Joel Hasbrouck

Kenneth G. Langone Professor of Business Administration and Professor of Finance
Stern School of Business, NYU

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've served as a consultant to the New York Stock Exchange and the American Stock Exchange. I am an Editor of the Review of Financial Studies, Advisory Editor of the Journal of Financial Markets, an Associate Editor of the Journal of Financial Econometrics, the Journal of Financial Intermediation, and Finance Research Letters. I've served on the scientific advisory board of ITG, Inc. and Nasdaq's economic advisory board. I hold a Ph.D. from the University of Pennsylvania and a B.S. in Chemistry from Haverford College.

	Published by Oxford University Press Programs, supplements and corrigenda. (last updated June 18, 2007). Click here to go to the book page on Amazon.
Resume
Research and working papers	These pages also have links to programs and data.
	Trading Costs and Returns for US Equities: Estimating Effective Cost from Daily Data (Revised draft, August, 2006) The paper analyzes common factor variation in effective costs. The datasets contain the liquidity estimates and time-series factor estimates used in the paper.
Current Teaching	Foundations of Finance ( B01.2311) Fall 2007
Past Teaching	PhD Seminar in Market Microstructure (B40.3392) Fall 2006
	Web page for my MBA Trading and Markets course, Spring 2004 Note: Some of the material (particularly the institutional details) is no longer current; some of the links are no longer active.
Contact information	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 phone: fax: email: web: 212.998.0310 212.995.4233 jhasbrou(at)stern.nyu.edu www.stern.nyu.edu/~jhasbrou
Notes for talks and seminars
Restricted NYU Materials

This page last updated Thursday, April 17, 2008 11:41 AM (other pages in site may been updated more recently).

All materials on this site are © Joel Hasbrouck, 2006, All rights reserved.