Haoxiang Zhu
Institution
MIT Sloan School of Management
PhD Year
2012
zhuh@mit.edu
FTG Membership
Member
Website
http://www.mit.edu/~zhuh/Zhu.html
Featured Work
Jul 6, 2018
What is the Optimal Trading Frequency in Financial Markets?
This paper studies the impact of increasing trading frequency in financial markets on
allocative efficiency. We build and solve a dynamic model of sequential double auctions
in which...
Jul 6, 2018
Size Discovery
Size-discovery mechanisms allow large quantities of an asset to be exchanged at a price
that does not respond to price pressure. Primary examples include \workup" in Treasury
markets,...
