| Measuring the information content of stock trades J Hasbrouck The Journal of Finance 46 (1), 179-207, 1991 | 2577 | 1991 |
| One security, many markets: Determining the contributions to price discovery J Hasbrouck The journal of Finance 50 (4), 1175-1199, 1995 | 2223 | 1995 |
| Common factors in prices, order flows, and liquidity J Hasbrouck, DJ Seppi Journal of financial Economics 59 (3), 383-411, 2001 | 1607 | 2001 |
| Trading costs and returns for US equities: Estimating effective costs from daily data J Hasbrouck The Journal of Finance 64 (3), 1445-1477, 2009 | 1599 | 2009 |
| Low-latency trading J Hasbrouck, G Saar Journal of Financial Markets 16 (4), 646-679, 2013 | 1191 | 2013 |
| Empirical market microstructure: The institutions, economics, and econometrics of securities trading J Hasbrouck Oxford University Press, 2007 | 923 | 2007 |
| Trades, quotes, inventories, and information J Hasbrouck Journal of financial economics 22 (2), 229-252, 1988 | 829 | 1988 |
| The summary informativeness of stock trades: An econometric analysis J Hasbrouck The Review of Financial Studies 4 (3), 571-595, 1991 | 808 | 1991 |
| Intraday price formation in US equity index markets J Hasbrouck The Journal of Finance 58 (6), 2375-2400, 2003 | 714 | 2003 |
| Assessing the quality of a security market: A new approach to transaction-cost measurement J Hasbrouck The Review of Financial Studies 6 (1), 191-212, 1993 | 687 | 1993 |
| Market vs. limit orders: the SuperDOT evidence on order submission strategy L Harris, J Hasbrouck Journal of Financial and Quantitative analysis 31 (2), 213-231, 1996 | 558 | 1996 |
| The trades of market makers: An empirical analysis of NYSE specialists J Hasbrouck, G Sofianos The Journal of Finance 48 (5), 1565-1593, 1993 | 540 | 1993 |
| The characteristics of takeover targets q and other measures J Hasbrouck Journal of Banking & Finance 9 (3), 351-362, 1985 | 475 | 1985 |
| Technology and liquidity provision: The blurring of traditional definitions J Hasbrouck, G Saar Journal of financial Markets 12 (2), 143-172, 2009 | 379 | 2009 |
| Liquidity and execution costs in equity markets J Hasbrouck, RA Schwartz Journal of Portfolio Management 14 (3), 10, 1988 | 347 | 1988 |
| Stalking the “efficient price” in market microstructure specifications: an overview J Hasbrouck Journal of Financial Markets 5 (3), 329-339, 2002 | 335 | 2002 |
| Determinants of capital structure I Friend, J Hasbrouck Rodney L. White Center for Financial Research, 1986 | 334 | 1986 |
| Securities trading in the absence of dealers: Trades and quotes on the Tokyo Stock Exchange Y Hamao, J Hasbrouck The Review of Financial Studies 8 (3), 849-878, 1995 | 280 | 1995 |
| Order arrival, quote behavior, and the return‐generating process J Hasbrouck, TSY Ho The Journal of Finance 42 (4), 1035-1048, 1987 | 266 | 1987 |
| Liquidity in the futures pits: Inferring market dynamics from incomplete data J Hasbrouck Journal of Financial and Quantitative Analysis 39 (2), 305-326, 2004 | 246 | 2004 |
Duane SeppiBNY Mellon Professor of Finance, Carnegie Mellon UniversityVerified email at andrew.cmu.edu
