-draining operations, Reserve-adding operations, Fed Time
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Huang, Roger D.
University of Notre Dame Harvey, Campbell R.
Duke University - Fuqua School of Business
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23
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5.
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Huang, Roger D.
University of Notre Dame Shiu, Cheng-Yi
National Central University at Taiwan - Department of Finance
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196
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4
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Foreign Ownership, Monitor, Information Advantage, Emerging Markets
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6.
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Huang, Roger D.
University of Notre Dame Masulis, Ronald W.
University of New South Wales - Australian School of Business
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179
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15
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Foreign Exchange, FX Trading, Market Microstructure Models, Tick-by-Tick Trades, 24 Hour Trading, Dealer Competition, Market Making, Dealer Market, Bid-Ask Spread, FX Volatility, VAR model, GMM
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7.
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Hendershott, Patric H.
University of Aberdeen - Centre for Property Research Huang, Roger D.
University of Notre Dame
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15
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2
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8.
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Huang, Roger D.
University of Notre Dame
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9.
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Christie, William G.
Vanderbilt University - Finance Huang, Roger D.
University of Notre Dame
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10.
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Huang, Roger D.
University of Notre Dame Stoll, Hans R.
Vanderbilt University - Finance
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