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Browsing by Author "Hasbrouck, Joel"
Showing results 1 to 12 of 12
| Thumbnail | Number | Issue Date | Title | Author(s) | | FIN-99-011 | 31-Dec-1998 | Common Factors in Prices, Order Flows and Liquidity | Hasbrouck, Joel; Seppi, Duane J. |
| FIN-00-046 | 16-Nov-2000 | Intraday Price Formation in US Equity Index Markets | Hasbrouck, Joel |
| FIN-01-025 | 26-Sep-2001 | Limit Orders and Volatility in a Hybrid Market: The Island ECN | Hasbrouck, Joel; Saar, Gideon |
| S-DRP-03-15 | 18-Mar-2003 | Liquidity in the Futures Pits: Inferring Market Dynamics from Incomplete Data | Hasbrouck, Joel |
| FIN-98-076 | 14-Aug-1998 | Liquidity in the Futures Pits: Inferring Market Dynamics from Incomplete Data | Hasbrouck, Joel |
| FIN-95-024 | 16-Feb-1996 | Modeling Market Microstructure Time Series | Hasbrouck, Joel |
| FIN-98-042 | 5-Oct-1998 | Security Bid/Ask Dynamics with Discreteness and Clustering: Simple
Strategies for Modeling and Estimation | Hasbrouck, Joel |
| FIN-00-047 | 21-Jun-2000 | Stalking the "Efficient Price" in Market Microstructure
Specifications: An Overview | Hasbrouck, Joel |
| FIN-96-026 | 2-Dec-1996 | The Dynamics of Discrete Bid and Ask Quotes | Hasbrouck, Joel |
| FIN-95-023 | 16-Feb-1996 | The Dynamics of Discrete Bid and Ask Quotes | Hasbrouck, Joel |
| FIN-98-041 | 25-Jul-1997 | The Dynamics of Discrete Bid and Ask Quotes | Hasbrouck, Joel |
| FIN-99-012 | 19-Feb-1999 | Trading Fast and Slow: Security Market Events in Real Time | Hasbrouck, Joel |
Showing results 1 to 12 of 12
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