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Hasbrouck, Joel


 SSRN Author Rank: 1,215 by Downloads
 Professor of Finance
 

New York University (NYU) - Department of Finance


 44 West 4th Street
 MEC Suite 9-190, Mail Code 0268
 New York, NY 10012-1126
 United States
 212-998-0310 (Phone)
 212-995-4233 (Fax)
 email address

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. Hasbrouck, Joel's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
14,279
Total
Citations
775
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Low-Latency Trading | Show Abstract | Download |
Johnson School Research Paper Series No. 35-2010, AFA 2012 Chicago Meetings Paper
Working Paper Series
Hasbrouck, Joel
New York University (NYU) - Department of Finance
Saar, Gideon
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
22 Oct 10
Last Revised:
22 May 13
3,685
(1,228)
58

2.   Incl. Electronic Paper
Hasbrouck, Joel
New York University (NYU) - Department of Finance
Seppi, Duane J.
Carnegie Mellon University - David A. Tepper School of Business
Posted:
20 Apr 99
Last Revised:
07 Nov 08
1,891
(3,985)
225

3.   Incl. Electronic Paper
Hasbrouck, Joel
New York University (NYU) - Department of Finance
Posted:
08 Feb 01
Last Revised:
13 May 09
1,743
(4,614)
74

4.  
Trading Costs and Returns for US Equities: The Evidence from Daily Data | Show Abstract | Download |
NYU Stern School Department of Finance Working Paper
Working Paper Series
Hasbrouck, Joel
New York University (NYU) - Department of Finance
Posted:
16 Jun 03
1,351
(7,165)
138

5.  
Hasbrouck, Joel
New York University (NYU) - Department of Finance
Posted:
24 Mar 13
Last Revised:
23 Aug 13
901
(13,711)
2

6.   Incl. Electronic Paper
Hasbrouck, Joel
New York University (NYU) - Department of Finance
Saar, Gideon
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
26 Jul 02
Last Revised:
03 Nov 08
874
(14,357)
41

7.   Incl. Electronic Paper
Hasbrouck, Joel
New York University (NYU) - Department of Finance
Posted:
21 Jan 97
Last Revised:
13 Apr 09
874
(14,357)
37

8.   Incl. Electronic Paper
Hasbrouck, Joel
New York University (NYU) - Department of Finance
Posted:
15 Feb 98
Last Revised:
07 Nov 08
626
(23,293)
18

9.  
Hasbrouck, Joel
New York University (NYU) - Department of Finance
Saar, Gideon
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
20 Jun 07
Last Revised:
30 Apr 08
610
(24,186)
43

10.  
Modeling Market Microstructure Time Series | Show Abstract | Download |
NYU Working Paper No. FIN-95-024
Working Paper Series
Hasbrouck, Joel
New York University (NYU) - Department of Finance
Posted:
11 Nov 08
607
(24,336)
32

11.  
Hasbrouck, Joel
New York University (NYU) - Department of Finance
Posted:
21 Sep 98
439
(37,430)
19

12.  
Hasbrouck, Joel
New York University (NYU) - Department of Finance
Posted:
13 Nov 08
232
(78,455)
44

13.  
Hasbrouck, Joel
New York University (NYU) - Department of Finance
Posted:
30 Oct 10
168
(107,500)
3

14.   Incl. Electronic Paper
Hasbrouck, Joel
New York University (NYU) - Department of Finance
Posted:
07 Nov 08
Last Revised:
16 Dec 08
148
(120,218)
23

15.  
Trading Fast and Slow: Security Market Events in Real Time | Show Abstract | Download |
NYU Working Paper No. FIN-99-012
Working Paper Series
Hasbrouck, Joel
New York University (NYU) - Department of Finance
Posted:
07 Nov 08
130
(134,036)
18

16.  
Hasbrouck, Joel
New York University (NYU) - Department of Finance
Posted:
27 Sep 12
 

17.  
One Security, Many Markets: Determining the Contributions to Price Discovery | Show Abstract |
JOURNAL OF FINANCE, Vol 50 No 4, September 1995
Accepted Paper Series
Hasbrouck, Joel
New York University (NYU) - Department of Finance
Posted:
25 Aug 98
 

18.  
Hamao, Yasushi
University of Southern California - Marshall School of Business - Finance and Business Economics Department
Hasbrouck, Joel
New York University (NYU) - Department of Finance
Posted:
25 Jul 98
 

19.  
Market vs. Limit Orders: The SuperDOT Evidence on Order Submission Strategy | Show Abstract |
J. OF FINANCIAL AND QUANTITATIVE ANALYSIS, June 1996
Accepted Paper Series
Harris, Lawrence
University of Southern California - Marshall School of Business - Finance and Business Economics Department
Hasbrouck, Joel
New York University (NYU) - Department of Finance
Posted:
25 Sep 96
 


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