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Order characteristics and stock price evolution : an application to program trading
Hasbrouck, Joel - In: Journal of financial economics 41 (1996) 1, pp. 129-149
Persistent link: https://www.econbiz.de/10001196552
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Trades, quotes, inventories, and information
Hasbrouck, Joel - In: Journal of financial economics 2 (1988), pp. 229-252
Persistent link: https://www.econbiz.de/10001061835
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Common factors in prices, order flows, and liquidity
Hasbrouck, Joel; Seppi, Duane J. - In: Journal of financial economics 59 (2001) 3, pp. 383-412
Persistent link: https://www.econbiz.de/10006513775
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Order characteristics and stock price evolution: An application to program trading
Hasbrouck, Joel - In: Journal of financial economics 41 (1996) 3, pp. 129-152
Persistent link: https://www.econbiz.de/10006528639
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Order characteristics and stock price evolution: An application to program trading
Hasbrouck, Joel - In: Journal of financial economics 41 (1996) 1, pp. 129
Persistent link: https://www.econbiz.de/10006528992
Cover Image
Common factors in prices, order flows, and liquidity
Hasbrouck, Joel; Seppi, Duane J. - In: Journal of financial economics 59 (2001) 3, pp. 383-411
Persistent link: https://www.econbiz.de/10001545069
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Network structure and pricing in the FX market
Hasbrouck, Joel; Levich, Richard M. - In: Journal of financial economics 141 (2021) 2, pp. 705-729
Persistent link: https://www.econbiz.de/10013259852