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
Read more