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 2016 Stern Microstructure Conference was held on Friday, May 20, 2016. Program. Past programs are available for 2015, 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 Procedures, version 11, updated August 13, 2016. Draft teaching notes for one-semester market microstructure course. These notes are copyrighted. If you wish to use them for teaching purposes, please email me. Other teaching materials.
	Research 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, Fall 2016. This is a draft syllabus. Materials for the current semester are posted to the NYU Classes website.
	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

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