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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
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Estimating linear models of expectations and uncertainty
Hasbrouck, Joel - In: Essays in financial economics in memory of Irwin Friend, (pp. 99-112). 1988
Persistent link: https://www.econbiz.de/10001273321
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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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Trades, quotes, inventories, and information
Hasbrouck, Joel - In: Journal of financial economics 2 (1988), pp. 229-252
Persistent link: https://www.econbiz.de/10001061835
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The characteristics of takeover targets : q and other measures
Hasbrouck, Joel - In: Journal of banking & finance 9 (1985) 3, pp. 351-362
Persistent link: https://www.econbiz.de/10001024406
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Modeling market microstructure time series
Hasbrouck, Joel - 1996
Persistent link: https://www.econbiz.de/10001320233
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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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Trading fast and slow : security market events in real time
Hasbrouck, Joel - 1999
Persistent link: https://www.econbiz.de/10001378819
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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
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Rejoinder on: price discovery in high resolution
Hasbrouck, Joel - In: Journal of financial econometrics 19 (2021) 3, pp. 465-471
Persistent link: https://www.econbiz.de/10012654950