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

  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  

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, 2013, All rights reserved. phpinfo