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Hasbrouck, Joel [Author]

Empirical market microstructure : the institutions, economics and econometrics of securities trading

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Oxford [u.a.]: Oxford Univ. Press, 2007
Hasbrouck, Joel [Author] ; Levich, Richard M. [Other]

FX Liquidity and Market Metrics : Online Appendices 1 and 2

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[S.l.]: SSRN, [2020]

Published in: NYU Stern School of Business
Hasbrouck, Joel [Author] ; Levich, Richard M. [Other]

Network Structure and Pricing in the FX Market

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[S.l.]: SSRN, [2020]

Published in: NYU Stern School of Business
Hasbrouck, Joel [Author] ; Levich, Richard M. [Other]

FX Liquidity and Market Metrics : New Results Using CLS Bank Settlement Data

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[S.l.]: SSRN, [2019]
Hasbrouck, Joel [Author] ; Levich, Richard M. [Other] National Bureau of Economic Research

FX Market Metrics : New Findings Based on CLS Bank Settlement Data

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Cambridge, Mass: National Bureau of Economic Research, March 2017

Published in: NBER working paper series ; no. w23206
Hasbrouck, Joel [Author] ; Levich, Richard M. [Other]

FX Market Metrics : New Findings Based on Cls Bank Settlement Data

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[S.l.]: SSRN, [2017]

Published in: NBER Working Paper ; No. w23206
Hasbrouck, Joel [Author]

High Frequency Quoting : Short-Term Volatility in Bids and Offers

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[S.l.]: SSRN, [2017]
Hasbrouck, Joel [Author]

Price Discovery in High Resolution

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[S.l.]: SSRN, [2018]
Hasbrouck, Joel [Author] ; Saar, Gideon [Other]

Low-Latency Trading

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[S.l.]: SSRN, [2013]

Published in: Johnson School Research Paper Series ; No. 35-2010
Hasbrouck, Joel [Author]

The Best Bid and Offer : A Short Note on Programs and Practices

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[S.l.]: SSRN, [2010]
Hasbrouck, Joel [Author]

The Dynamics of Discrete Bid and Ask Quotes

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[S.l.]: SSRN, [2009]

Published in: NYU Working Paper ; No. FIN-96-026
Hasbrouck, Joel [Author]

Intraday Price Formation in Us Equity Index Markets

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[S.l.]: SSRN, [2009]

Published in: NYU Working Paper ; No. FIN-00-046
Hasbrouck, Joel [Author] ; Seppi, Duane J. [Other]

Common Factors in Prices, Order Flows and Liquidity

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[S.l.]: SSRN, [2008]

Published in: NYU Working Paper ; No. FIN-99-011
Hasbrouck, Joel [Author] ; Seppi, Duane J. [Other]

Common Factors in Prices, Order Flows and Liquidity

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[S.l.]: SSRN, [2008]
Hasbrouck, Joel [Author]

The Dynamics of Discrete Bid and Ask Quotes

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[S.l.]: SSRN, [2008]

Published in: NYU Working Paper ; No. FIN-95-023
Hasbrouck, Joel [Author]

The Dynamics of Discrete Bid and Ask Quotes

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[S.l.]: SSRN, [2008]

Published in: NYU Working Paper ; No. FIN-98-041
Hasbrouck, Joel [Author]

The Dynamics of Discrete Bid and Ask Quotes

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[S.l.]: SSRN, [2008]
Hasbrouck, Joel [Author]

Intraday Price Formation in Us Equity Index Markets

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[S.l.]: SSRN, [2008]
Hasbrouck, Joel [Author] ; Saar, Gideon [Other]

Limit Orders and Volatility in a Hybrid Market : The Island Ecn

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[S.l.]: SSRN, [2008]

Published in: NYU Working Paper ; No. FIN-01-025
Hasbrouck, Joel [Author] ; Saar, Gideon [Other]

Limit Orders and Volatility in a Hybrid Market : The Island Ecn

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[S.l.]: SSRN, [2008]

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