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Details about Jonathan Brogaard

Homepage:http://www.brogaard.utah.edu/
Workplace:Department of Finance, David Eccles School of Business, University of Utah, (more information at EDIRC)

Access statistics for papers by Jonathan Brogaard.

Last updated 2024-03-06. Update your information in the RePEc Author Service.

Short-id: pbr791


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Working Papers

2018

  1. High frequency trading and extreme price movements
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (53)
    See also Journal Article High frequency trading and extreme price movements, Journal of Financial Economics, Elsevier (2018) Downloads View citations (49) (2018)

2014

  1. High-Frequency Trading Competition
    Staff Working Papers, Bank of Canada Downloads View citations (20)
    See also Journal Article High-Frequency Trading Competition, Journal of Financial and Quantitative Analysis, Cambridge University Press (2019) Downloads View citations (20) (2019)

2013

  1. High frequency trading and price discovery
    Working Paper Series, European Central Bank Downloads View citations (35)
    See also Journal Article High-Frequency Trading and Price Discovery, The Review of Financial Studies, Society for Financial Studies (2014) Downloads View citations (358) (2014)

Journal Articles

2023

  1. Machine Learning and the Stock Market
    Journal of Financial and Quantitative Analysis, 2023, 58, (4), 1431-1472 Downloads

2022

  1. Dark Pool Trading and Information Acquisition
    The Review of Financial Studies, 2022, 35, (5), 2625-2666 Downloads View citations (1)
  2. What Moves Stock Prices? The Roles of News, Noise, and Information
    The Review of Financial Studies, 2022, 35, (9), 4341-4386 Downloads View citations (12)

2021

  1. A BIT goes a long way: Bilateral investment treaties and cross-border mergers
    Journal of Financial Economics, 2021, 140, (2), 514-538 Downloads View citations (7)
  2. Political Influence and the Renegotiation of Government Contracts
    The Review of Financial Studies, 2021, 34, (6), 3095-3137 Downloads View citations (7)

2020

  1. Global Political Uncertainty and Asset Prices
    The Review of Financial Studies, 2020, 33, (4), 1737-1780 Downloads View citations (31)

2019

  1. Do upgrades matter? Evidence from trading volume
    Journal of Financial Markets, 2019, 43, (C), 54-77 Downloads View citations (3)
  2. High-Frequency Trading Competition
    Journal of Financial and Quantitative Analysis, 2019, 54, (4), 1469-1497 Downloads View citations (20)
    See also Working Paper High-Frequency Trading Competition, Staff Working Papers (2014) Downloads View citations (20) (2014)
  3. Price Discovery without Trading: Evidence from Limit Orders
    Journal of Finance, 2019, 74, (4), 1621-1658 Downloads View citations (77)
  4. Risk and Return in High-Frequency Trading
    Journal of Financial and Quantitative Analysis, 2019, 54, (3), 993-1024 Downloads View citations (45)
  5. The Economic Impact of Index Investing
    The Review of Financial Studies, 2019, 32, (9), 3461-3499 Downloads View citations (14)

2018

  1. Do Economists Swing for the Fences after Tenure?
    Journal of Economic Perspectives, 2018, 32, (1), 179-94 Downloads View citations (19)
  2. High frequency trading and extreme price movements
    Journal of Financial Economics, 2018, 128, (2), 253-265 Downloads View citations (49)
    See also Working Paper High frequency trading and extreme price movements, LIDAM Reprints LFIN (2018) View citations (53) (2018)
  3. Institutions and Deposit Insurance: Empirical Evidence
    Journal of Financial Services Research, 2018, 54, (3), 269-292 Downloads View citations (9)

2017

  1. High frequency trading and the 2008 short-sale ban
    Journal of Financial Economics, 2017, 124, (1), 22-42 Downloads View citations (26)
  2. Stock liquidity and default risk
    Journal of Financial Economics, 2017, 124, (3), 486-502 Downloads View citations (111)

2015

  1. The Asset-Pricing Implications of Government Economic Policy Uncertainty
    Management Science, 2015, 61, (1), 3-18 Downloads View citations (476)
  2. Trading Fast and Slow: Colocation and Liquidity
    The Review of Financial Studies, 2015, 28, (12), 3407-3443 Downloads View citations (85)

2014

  1. High-Frequency Trading and Price Discovery
    The Review of Financial Studies, 2014, 27, (8), 2267-2306 Downloads View citations (358)
    See also Working Paper High frequency trading and price discovery, Working Paper Series (2013) Downloads View citations (35) (2013)
  2. High-Frequency Trading and the Execution Costs of Institutional Investors
    The Financial Review, 2014, 49, (2), 345-369 Downloads View citations (25)
  3. Networks and productivity: Causal evidence from editor rotations
    Journal of Financial Economics, 2014, 111, (1), 251-270 Downloads View citations (82)
 
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