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Jonathan Brogaard

Personal Details

First Name:Jonathan
Middle Name:
Last Name:Brogaard
Suffix:
RePEc Short-ID:pbr791
[This author has chosen not to make the email address public]
http://www.brogaard.utah.edu/

Affiliation

Department of Finance
David Eccles School of Business
University of Utah

Salt Lake City, Utah (United States)
http://www.business.utah.edu/go/finance/
RePEc:edi:dfiutus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Brogaard, Jonathan & Carrion, Allen & Moyaert, Thibaut & Riordan, Ryan & Shkilko, Andriy & Sokolov, Konstantin, 2018. "High frequency trading and extreme price movements," LIDAM Reprints LFIN 2018009, Université catholique de Louvain, Louvain Finance (LFIN).
  2. Jonathan Brogaard & Corey Garriott & Anna Pomeranets, 2014. "High-Frequency Trading Competition," Staff Working Papers 14-19, Bank of Canada.
  3. Brogaard, Jonathan & Hendershott, Terrence & Riordan, Ryan, 2013. "High frequency trading and price discovery," Working Paper Series 1602, European Central Bank.

Articles

  1. Bhagwat, Vineet & Brogaard, Jonathan & Julio, Brandon, 2021. "A BIT goes a long way: Bilateral investment treaties and cross-border mergers," Journal of Financial Economics, Elsevier, vol. 140(2), pages 514-538.
  2. Jonathan Brogaard & Matthew Denes & Ran Duchin & David Denis, 2021. "Political Influence and the Renegotiation of Government Contracts," Review of Financial Studies, Society for Financial Studies, vol. 34(6), pages 3095-3137.
  3. Brogaard, Jonathan & Koski, Jennifer L. & Siegel, Andrew F., 2019. "Do upgrades matter? Evidence from trading volume," Journal of Financial Markets, Elsevier, vol. 43(C), pages 54-77.
  4. Jonathan Brogaard & Terrence Hendershott & Ryan Riordan, 2019. "Price Discovery without Trading: Evidence from Limit Orders," Journal of Finance, American Finance Association, vol. 74(4), pages 1621-1658, August.
  5. Brogaard, Jonathan & Garriott, Corey, 2019. "High-Frequency Trading Competition," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(4), pages 1469-1497, August.
  6. Baron, Matthew & Brogaard, Jonathan & Hagströmer, Björn & Kirilenko, Andrei, 2019. "Risk and Return in High-Frequency Trading," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(3), pages 993-1024, June.
  7. Jonathan Brogaard & Matthew C Ringgenberg & David Sovich, 2019. "The Economic Impact of Index Investing," Review of Financial Studies, Society for Financial Studies, vol. 32(9), pages 3461-3499.
  8. Kathryn L. Dewenter & Alan C. Hess & Jonathan Brogaard, 2018. "Institutions and Deposit Insurance: Empirical Evidence," Journal of Financial Services Research, Springer;Western Finance Association, vol. 54(3), pages 269-292, December.
  9. Brogaard, Jonathan & Carrion, Allen & Moyaert, Thibaut & Riordan, Ryan & Shkilko, Andriy & Sokolov, Konstantin, 2018. "High frequency trading and extreme price movements," Journal of Financial Economics, Elsevier, vol. 128(2), pages 253-265.
  10. Jonathan Brogaard & Joseph Engelberg & Edward Van Wesep, 2018. "Do Economists Swing for the Fences after Tenure?," Journal of Economic Perspectives, American Economic Association, vol. 32(1), pages 179-194, Winter.
  11. Brogaard, Jonathan & Li, Dan & Xia, Ying, 2017. "Stock liquidity and default risk," Journal of Financial Economics, Elsevier, vol. 124(3), pages 486-502.
  12. Brogaard, Jonathan & Hendershott, Terrence & Riordan, Ryan, 2017. "High frequency trading and the 2008 short-sale ban," Journal of Financial Economics, Elsevier, vol. 124(1), pages 22-42.
  13. Jonathan Brogaard & Andrew Detzel, 2015. "The Asset-Pricing Implications of Government Economic Policy Uncertainty," Management Science, INFORMS, vol. 61(1), pages 3-18, January.
  14. Jonathan Brogaard & Björn Hagströmer & Lars Nordén & Ryan Riordan, 2015. "Trading Fast and Slow: Colocation and Liquidity," Review of Financial Studies, Society for Financial Studies, vol. 28(12), pages 3407-3443.
  15. Michael Goldstein & Jonathan Brogaard & Terrence Hendershott & Stefan Hunt & Carla Ysusi, 2014. "High-Frequency Trading and the Execution Costs of Institutional Investors," The Financial Review, Eastern Finance Association, vol. 49(2), pages 345-369, May.
  16. Brogaard, Jonathan & Engelberg, Joseph & Parsons, Christopher A., 2014. "Networks and productivity: Causal evidence from editor rotations," Journal of Financial Economics, Elsevier, vol. 111(1), pages 251-270.
  17. Jonathan Brogaard & Terrence Hendershott & Ryan Riordan, 2014. "High-Frequency Trading and Price Discovery," Review of Financial Studies, Society for Financial Studies, vol. 27(8), pages 2267-2306.

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