Narrow search
Showing 1 - 10 of 22
Cover Image
The summary informativeness of stock trades : an econometric analysis
Hasbrouck, Joel - In: The review of financial studies 4 (1991) 3, pp. 571-595
Persistent link: https://www.econbiz.de/10001329862
Cover Image
One security, many markets : determining the contributions to price discovery
Hasbrouck, Joel - In: The journal of finance : the journal of the American … 50 (1995) 4, pp. 1175-1199
Persistent link: https://www.econbiz.de/10001191736
Cover Image
Assessing the quality of a security market : a new approach to transaction-cost measurement
Hasbrouck, Joel - In: The review of financial studies 6 (1993) 1, pp. 191-212
Persistent link: https://www.econbiz.de/10001149990
Cover Image
Measuring the information content of stock trades
Hasbrouck, Joel - In: The journal of finance : the journal of the American … 46 (1991) 1, pp. 179-207
Persistent link: https://www.econbiz.de/10001106450
Cover Image
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
Cover Image
Intraday price formation in US equity index markets
Hasbrouck, Joel - In: The journal of finance : the journal of the American … 58 (2003) 6, pp. 2375-2400
Persistent link: https://www.econbiz.de/10001845766
Cover Image
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
Cover Image
Price discovery in high resolution
Hasbrouck, Joel - In: Journal of financial econometrics 19 (2021) 3, pp. 395-430
Persistent link: https://www.econbiz.de/10012654935
Cover Image
Securities trading in the absence of dealers : trades and quotes on the Tokyo Stock Exchange
Hamao, Yasushi - In: The review of financial studies 8 (1995) 3, pp. 849-878
Persistent link: https://www.econbiz.de/10001188912
Cover Image
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