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Are you Joel Hasbrouck, author of the books below?
Empirical Market Microstructure by Joel Hasbrouck Empirical Market Microstructure by Joel Hasbrouck Empirical Market Microstructure by Joel Hasbrouck The trades of market-makers by Joel Hasbrouck Intraday stock returns by Joel Hasbrouck Common factors in prices, order flows and liquidity by Joel Hasbrouck The liquidity of alternative market centers by Joel Hasbrouck Security bid/ask dynamics with discreteness and clustering by Joel Hasbrouck Order characteristics and stock price evolution by Joel Hasbrouck Measuring the "noise" in security transaction prices by Joel Hasbrouck


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