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Börsenkurs
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Hasbrouck, Joel
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Journal of financial econometrics
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4
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3
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2
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2
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ECONIS (ZBW)
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1
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
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2
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
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3
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
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4
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
Saved in:
5
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
Saved in:
6
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
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7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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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