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, I am an Advisory Editor of the Journal of Financial Markets, an Associate Editor of the Journal of Financial Econometrics, and the Journal of Financial Intermediation, and a past editor of the Review of Financial Studies. I hold a Ph.D. from the University of Pennsylvania and a B.S. in Chemistry from Haverford College.
	View the program for the 2014 Stern Microstructure Conference (Friday, May 9) Program. Past Programs.
	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.
	New! 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). New course, offered for the first time in the Fall of 2014.
	Syllabus: Financial Markets: Structure and Dynamics (FINC-GB 31.49) MBA, Spring 2014
	Syllabus: Foundations of Finance (COR1-GB.2311) Fall 2013
	Stern Microstructure Conference 2013 Program (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

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