Ruihong Huang : Citation Profile

Humboldt-Universität Berlin

5

H index

5

i10 index

161

Citations

RESEARCH PRODUCTION:

6

Papers

RESEARCH ACTIVITY:

   3 years (2009 - 2012). See details.
   Cites by year: 53
   Journals where Ruihong Huang has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 2 (1.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu247
   Updated: 2026-03-28    RAS profile: 2023-03-10    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Ruihong Huang.

Is cited by:

Hautsch, Nikolaus (21)

Horst, Ulrich (9)

Schienle, Melanie (7)

Härdle, Wolfgang (6)

Fleming, Michael (6)

Veredas, David (6)

Engle, Robert (4)

Hjalmarsson, Erik (4)

Hafner, Christian (3)

Mihoci, Andrija (2)

Ghysels, Eric (2)

Cites to:

Härdle, Wolfgang (10)

Taschini, Luca (5)

Hautsch, Nikolaus (5)

Burda, Michael (4)

Moinas, Sophie (4)

Hunt, Jennifer (4)

Osipenko, Maria (3)

Mihoci, Andrija (2)

Anand, Kartik (2)

Easley, David (2)

Yang, Lijian (2)

Main data

Where Ruihong Huang has published?

Working Papers Series with more than one paper published# docs
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk3

Recent works citing Ruihong Huang (2025 and 2024)

YearTitle of citing document
2024Interpretable ML for High-Frequency Execution. (2024). Ragel, Vincent ; Fabre, Timoth'Ee. In: Papers. RePEc:arx:papers:2307.04863.

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2024Optimal position-building strategies in competition. (2024). Chriss, Neil A. In: Papers. RePEc:arx:papers:2409.03586.

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2024Bellwether Trades: Characteristics of Trades influential in Predicting Future Price Movements in Markets. (2024). Ramdas, Tejas ; Wells, Martin T. In: Papers. RePEc:arx:papers:2409.05192.

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2024MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series. (2024). Varner, Jeffrey D ; Wheeler, Aaron. In: Papers. RePEc:arx:papers:2411.16585.

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2025Boltzmann Price: Toward Understanding the Fair Price in High-Frequency Markets. (2025). Rola, Przemyslaw. In: Papers. RePEc:arx:papers:2507.09734.

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2025Returns and Order Flow Imbalances: Intraday Dynamics and Macroeconomic News Effects. (2025). Takahashi, Makoto. In: Papers. RePEc:arx:papers:2508.06788.

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2024Price clustering on cryptocurrency order books at a US-based exchange. (2024). Han, Seungoh. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s221463502400008x.

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2024Information content of the limit order book: A cross-sectional analysis in Borsa Istanbul. (2024). Karahan, Cenk C ; Alayan-Gm, Aye. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000929.

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2025High-frequency liquidity in the Chinese stock market: Measurements, patterns, and determinants. (2025). Zhang, Ruixun ; Dai, Yuehao ; Zhao, Chaoyi ; Wu, Lan ; Chen, Ermo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000186.

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2024Optimal liquidation using extended trading close for multiple trading days. (2024). Zhu, Jianchang ; Sun, Xuchu ; Zhang, Leilei. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00613-7.

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2025Real‐Time Tracking of Public Announcements in the Limit Order Book. (2025). Daniels, Justin ; Frank, Julieta ; Arzandeh, Mehdi. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:6:p:569-599.

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Works by Ruihong Huang:

YearTitleTypeCited
2009The Market Impact of a Limit Order In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper49
2011Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper20
2012On the Dark Side of the Market: Identifying and Analyzing Hidden Order Placements In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper10
2009The market impact of a limit order In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper71
2011Limit order flow, market impact and optimal order sizes: Evidence from NASDAQ TotalView-ITCH data In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2012On the dark side of the market: Identifying and analyzing hidden order placements In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper10

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