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On estimates of long-run rates of return : a note
Hasbrouck, Joel - In: Journal of financial and quantitative analysis : JFQA 18 (1983) 4, pp. 455-461
Persistent link: https://www.econbiz.de/10002820880
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Liquidity in the futures pits : inferring market dynamics from incomplete data
Hasbrouck, Joel - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 2, pp. 305-326
Persistent link: https://www.econbiz.de/10002103608
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High-frequency quoting : short-term volatility in bids and offers
Hasbrouck, Joel - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 2, pp. 613-641
Persistent link: https://www.econbiz.de/10011929491
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Liquidity in the Futures Pits: Inferring Market Dynamics from Incomplete Data
Hasbrouck, Joel - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 2, pp. 305-326
Persistent link: https://www.econbiz.de/10006693321
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Market vs. Limit Orders: The SuperDOT Evidence on Order Submission Strategy
Harris, Lawrence; Hasbrouck, Joel - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 2, pp. 213-232
Persistent link: https://www.econbiz.de/10006704417
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Market vs limit orders : the SuperDOT evidence on order submission strategy
Harris, Lawrence E. - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 2, pp. 213-231
Persistent link: https://www.econbiz.de/10001208257
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The denomination of foreign trade contracts once again
Cornell, Bradford; Levich, Richard M. - In: Journal of financial and quantitative analysis : JFQA 15 (1980) 4, pp. 945-947
Persistent link: https://www.econbiz.de/10002036831