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

SCHOLARLY PAPERS

10

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Top 8,980

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5,155

SSRN CITATIONS
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SSRN RANKINGS

Top 6,126

in Total Papers Citations

16

CROSSREF CITATIONS

149

Scholarly Papers (10)

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 - Australian School of Business and Vanderbilt University - Finance
Downloads 3,445 (2,889)
Citation 5

Abstract:

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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 - Australian School of Business
Downloads 552 (49,311)
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 - Australian School of Business
Downloads 314 (96,778)
Citation 1

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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

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 297 (102,265)
Citation 12

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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

Forthcoming in Journal of Financial and Quantitative Analysis
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

Abstract:

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

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 245 (125,316)

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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
Roger D. Huang and Campbell R. Harvey
University of Notre Dame and Duke University - Fuqua School of Business
Downloads 31 (478,695)
Citation 2

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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 at Taiwan - Department of Finance
Downloads 251 (122,759)
Citation 8

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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 2010
Patric H. Hendershott and Roger D. Huang
University of Aberdeen - Centre for Property Research and University of Notre Dame
Downloads 20 (526,580)

Abstract:

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8.

The Quality of Ecn and NASDAQ Market Maker Quotes

Journal of Finance, Vol. 57, pp. 1285-1319, 2002
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

JOURNAL OF FINANCIAL INTERMEDIATION Vol 3 No 3, 1994
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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