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 2018 Stern Microstructure Conference will be held on Friday, May 18, 2018.
The formal announcement and link to the submission site will be posted early in 2018.
Past programs are available for 2017, 2016, 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, version12, updated January 17, 2017. 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

  Syllabus: Principles of Securities Trading, FINC-UB.0049, Spring 2018. This is a draft syllabus. Materials for Fall 2017 are posted to the NYU Classes website.
  Notes for talks and seminars  

Empirical Market Microstructure

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

 

Etc. FTP

All materials on this site are © Joel Hasbrouck, 2016, All rights reserved. phpinfo