Haoxiang Zhu

Member

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...