Author Page for Jonathan Brogaard

High Frequency Trading and Price Discovery

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Citation 41

2

High Frequency Trading and Price Discovery

Number of pages: 61 Posted: 12 Oct 2011 Last Revised: 26 Apr 2013

Jonathan Brogaard, Terrence Hendershott and Ryan Riordan

University of Washington - Department of Finance and Business Economics, University of California, Berkeley - Haas School of Business and Queen's School of Business

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Citation 41

Abstract:

High Frequency Trading and Price Discovery

ECB Working Paper No. 1602

Number of pages: 57 Posted: 08 Nov 2013

Jonathan Brogaard, Terrence Hendershott and Ryan Riordan

University of Washington - Department of Finance and Business Economics, University of California, Berkeley - Haas School of Business and Queen's School of Business

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Citation 41

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2.

Risk and Return in High-Frequency Trading

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming

Number of pages: 82 Posted: 06 May 2014 Last Revised: 10 Jan 2018

Matthew Baron, Jonathan Brogaard, Björn Hagströmer and Andrei A. Kirilenko

Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Washington - Department of Finance and Business Economics, Stockholm University - Stockholm Business School and Imperial College London - Centre for Global Finance and Technology

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Citation 9

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3.

The Asset Pricing Implications of Government Economic Policy Uncertainty

Management Science 61(1), January 2015

Number of pages: 53 Posted: 04 Jun 2012 Last Revised: 18 Apr 2015

Jonathan Brogaard and Andrew L. Detzel

University of Washington - Department of Finance and Business Economics and University of Denver - Daniels College of Business

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Citation 5

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4.

High-Frequency Trading and Extreme Price Movements

Number of pages: 46 Posted: 28 Nov 2014 Last Revised: 10 Feb 2017

Jonathan Brogaard, Allen Carrion, Thibaut Moyaert, Ryan Riordan, Andriy Shkilko and Konstantin Sokolov

University of Washington - Department of Finance and Business Economics, University of Utah - Department of Finance, Louvain School of Management (UCL), Queen's School of Business, Wilfrid Laurier University - Lazaridis School of Business and Economics and Rochester Institute of Technology (RIT) - Saunders College of Business

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Citation 27

Abstract:

5.

Trading Fast and Slow: Colocation and Liquidity

Forthcoming in Review of Financial Studies

Number of pages: 57 Posted: 30 Aug 2013 Last Revised: 28 Aug 2015

Jonathan Brogaard, Björn Hagströmer, Lars L. Norden and Ryan Riordan

University of Washington - Department of Finance and Business Economics, Stockholm University - Stockholm Business School, Stockholm University - Stockholm Business School and Queen's School of Business

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Citation 3

Abstract:

6.

High-Frequency Trading Competition

Forthcoming, Journal of Financial and Quantitative Analysis

Number of pages: 46 Posted: 13 May 2014 Last Revised: 28 Mar 2018

Jonathan Brogaard and Corey Garriott

University of Washington - Department of Finance and Business Economics and Bank of Canada

Downloads 334 (23,411)

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7.

Networks and Productivity: Causal Evidence from Editor Rotations

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 54 Posted: 22 Sep 2012

Jonathan Brogaard, Joseph Engelberg and Christopher A. Parsons

University of Washington - Department of Finance and Business Economics, University of California, San Diego (UCSD) - Rady School of Management and University of California, San Diego (UCSD) - Rady School of Management

Downloads 308 (72,359)

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8.

High Frequency Trading and the 2008 Short Sale Ban

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 48 Posted: 15 Oct 2014 Last Revised: 11 Aug 2016

Jonathan Brogaard, Terrence Hendershott and Ryan Riordan

University of Washington - Department of Finance and Business Economics, University of California, Berkeley - Haas School of Business and Queen's School of Business

Downloads 257 (40,895)

Citation 1

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9.

The Effectiveness of the 2008-2010 Housing Tax Credit

Number of pages: 55 Posted: 10 Jul 2011 Last Revised: 17 Sep 2011

Jonathan Brogaard and Kevin Roshak

University of Washington - Department of Finance and Business Economics and University of Houston - Department of Finance

Downloads 239 (97,394)

Abstract:

10.

The World Price of Political Uncertainty

Number of pages: 49 Posted: 30 Aug 2014 Last Revised: 13 Jun 2017

Jonathan Brogaard, Lili Dai, Phong T. H. Ngo and Bohui Zhang

University of Washington - Department of Finance and Business Economics, University of New South Wales (UNSW) - School of Accounting, Australian National University (ANU) and The Chinese University of Hong Kong, Shenzhen

Downloads 131 (49,346)

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11.

Do Bank Regulations Have Uniform Effects? Evidence from Changes in Deposit Insurance

Number of pages: 48 Posted: 24 Feb 2013 Last Revised: 31 May 2014

Kathryn L. Dewenter, Alan C. Hess and Jonathan Brogaard

University of Washington - Michael G. Foster School of Business, University of Washington - Michael G. Foster School of Business and University of Washington - Department of Finance and Business Economics

Downloads 125 (173,150)

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12.

Price Discovery Without Trading: Evidence from Limit Orders

Finance Down Under 2017 Building on the Best from the Cellars of Finance

Number of pages: 50 Posted: 05 Sep 2015 Last Revised: 11 Oct 2017

Jonathan Brogaard, Terrence Hendershott and Ryan Riordan

University of Washington - Department of Finance and Business Economics, University of California, Berkeley - Haas School of Business and Queen's School of Business

Downloads 88 (31,597)

Abstract:

13.

