Assistant Professor of Finance, MIT Sloan School of Management
Faculty Research Fellow, NBER
100 Main Street E62-623, Cambridge, MA 02412
Email: zhuh at mit dot edu
Research Interest: Asset Pricing, Market Structure, Market Design
Publications/Forthcoming Articles (in reverse chronological order)
Most of "Welfare and Optimal Trading Frequency..." is now subsumed by What is the Optimal Trading Frequency in Financial Markets?, with Songzi Du, October 2016. The latter adds a calibration for the optimal trading frequency of selected futures contracts and stocks.