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.

Resume (pdf version) Short bio
Principal extra-academic activities (past five years): I've regularly taught a two-day course on financial markets to the new hires of a major investment firm, for which I am compensated. I haven't recently and do not currently serve in any compensated capacity directly related to the operation or representation of any financial firm.
 

Research

  Foundations of Finance (COR1-GB.2311) Fall 2011
  PhD Seminar in Market Microstructure (FINC-GB.4192.01) Fall 2011
 

MBA Financial Markets: Structure and Dynamics (B40.3149) 2012 Winter Intensive (Class page for 2011 Winter Intensive)
  B/View (An interactive view of a limit order book)
  May 2011 Stern Microstructure Meeting Program
  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.

All materials on this site are © Joel Hasbrouck, 2011, All rights reserved. phpinfo