Political Influence and Government Investment: Evidence from Contract-Level Data

Number of pages: 52 Posted: 13 May 2015 Last Revised: 25 Nov 2016

Jonathan Brogaard, Matthew Denes and Ran Duchin

University of Washington - Department of Finance and Business Economics, Carnegie Mellon University - Tepper School of Business and University of Washington - Michael G. Foster School of Business

Downloads 86 (42,583)

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14.

Stock Liquidity and Default Risk

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 46 Posted: 23 Aug 2015 Last Revised: 12 Feb 2017

Jonathan Brogaard, Dan Li and Ying Xia

University of Washington - Department of Finance and Business Economics, The University of Hong Kong - School of Economics and Finance and Monash University - Monash Business School

Downloads 58 (26,146)

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15.

Do Upgrades Matter? Evidence from Trading Volume

Number of pages: 63 Posted: 17 Jun 2015 Last Revised: 19 Jul 2017

Jonathan Brogaard, Jennifer L. Koski and Andrew F. Siegel

University of Washington - Department of Finance and Business Economics, University of Washington - Michael G. Foster School of Business and University of Washington - Department of Finance and Business Economics

Downloads 56 (120,539)

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16.

Institutions and Deposit Insurance: Empirical Evidence

Number of pages: 39 Posted: 29 Jul 2014 Last Revised: 09 Feb 2017

Kathryn L. Dewenter, Alan C. Hess and Jonathan Brogaard

University of Washington - Michael G. Foster School of Business, University of Washington - Michael G. Foster School of Business and University of Washington - Department of Finance and Business Economics

Downloads 48 (235,098)

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17.

The Economic Impact of Index Investing

NBER Market Microstructure Meeting Paper (2015), Washington University in St. Louis Center for Finance and Accounting Research Working Paper No. 15/06

Number of pages: 60 Posted: 26 Sep 2015 Last Revised: 04 Apr 2017

Jonathan Brogaard, Matthew Ringgenberg and David Sovich

University of Washington - Department of Finance and Business Economics, University of Utah - Department of Finance and Washington University in St. Louis - John M. Olin Business School

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18.

High‐Frequency Trading and the Execution Costs of Institutional Investors

Financial Review, Vol. 49, Issue 2, pp. 345-369, 2014

Number of pages: 25 Posted: 08 Apr 2014

Jonathan Brogaard, Terrence Hendershott, Stefan Hunt and Carla Ysusi

University of Washington - Department of Finance and Business Economics, University of California, Berkeley - Haas School of Business, Financial Conduct Authority and Financial Conduct Authority

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Citation 2

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Abstract:

19.

Do Banks Learn From the Stock Market? Evidence From Syndicated Loans

Number of pages: 40 Posted: 28 Mar 2018

Jonathan Brogaard, Phong T. H. Ngo and Ying Xia

University of Washington - Department of Finance and Business Economics, Australian National University (ANU) and Monash University - Monash Business School

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Abstract:

20.

What Moves Stock Prices? The Role of News, Noise, and Information

Number of pages: 44 Posted: 29 Jan 2018

Jonathan Brogaard, Thanh Huong Nguyen, Tālis J. Putniņš and Eliza Wu

University of Washington - Department of Finance and Business Economics, University of Technology Sydney (UTS) - UTS Business School, University of Technology Sydney (UTS) - Faculty of Business and The University of Sydney - Business School

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21.

Do Analysts Improve Investment Efficiency?

Number of pages: 57 Posted: 16 Oct 2017 Last Revised: 11 Jan 2018

Jonathan Brogaard, Wei Shi, K.C. John Wei and Haifeng You

University of Washington - Department of Finance and Business Economics, Norwegian School of Economics (NHH), Hong Kong University of Science & Technology (HKUST) - Department of Finance and Hong Kong University of Science & Technology (HKUST) - Department of Accounting

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22.

Supplementary Appendix for Institutions and Deposit Insurance: Empirical Evidence

Number of pages: 36 Posted: 10 Feb 2017

Kathryn L. Dewenter, Alan C. Hess and Jonathan Brogaard

University of Washington - Michael G. Foster School of Business, University of Washington - Michael G. Foster School of Business and University of Washington - Department of Finance and Business Economics

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Abstract:

23.

A BIT Goes a Long Way: Bilateral Investment Treaties and Cross-Border Mergers

Number of pages: 53 Posted: 21 Nov 2016 Last Revised: 16 Sep 2017

Vineet Bhagwat, Jonathan Brogaard and Brandon Julio

George Washington University - Department of Finance, University of Washington - Department of Finance and Business Economics and Lundquist College of Business, University of Oregon

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24.

Do Economists Swing for the Fences after Tenure?

Number of pages: 34 Posted: 23 May 2016 Last Revised: 30 Jul 2017

Jonathan Brogaard, Joseph Engelberg and Edward Dickersin Van Wesep

University of Washington - Department of Finance and Business Economics, University of California, San Diego (UCSD) - Rady School of Management and University of Colorado at Boulder - Department of Finance

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25.

Prices and Price Limits

Number of pages: 62 Posted: 01 Oct 2015 Last Revised: 21 Jan 2017

Jonathan Brogaard and Kevin Roshak

University of Washington - Department of Finance and Business Economics and University of Houston - Department of Finance

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26.

Does Financial Innovation Lead to Real Innovation? Evidence from Financial Derivatives

Number of pages: 68 Posted: 28 Jun 2016

Jonathan Brogaard, Lora Dimitrova and Sapnoti Eswar

University of Washington - Department of Finance and Business Economics, University of Exeter and University of Cincinnati - Department of Finance - Real Estate

Downloads 155

Jonathan Brogaard

University of Washington - Department of Finance and Business Economics

Assistant Professor of Finance

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Scholarly Papers (26)

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High‐Frequency Trading and the Execution Costs of Institutional Investors

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