Citation profile for Ruihong Huang

Ruihong Huang : Citation Profile

Humboldt-Universität Berlin

H index

i10 index

152

Citations

RESEARCH PRODUCTION:

Papers

RESEARCH ACTIVITY:

   3 years (2009 - 2012). See details.
   Cites by year: 50
   Journals where Ruihong Huang has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 2 (1.3 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu247
   Updated: 2024-12-03    RAS profile: 2023-03-10
   Missing citations? Add them    Incorrect content? Let us know

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 (20)

Horst, Ulrich (9)

Schienle, Melanie (7)

Veredas, David (6)

Fleming, Michael (6)

Härdle, Wolfgang (6)

Engle, Robert (4)

Hjalmarsson, Erik (4)

Hafner, Christian (3)

Ghysels, Eric (2)

Xue, Yi (2)

Cites to:

Härdle, Wolfgang (10)

Taschini, Luca (5)

Moinas, Sophie (4)

Burda, Michael (4)

Hautsch, Nikolaus (4)

Hunt, Jennifer (4)

Osipenko, Maria (3)

PASCUAL, ROBERTO (2)

Meyer-Gohde, Alexander (2)

Rindi, Barbara (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 Risk	3
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany	3

Recent works citing Ruihong Huang (2024 and 2023)

Year	Title of citing document
2023	Measuring price impact and information content of trades in a time-varying setting. (2022). Lillo, F ; Bormetti, G ; Campigli, F. In: Papers. RePEc:arx:papers:2212.12687. Full description at Econpapers \|\| Download paper
2023	Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness. (2023). Vyetrenko, Svitlana ; Savani, Rahul ; Jerome, Joseph ; Coletta, Andrea. In: Papers. RePEc:arx:papers:2306.12806. Full description at Econpapers \|\| Download paper
2024	Tackling the Problem of State Dependent Execution Probability: Empirical Evidence and Order Placement. (2023). Ragel, Vincent ; Fabre, Timoth'Ee. In: Papers. RePEc:arx:papers:2307.04863. Full description at Econpapers \|\| Download paper
2024	Price 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. Full description at Econpapers \|\| Download paper
2023	A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market. (2023). Xing, Haipeng ; Chen, Xinyun ; Li, Zhicheng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003194. Full description at Econpapers \|\| Download paper
2023	The role of fleeting orders on option expiration days. (2023). Mishra, Suchismita ; Jain, Pankaj ; Figueiredo, Antonio. In: Quantitative Finance. RePEc:taf:quantf:v:23:y:2023:i:10:p:1511-1529. Full description at Econpapers \|\| Download paper

Works by Ruihong Huang:

Year	Title	Type	Cited
2009	The Market Impact of a Limit Order In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	49
2011	Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	20
2012	On the Dark Side of the Market: Identifying and Analyzing Hidden Order Placements In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	10
	In: . [Full Text][Citation analysis]	paper	63
	In: . [Full Text][Citation analysis]	paper	0
	In: . [Full Text][Citation analysis]	paper	10