Author Page for Jonathan Brogaard

Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Utah - David Eccles School of Business, 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.

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 Utah - David Eccles School of Business, University of Utah - Department of Finance, Louvain School of Management (UCL), Smith School of Business, Wilfrid Laurier University - Lazaridis School of Business and Economics and University of Memphis - Fogelman College of Business and Economics

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Citation 27

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4.

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 Utah - David Eccles School of Business and University of Denver - Daniels College of Business

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Citation 5

Abstract:

5.

The Economic Impact of Index Investing

Review of Financial Studies, Forthcoming

Number of pages: 85 Posted: 26 Sep 2015 Last Revised: 30 Jul 2018

Jonathan Brogaard, Matthew Ringgenberg and David Sovich

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

Downloads 1,127 (16,514)

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6.

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 Utah - David Eccles School of Business, Stockholm University - Stockholm Business School, Stockholm University - Stockholm Business School and Smith School of Business

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Citation 3

Abstract:

7.

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

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Abstract:

8.

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 Utah - David Eccles School of Business and Bank of Canada

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Abstract:

9.

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 Utah - David Eccles School of Business, School of Management and Economics, Chinese University of Hong Kong, Shenzhen and Monash University - Monash Business School

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10.

Price Discovery Without Trading: Evidence from Limit Orders

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

Number of pages: 51 Posted: 05 Sep 2015 Last Revised: 15 May 2018

Jonathan Brogaard, Terrence Hendershott and Ryan Riordan

University of Utah - David Eccles School of Business, University of California, Berkeley - Haas School of Business and Smith School of Business

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11.

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 Utah - David Eccles School of Business, Carnegie Mellon University - Tepper School of Business and University of Washington - Michael G. Foster School of Business

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12.

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 Utah - David Eccles School of Business, University of California, Berkeley - Haas School of Business and Smith School of Business

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Citation 1

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13.

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 Utah - David Eccles School of Business, University of New South Wales (UNSW) - School of Accounting, Australian National University (ANU) and The Chinese University of Hong Kong, Shenzhen

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Abstract:

14.

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 Utah - David Eccles School of Business, University of California, San Diego (UCSD) - Rady School of Management and Foster School of Business, University of Washington

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15.

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 Utah - David Eccles School of Business and University of Houston - Department of Finance

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16.

Prices and Price Limits

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

Jonathan Brogaard and Kevin Roshak

University of Utah - David Eccles School of Business and University of Houston - Department of Finance

Downloads 252 (111,634)

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17.

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 Utah - David Eccles 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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18.

Do Analysts Improve Investment Efficiency?

Number of pages: 58 Posted: 16 Oct 2017 Last Revised: 04 May 2018

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

University of Utah - David Eccles School of Business, Norwegian School of Economics (NHH), Hong Kong Polytechnic University and Hong Kong University of Science & Technology (HKUST) - Department of Accounting

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19.

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

Number of pages: 54 Posted: 29 Jan 2018 Last Revised: 08 Jun 2018

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

University of Utah - David Eccles School of Business, 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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20.

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

Number of pages: 68 Posted: 28 Jun 2016 Last Revised: 09 May 2018

Jonathan Brogaard, Lora Dimitrova and Sapnoti Eswar

University of Utah - David Eccles School of Business, University of Exeter and University of Cincinnati - Department of Finance - Real Estate

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Abstract:

21.

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 Utah - David Eccles School of Business

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22.

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 Utah - David Eccles School of Business and Lundquist College of Business, University of Oregon

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23.

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 Utah - David Eccles School of Business

Downloads 111 (228,106)

Abstract:

24.

Feedback effects and the co-evolution of banks and markets

Number of pages: 78 Posted: 28 Mar 2018 Last Revised: 06 Aug 2018

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

University of Utah - David Eccles School of Business, Australian National University (ANU) and Monash University - Monash Business School

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Abstract:

25.

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 Utah - David Eccles School of Business

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Abstract:

26.

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 Utah - David Eccles School of Business, 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:

27.

Machine Learning and the Stock Market

Number of pages: 57

Jonathan Brogaard and Abalfazl Zareei

University of Utah - David Eccles School of Business and Stockholm University

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Jonathan Brogaard

University of Utah - David Eccles School of Business

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Scholarly Papers (27)

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High‐Frequency Trading and the Execution Costs of Institutional Investors

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