Joel Hasbrouck

23 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-2736-8222

Publications

• The Need for Fees at a DEX: How Increases in Fees Can Increase DEX Trading Volume — Management Science 2026
• Reprint of: The evolution of decentralized exchange: Risks, benefits, and oversight — Research Policy 2026
• An Economic Model of a Decentralized Exchange with Concentrated Liquidity — Management Science 2026
• The evolution of decentralized exchange: Risks, benefits, and oversight — Research Policy 2026
• Network structure and pricing in the FX market — Journal of Financial Economics 2021
• High-Frequency Quoting: Short-Term Volatility in Bids and Offers — Journal of Financial and Quantitative Analysis 2018
• Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data — The Journal of Finance 2009
• Liquidity in the Futures Pits: Inferring Market Dynamics from Incomplete Data — Journal of Financial and Quantitative Analysis 2004
• Intraday Price Formation in U.S. Equity Index Markets — The Journal of Finance 2003
• Common factors in prices, order flows, and liquidity — Journal of Financial Economics 2001 (name-matched, not ORCID-linked)
• The Dynamics of Discrete Bid and Ask Quotes — The Journal of Finance 1999
• Market vs. Limit Orders: The SuperDOT Evidence on Order Submission Strategy — Journal of Financial and Quantitative Analysis 1996
• Order characteristics and stock price evolution An application to program trading — Journal of Financial Economics 1996
• One Security, Many Markets: Determining the Contributions to Price Discovery — The Journal of Finance 1995
• Securities Trading in the Absence of Dealers: Trades and Quotes on the Tokyo Stock Exchange — The Review of Financial Studies 1995
• Assessing the Quality of a Security Market: A New Approach to Transaction-Cost Measurement — The Review of Financial Studies 1993
• The Trades of Market Makers: An Empirical Analysis of NYSE Specialists — The Journal of Finance 1993
• Measuring the Information Content of Stock Trades — The Journal of Finance 1991
• The Summary Informativeness of Stock Trades: An Econometric Analysis — The Review of Financial Studies 1991
• Trades, quotes, inventories, and information — Journal of Financial Economics 1988
• Order Arrival, Quote Behavior, and the Return-Generating Process — The Journal of Finance 1987
• Stock Returns, Inflation, and Economic Activity: The Survey Evidence — The Journal of Finance 1984
• On Estimates of Long-Run Rates of Return: A Note — Journal of Financial and Quantitative Analysis 1983