Research in the News

Prof. Joel Hasbrouck's research on high frequency trading is highlighted

Excerpt from Livemint -- "Joel Hasbrouck of New York University and Gideon Saar of Cornell University, after studying NASDAQ’s trading data in 2007-08, came to the conclusion that low-latency trading improves traditional market quality measures such as short-term volatility, spreads and displayed depth in the limit order book."

Read more