Details about Jonathan Brogaard

Access statistics for papers by Jonathan Brogaard.

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

Short-id: pbr791

Working Papers

2018

1. High frequency trading and extreme price movements
   LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (65)
   See also Journal Article High frequency trading and extreme price movements, Journal of Financial Economics, Elsevier (2018) View citations (52) (2018)

2014

2. High-Frequency Trading Competition
   Staff Working Papers, Bank of Canada View citations (22)
   See also Journal Article High-Frequency Trading Competition, Journal of Financial and Quantitative Analysis, Cambridge University Press (2019) View citations (26) (2019)

2013

3. High frequency trading and price discovery
   Working Paper Series, European Central Bank View citations (35)
   See also Journal Article High-Frequency Trading and Price Discovery, The Review of Financial Studies, Society for Financial Studies (2014) View citations (388) (2014)

Journal Articles

2023

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

2022

2. Dark Pool Trading and Information Acquisition
   The Review of Financial Studies, 2022, 35, (5), 2625-2666 View citations (5)
3. What Moves Stock Prices? The Roles of News, Noise, and Information
   The Review of Financial Studies, 2022, 35, (9), 4341-4386 View citations (21)

2021

4. A BIT goes a long way: Bilateral investment treaties and cross-border mergers
   Journal of Financial Economics, 2021, 140, (2), 514-538 View citations (12)
5. Political Influence and the Renegotiation of Government Contracts
   The Review of Financial Studies, 2021, 34, (6), 3095-3137 View citations (20)

2020

6. Global Political Uncertainty and Asset Prices
   The Review of Financial Studies, 2020, 33, (4), 1737-1780 View citations (57)

2019

7. Do upgrades matter? Evidence from trading volume
   Journal of Financial Markets, 2019, 43, (C), 54-77 View citations (4)
8. High-Frequency Trading Competition
   Journal of Financial and Quantitative Analysis, 2019, 54, (4), 1469-1497 View citations (26)
   See also Working Paper High-Frequency Trading Competition, Staff Working Papers (2014) View citations (22) (2014)
9. Price Discovery without Trading: Evidence from Limit Orders
   Journal of Finance, 2019, 74, (4), 1621-1658 View citations (95)
10. Risk and Return in High-Frequency Trading
    Journal of Financial and Quantitative Analysis, 2019, 54, (3), 993-1024 View citations (58)
11. The Economic Impact of Index Investing
    The Review of Financial Studies, 2019, 32, (9), 3461-3499 View citations (18)

2018

12. Do Economists Swing for the Fences after Tenure?
    Journal of Economic Perspectives, 2018, 32, (1), 179-94 View citations (22)
13. High frequency trading and extreme price movements
    Journal of Financial Economics, 2018, 128, (2), 253-265 View citations (52)
    See also Working Paper High frequency trading and extreme price movements, LIDAM Reprints LFIN (2018) View citations (65) (2018)
14. Institutions and Deposit Insurance: Empirical Evidence
    Journal of Financial Services Research, 2018, 54, (3), 269-292 View citations (9)

2017

15. High frequency trading and the 2008 short-sale ban
    Journal of Financial Economics, 2017, 124, (1), 22-42 View citations (29)
16. Stock liquidity and default risk
    Journal of Financial Economics, 2017, 124, (3), 486-502 View citations (143)

2015

17. The Asset-Pricing Implications of Government Economic Policy Uncertainty
    Management Science, 2015, 61, (1), 3-18 View citations (586)
18. Trading Fast and Slow: Colocation and Liquidity
    The Review of Financial Studies, 2015, 28, (12), 3407-3443 View citations (100)

2014

19. High-Frequency Trading and Price Discovery
    The Review of Financial Studies, 2014, 27, (8), 2267-2306 View citations (388)
    See also Working Paper High frequency trading and price discovery, Working Paper Series (2013) View citations (35) (2013)
20. High-Frequency Trading and the Execution Costs of Institutional Investors
    The Financial Review, 2014, 49, (2), 345-369 View citations (29)
21. Networks and productivity: Causal evidence from editor rotations
    Journal of Financial Economics, 2014, 111, (1), 251-270 View citations (89)