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Economics and Finance

D-Index
40
Citations
21654
World Ranking
2217
National Ranking
1264

Overview

Joel Hasbrouck is affiliated with New York University in the United States and has contributed extensively to the fields of Economics, Econometrics, and Finance. Their research primarily spans Economics and Econometrics, Finance, and Accounting, with a total of 17 scholarly publications.

The scientist's work encompasses several specialized subfields and topics, including:

  • Economics and Econometrics
  • Finance
  • Accounting

Key research topics addressed in their publications include:

  • Economic theories and models
  • Complex Systems and Time Series Analysis
  • Banking stability, regulation, efficiency
  • Financial Markets and Investment Strategies
  • Stochastic processes and financial applications
  • Corporate Finance and Governance
  • Economic Policies and Impacts

Joel Hasbrouck has published predominantly in the following venues:

  • SSRN Electronic Journal (6 publications)
  • Journal of Financial Economics (1 publication)
  • Management Science (1 publication)

Recent published papers include:

  • "The Need for Fees at a DEX: How Increases in Fees Can Increase DEX Trading Volume", 2022, SSRN Electronic Journal
  • "Network structure and pricing in the FX market", 2021, Journal of Financial Economics
  • "An Economic Model of a Decentralized Exchange with Concentrated Liquidity", 2023, SSRN Electronic Journal
  • "The Evolution of Decentralized Exchange: Risks, Benefits, and Oversight ", 2024, SSRN Electronic Journal
  • "An Economic Model of a Decentralized Exchange with Concentrated Liquidity", 2025, Management Science

Joel Hasbrouck has collaborated frequently with other researchers, with notable coauthors including:

  • Fahad Saleh (6 joint publications)
  • Thomas J Rivera (3 joint publications)
  • Richard M. Levich (2 joint publications)
  • Campbell R. Harvey (2 joint publications)
  • Brad Bachu (1 joint publication)

Best Publications

  • Measuring the Information Content of Stock Trades

    Joel Hasbrouck

  • One Security, Many Markets: Determining the Contributions to Price Discovery

    Joel Hasbrouck

  • Common Factors in Prices, Order Flows and Liquidity

    Joel Hasbrouck;Duane J. Seppi

  • Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data

    Joel Hasbrouck

  • Common factors in prices, order flows, and liquidity

    J Hasbrouck

  • Low-latency trading $

    Joel Hasbrouck;Gideon Saar

  • Trades, quotes, inventories, and information

    Joel Hasbrouck

  • Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading

    Joel Hasbrouck

  • The Summary Informativeness of Stock Trades: An Econometric Analysis

    Joel Hasbrouck

  • Intraday Price Formation in U.S. Equity Index Markets

    Joel Hasbrouck

  • Assessing the Quality of a Security Market: A New Approach to Transaction-Cost Measurement

    Joel Hasbrouck

  • Market vs. Limit Orders: The SuperDOT Evidence on Order Submission Strategy

    Lawrence Harris;Joel Hasbrouck

  • The Trades of Market Makers: An Empirical Analysis of NYSE Specialists

    Joel Hasbrouck;George Sofianos

  • Common Factors in Prices, Order Flows and Liquidity

    Joel Hasbrouck;Duane J. Seppi

  • Technology and liquidity provision: The blurring of traditional definitions

    Joel Hasbrouck;Gideon Saar

  • The characteristics of takeover targets and other measures

    Joel Hasbrouck

  • Measuring the Information Content of Stock Trades

    Unknown

  • Empirical Market Microstructure

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  • Stalking the "Efficient Price" in Market Microstructure Specifications: An Overview

    Joel Hasbrouck

  • Liquidity and execution costs in equity markets

    Joel Hasbrouck;Robert A. Schwartz

  • Securities Trading in the Absence of Dealers: Trades, and Quotes on the Tokyo Stock Exchange

    Yasushi Hamao;Joel Hasbrouck

  • The Dynamics of Discrete Bid and Ask Quotes

    Joel Hasbrouck

  • Trading Costs and Returns for US Equities: The Evidence from Daily Data

    Joel Hasbrouck

Frequent Co-Authors

Lawrence Harris
Lawrence Harris University of Southern California
Stephen Figlewski
Stephen Figlewski New York University
Robert E. Cumby
Robert E. Cumby Georgetown University
Paul H. Schultz
Paul H. Schultz University of Notre Dame
Robert A. Schwartz
Robert A. Schwartz Baruch College
Thomas H. McInish
Thomas H. McInish University of Memphis

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