Joel Hasbrouck

Joel Hasbrouck

New York University - New York / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 836177
person_outline Joel Hasbrouck's MOST POPULAR ARTICLES
1-) Measuring the information content of stock tradesJ HasbrouckThe Journal of Finance 46 (1), 179-207, 199124321991
2-) One security, many markets: Determining the contributions to price discoveryJ HasbrouckThe journal of Finance 50 (4), 1175-1199, 199520001995
3-) Common factors in prices, order flows, and liquidityJ Hasbrouck, DJ SeppiJournal of financial Economics 59 (3), 383-411, 200115022001
4-) Trading costs and returns for US equities: Estimating effective costs from daily dataJ HasbrouckThe Journal of Finance 64 (3), 1445-1477, 200915902009
5-) Low-latency tradingJ Hasbrouck, G SaarJournal of Financial Markets 16 (4), 646-679, 201311822013