Local Effects of Foreign Ownership in an Emerging Financial Market: Evidence from Qualified Foreign Institutional Investors in TaiwanRoger HuangCheng-Yi ShiuFinancial Management2009
Does the Market Dole Out Collective Punishment? An Empirical Analysis of Industry, Geography, and Arthur Andersen’s ReputationRoger HuangHang LiJournal of Banking and Finance332009
A Functional Approach to the Price Impact of Stock Trades and the Implied True PriceRoger HuangChristopher TingJournal of Empirical Finance1512008
The Supply and Demand of Immediacy: Evidence from the NYSERoger HuangHans StollOxford University PressBruce Lehmann ed. The Legacy of Fischer Black 2005
Trading Activity and Stock Price Volatility: Evidence from the London Stock ExchangeRoger HuangRonald MasulisJournal of Empirical Finance102003
Information-Based Trading in Dealer and Auction Markets: An Analysis of Exchange ListingsRoger HuangHans HeidleJournal of Financial and Quantitative Analysis372002
Information-Based Trading in Treasury Note Interdealer Broker MarketRoger HuangJun CaiXiaozu WangJournal of Financial Intermediation112002
The Impact of the Federal Reserve Bank's Open Market OperationsCampbell HarveyRoger HuangJournal of Financial Markets52002
Tick Size, Bid-Ask Spreads and Market StructureRoger HuangHans StollJournal of Financial and Quantitative Analysis362001