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, the Journal of Financial Intermediation, and Finance Research Letters, 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.
	The 3rd Annual Stern Microstructure Conference will be held on Friday, May 10, 2013. Program 2012 Stern Microstructure Conference Program 2011 Stern Microstructure Meeting Program
	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 give presentations at financial institutions for which I sometimes receive honoraria.
	Research *New!* High Frequency Quoting: Short Term Volatility in Bids and Offers 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
	Foundations of Finance (COR1-GB.2311) Fall 2013 Preliminary
	PhD Seminar in Market Microstructure (FINC-GB.4192.01) Fall 2011
	MBA Financial Markets: Structure and Dynamics (B40.3149) 2012 Winter Intensive
	B/View (An interactive view of a limit order book)
	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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