Joel Hasbrouck

Joel Hasbrouck Kenneth G. Langone Professor of Business Administration and Professor of Finance Stern School of Business, New York University My primary area of research is market microstructure (the analysis, design and regulation of trading mechanisms for securities). In addition to teaching at Stern, my present affiliations include: Advisory Editor of the Journal of Financial Markets; Associate Editor of the Journal of Financial Econometrics; Associate Editor of the Journal of Financial Intermediation; Fellow of the Society of Financial Econometrics; Fellow of the Columbia Law School Program in the Law and Economics of Capital Markets. I hold a Ph.D. from the University of Pennsylvania and a B.S. in Chemistry from Haverford College.
	The 2015 Stern Microstructure Conference will be held on Friday, May 8, 2015. View the announcement/submit a paper. View past programs: 2014, 2013, 2012, 2011
	Resume (pdf version) Short bio
	Short statement of external activities: I regularly teach (for compensation) in the training program of a firm that engages in high frequency trading. I have recently served (without compensation) on a CFTC advisory committee. I give presentations at financial institutions for which I sometimes receive honoraria.
	Securities Trading: Principles and Protocols. Updated May, 2014. This is a collection of draft teaching notes, and related market microstructure teaching materials.
	Research *New!* High Frequency Quoting: Short Term Volatility in Bids and Offers Also see Programs Low-Latency Trading (with Gideon Saar) The Best Bid and Offer: A Short Note on Programs and Practices Updated Gibbs estimates of trading costs (1926-2009) Other working papers
	Syllabus: Principles of Securities Trading (FINC-UB.0049). Spring, 2015
	Syllabus: Foundations of Finance (COR1-GB.2311), Spring 2015
	Stern Microstructure Conference past programs: 2014, 2013, 2012, 2011.
	Notes for talks and seminars
	Published by Oxford University Press Programs, supplements and corrigenda. (last updated June 18, 2007). Click here to go to the book page on Amazon.
	Professor Joel Hasbrouck Department of Finance Stern School of Business New York University Suite 9-190; Mail Code 0268 44 West 4th St. New York, NY 10012 212.998.0310 (voice) 212.995.4233 (fax) jhasbrou(at)stern.nyu.edu www.stern.nyu.edu/~jhasbrou

All materials on this site are © Joel Hasbrouck, 2013, All rights reserved. phpinfo