Roger D. Huang

University of Notre Dame

Kenneth R. Meyer Professor of Global Investment Management

Mendoza College of Business

Notre Dame, IN 46556-5646

United States

  • University of Notre Dame

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SCHOLARLY PAPERS

10

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6,314

SSRN CITATIONS
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SSRN RANKINGS

Top 7,447

in Total Papers Citations

58

CROSSREF CITATIONS

150

Scholarly Papers (10)

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1.

Energy Shocks and Financial Markets

Journal of Futures Markets, Vol. 16, No. 1, pp. 1-27, 1996
Number of pages: 38 Posted: 16 May 2006
Roger D. Huang, Ronald W. Masulis and Hans R. Stoll
University of Notre Dame, University of New South Wales, Sydney and Vanderbilt University - Finance
Downloads 4,353 (3,848)
Citation 17

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Energy shocks, oil futures, oil price dynamics, stock price index dynamics, VAR model, return volatility

2.

Trading Activity and Stock Price Volatility: Evidence from the London Stock Exchange

Journal of Empirical Finance, Vol. 10, No. 3, pp. 249-269, 2003
Number of pages: 39 Posted: 26 Feb 2006
Roger D. Huang and Ronald W. Masulis
University of Notre Dame and University of New South Wales, Sydney
Downloads 601 (75,555)
Citation 1

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Trading size, trading frequency, price volatility, London Stock Exchange, transactions data, informed trading, market microstructure models

3.

FX Spreads and Dealer Competition Across the 24-Hour Trading Day

Review of Financial Studies, Vol. 12, No. 1, pp. 61-93, Spring 1999
Number of pages: 27 Posted: 09 Sep 1998
Roger D. Huang and Ronald W. Masulis
University of Notre Dame and University of New South Wales, Sydney
Downloads 395 (125,283)
Citation 5

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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

4.

The Impact of the Federal Reserve Bank's Open Market Operations

Downloads 341 (147,512)
Citation 16

The Impact of the Federal Reserve Bank's Open Market Operations

Number of pages: 40 Posted: 04 May 2005
Campbell R. Harvey and Roger D. Huang
Duke University - Fuqua School of Business and University of Notre Dame
Downloads 284 (177,877)
Citation 2

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Federal Reserve Intervention, Bond market volatility, currency market volality, Reserve-draining operations, Reserve-adding operations, Fed Time

The Impact of the Federal Reserve Bank's Open Market Operations

NBER Working Paper No. w4663
Number of pages: 33 Posted: 19 Jun 2000 Last Revised: 30 Sep 2022
Roger D. Huang and Campbell R. Harvey
University of Notre Dame and Duke University - Fuqua School of Business
Downloads 57 (609,380)
Citation 2

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5.

Information-Based Trading in Dealer and Auction Markets: An Analysis of Exchange Listings

Downloads 311 (162,577)

Information-Based Trading in Dealer and Auction Markets: An Analysis of Exchange Listings

Number of pages: 58 Posted: 24 Oct 2001
Hans G. Heidle and Roger D. Huang
Division of Economic and Risk Analysis, Office of Markets and University of Notre Dame
Downloads 311 (161,529)
Citation 13

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Market Microstructure, Information-Based Trading, Trader Anonymity, Trading Costs, Exchange Listing

Information-Based Trading in Dealer and Auction Markets: An Analysis of Exchange Listings

Posted: 10 Dec 2001
Hans G. Heidle and Roger D. Huang
Division of Economic and Risk Analysis, Office of Markets and University of Notre Dame

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Market Microstructure, Information-Based Trading, Trader Anonymity, Trading Costs, Exchange Listing

6.

Overseas Monitors in Emerging Financial Markets: Evidence from Foreign Ownership in Taiwan

Number of pages: 61 Posted: 19 Jan 2006
Roger D. Huang and Cheng-Yi Shiu
University of Notre Dame and National Central University - Department of Finance
Downloads 281 (180,838)
Citation 11

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Foreign Ownership, Monitor, Information Advantage, Emerging Markets

7.

Debt and Equity Yields: 1926-80

NBER Working Paper No. w1142
Number of pages: 75 Posted: 11 Apr 2004 Last Revised: 17 Aug 2022
Patric H. Hendershott and Roger D. Huang
University of Aberdeen - Centre for Property Research and University of Notre Dame
Downloads 32 (750,594)

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8.

The Quality of Ecn and NASDAQ Market Maker Quotes

Posted: 29 Nov 2003
Roger D. Huang
University of Notre Dame

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9.

Market Structures and Liquidity: A Transactions Data Study of Exchange Listings

Posted: 11 May 2000
William G. Christie and Roger D. Huang
Vanderbilt University - Finance and University of Notre Dame

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10.

Dealer Versus Auction Markets: A Paired Comparison of Execution Costs on NASDAQ and the NYSE

Working Paper 95-16
Posted: 26 Aug 1998
Roger D. Huang and Hans R. Stoll
University of Notre Dame and Vanderbilt University - Finance

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