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Joel Hasbrouck
Joel Hasbrouck
Finance Dept., Stern School, New York University
Verified email at stern.nyu.edu - Homepage
Title
Cited by
Cited by
Year
Measuring the information content of stock trades
J Hasbrouck
The Journal of Finance 46 (1), 179-207, 1991
25491991
One security, many markets: Determining the contributions to price discovery
J Hasbrouck
The journal of Finance 50 (4), 1175-1199, 1995
21731995
Common factors in prices, order flows, and liquidity
J Hasbrouck, DJ Seppi
Journal of financial Economics 59 (3), 383-411, 2001
16052001
Trading costs and returns for US equities: Estimating effective costs from daily data
J Hasbrouck
The Journal of Finance 64 (3), 1445-1477, 2009
15722009
Low-latency trading
J Hasbrouck, G Saar
Journal of Financial Markets 16 (4), 646-679, 2013
11562013
Empirical market microstructure: The institutions, economics, and econometrics of securities trading
J Hasbrouck
Oxford University Press, 2007
9092007
Trades, quotes, inventories, and information
J Hasbrouck
Journal of financial economics 22 (2), 229-252, 1988
8191988
The summary informativeness of stock trades: An econometric analysis
J Hasbrouck
The Review of Financial Studies 4 (3), 571-595, 1991
8011991
Intraday price formation in US equity index markets
J Hasbrouck
The Journal of Finance 58 (6), 2375-2400, 2003
7022003
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
6761993
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
5511996
The trades of market makers: An empirical analysis of NYSE specialists
J Hasbrouck, G Sofianos
The Journal of Finance 48 (5), 1565-1593, 1993
5301993
The characteristics of takeover targets q and other measures
J Hasbrouck
Journal of Banking & Finance 9 (3), 351-362, 1985
4721985
Technology and liquidity provision: The blurring of traditional definitions
J Hasbrouck, G Saar
Journal of financial Markets 12 (2), 143-172, 2009
3802009
Liquidity and execution costs in equity markets
J Hasbrouck, RA Schwartz
Journal of Portfolio Management 14 (3), 10, 1988
3451988
Determinants of capital structure
I Friend, J Hasbrouck
Rodney L. White Center for Financial Research, 1986
3351986
Stalking the “efficient price” in market microstructure specifications: an overview
J Hasbrouck
Journal of Financial Markets 5 (3), 329-339, 2002
3332002
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
2771995
Order arrival, quote behavior, and the return‐generating process
J Hasbrouck, TSY Ho
The Journal of Finance 42 (4), 1035-1048, 1987
2631987
Liquidity in the futures pits: Inferring market dynamics from incomplete data
J Hasbrouck
Journal of Financial and Quantitative Analysis 39 (2), 305-326, 2004
2472004
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