Details
NAME
Haoxiang Zhu
INSTITUTION
MIT Sloan School of Management
EMAIL
zhuh@mit.edu
Featured Work
2017
Size Discovery
Jul 06,2018
Size-discovery mechanisms allow large quantities of an asset to be exchanged at a price
that does not respond to...
What is the Optimal Trading Frequency in Financial Markets?
Jul 06,2018
This paper studies the impact of increasing trading frequency in financial markets on
allocative efficiency. We build and solve...