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Browsing by Author Hasbrouck, Joel

Showing results 1 to 12 of 12
Issue DateTitleAuthor(s)
31-Dec-1998Common Factors in Prices, Order Flows and LiquidityHasbrouck, Joel; Seppi, Duane J.
25-Jul-1997The Dynamics of Discrete Bid and Ask QuotesHasbrouck, Joel
2-Dec-1996The Dynamics of Discrete Bid and Ask QuotesHasbrouck, Joel
16-Feb-1996The Dynamics of Discrete Bid and Ask QuotesHasbrouck, Joel
16-Nov-2000Intraday Price Formation in US Equity Index MarketsHasbrouck, Joel
26-Sep-2001Limit Orders and Volatility in a Hybrid Market: The Island ECNHasbrouck, Joel; Saar, Gideon
14-Aug-1998Liquidity in the Futures Pits: Inferring Market Dynamics from Incomplete DataHasbrouck, Joel
18-Mar-2003Liquidity in the Futures Pits: Inferring Market Dynamics from Incomplete DataHasbrouck, Joel
16-Feb-1996Modeling Market Microstructure Time SeriesHasbrouck, Joel
5-Oct-1998Security Bid/Ask Dynamics with Discreteness and Clustering: Simple Strategies for Modeling and EstimationHasbrouck, Joel
21-Jun-2000Stalking the "Efficient Price" in Market Microstructure Specifications: An OverviewHasbrouck, Joel
19-Feb-1999Trading Fast and Slow: Security Market Events in Real TimeHasbrouck, Joel
Showing results 1 to 12 of 12