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've served as a consultant to the New York Stock Exchange and the American Stock Exchange. 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'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.
	Resume
	Research and working papers
	B/View (An interactive view of a limit order book)
	MBA Foundations of Finance ( B01.2311) Fall 2009
	PhD Seminar in Market Microstructure (B40.3392) Fall 2006
	In 2002 I summarized the field of quantitative finance for an audience of Stern MBA students. The overheads from that presentation are available here. I haven't kept the content up to date, but some of the remarks are still relevant.
	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.
	In the Spring, 2004, I taught an MBA course in Trading and Markets. Since others have indicated that the course material is still useful, I have kept the material available. Note, however, that much of the institutional material is no longer accurate. Caveat lector. Spring 2004 T&M
	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

This page last updated Tuesday, September 22, 2009 11:35 AM (other pages in site may been updated more recently). jsh

All materials on this site are © Joel Hasbrouck, 2008, All rights reserved.