Joel Hasbrouck

Finance · 2002–2013

A researcher in the Science corpus: 8 papers; trusts 11 researchers and is trusted by 67 researchers here, as inferred from the citation graph.

Subfields

• Finance — 50 citations into it; #398 of 10,518 by trust here, #663 by citations
• Economics and Econometrics — 35 citations into it; #817 of 23,481 by trust here, #1,384 by citations
• Accounting — 23 citations into it
• Management Science and Operations Research — 9 citations into it; #641 of 11,946 by trust here, #1,384 by citations

Whom Joel Hasbrouck trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Y. Amihud
2. H. Bessembinder
3. Terrence Hendershott
4. Charles M. Jones
5. Allen Carrion
6. Ronnie Sadka
7. Tarun Chordia
8. David A. Easley
9. R. Huang
10. Andrew W. Lo

Who trusts Joel Hasbrouck overall

1. Craig W. Holden
2. R. D. McLean
3. Thomas Philippon
4. Terrence Hendershott
5. Ruslan Goyenko
6. Kee H. Chung
7. Yacine Aït-Sahalia
8. Justin A. Sirignano
9. Igor Makarov
10. Kingsley Y. Fong

Papers from Joel Hasbrouck's perspective

Ordered by how strongly the researchers Joel Hasbrouck trusts endorse each paper. Same corpus, a different order for every researcher.

1. Very Fast Money: High-Frequency Trading on the NASDAQ
2. Technology and Liquidity Provision: The Blurring of Traditional Definitions
3. Corporate Bond Trading Costs: A Peek Behind the Curtain
4. Nonparametric Estimation from Incomplete Observations
5. The Microstructure Approach to Exchange Rates
6. Measuring Treasury Market Liquidity
7. Estimation and inference in econometrics
8. What Moves the Bond Market
9. Market Microstructure: A Survey
10. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects

Their papers

• Economic News and the Impact of Trading on Bond Prices (2004) — 418 citations
• Trading Costs and Returns for US Equities: The Evidence from Daily Data (2005) — 187 citations
• Technology and Liquidity Provision: The Blurring of Traditional Definitions (2009) — 294 citations
• Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data (2009) — 430 citations
• Low-latency trading $ (2013) — 844 citations
• Econometric Models of Limit-Order Executions (2002) — 254 citations
• Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading (2007) — 393 citations
• Intraday Price Formation in U.S. Equity Index Markets (2003) — 126 citations