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The dynamics of discrete bid a...
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Börsenkurs
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1989
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Hasbrouck, Joel
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ECONIS (ZBW)
82
RePEc
49
OLC EcoSci
13
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1
Trading costs and returns for US equities : estimating effective costs from daily data
Hasbrouck, Joel
- In:
The journal of finance : the journal of the American …
64
(
2009
)
3
,
pp. 1445-1477
Persistent link: https://www.econbiz.de/10003871960
Saved in:
2
On estimates of long-run rates of return : a note
Hasbrouck, Joel
- In:
Journal of financial and quantitative analysis : JFQA
18
(
1983
)
4
,
pp. 455-461
Persistent link: https://www.econbiz.de/10002820880
Saved in:
3
Stock returns, inflation, and economic activity : the survey evidence
Hasbrouck, Joel
- In:
The journal of finance : the journal of the American …
39
(
1984
)
5
,
pp. 1293-1310
Persistent link: https://www.econbiz.de/10002820885
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4
Liquidity in the futures pits : inferring market dynamics from incomplete data
Hasbrouck, Joel
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
2
,
pp. 305-326
Persistent link: https://www.econbiz.de/10002103608
Saved in:
5
The impact of inflation upon corporate taxation
Hasbrouck, Joel
- In:
National tax journal
36
(
1939
)
1
,
pp. 65-81
Persistent link: https://www.econbiz.de/10002653722
Saved in:
6
Security bid/ask dynamics with discreteness and clustering : simple strategies for modeling and estimation
Hasbrouck, Joel
- In:
Journal of financial markets
2
(
1999
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10001426662
Saved in:
7
Stalking the "efficient price" in market microstructure specifications : an overview
Hasbrouck, Joel
- In:
Journal of financial markets
5
(
2002
)
3
,
pp. 329-339
Persistent link: https://www.econbiz.de/10001706053
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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