James Brugler

University of Melbourne - Department of Finance

Senior Lecturer (Assistant Professor)

Faculty of Business and Economics

Parkville, Victoria 3010 3010

Australia

  • University of Melbourne - Department of Finance

SCHOLARLY PAPERS

10

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2,415

SSRN CITATIONS
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SSRN RANKINGS

Top 29,008

in Total Papers Citations

5

CROSSREF CITATIONS

25

Scholarly Papers (10)

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1.

Secondary Market Transparency and Corporate Bond Issuing Costs

Number of pages: 59 Posted: 01 Dec 2016 Last Revised: 25 Jun 2021
James Brugler, Carole Comerton-Forde and J. Spencer Martin
University of Melbourne - Department of Finance, University of Melbourne - Department of Finance and University of Melbourne - Faculty of Business and Economics
Downloads 573 (72,856)
Citation 5

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corporate bonds, capital costs, market transparency

2.

Into the Light: Dark Pool Trading and Intraday Market Quality on the Primary Exchange

Downloads 429 (103,509)
Citation 5

Into the Light: Dark Pool Trading and Intraday Market Quality on the Primary Exchange

Bank of England Working Paper No. 545
Number of pages: 38 Posted: 25 Jan 2015 Last Revised: 14 Sep 2015
James Brugler
University of Melbourne - Department of Finance
Downloads 320 (142,704)
Citation 1

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Dark pool, dark trading, market quality

Into the Light: Dark Pool Trading and Intraday Market Quality on the Primary Exchange

Bank of England Working Paper No. 545
Number of pages: 38 Posted: 15 Sep 2015
James Brugler
University of Melbourne - Department of Finance
Downloads 109 (373,424)
Citation 6

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Dark pools, dark trading, market quality.

3.

Does Financial Market Structure Impact the Cost of Raising Capital?

Number of pages: 61 Posted: 21 Nov 2017 Last Revised: 05 Feb 2020
James Brugler, Carole Comerton-Forde and Terrence Hendershott
University of Melbourne - Department of Finance, University of Melbourne - Department of Finance and University of California, Berkeley - Haas School of Business
Downloads 312 (147,492)
Citation 3

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Liquidity, Capital Costs, Seasoned Equity Offerings

4.

Competition and Exchange Data Fees

Number of pages: 65 Posted: 02 Nov 2020 Last Revised: 19 Sep 2022
Jonathan Brogaard, James Brugler and Dominik Rösch
University of Utah - David Eccles School of Business, University of Melbourne - Department of Finance and State University of New York at Buffalo - School of Management
Downloads 297 (155,269)

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Data Fees, Exchange Competition

5.

Differential Access to Dark Markets and Execution Outcomes

Number of pages: 55 Posted: 27 Aug 2021 Last Revised: 27 Oct 2022
James Brugler and Carole Comerton-Forde
University of Melbourne - Department of Finance and University of Melbourne - Department of Finance
Downloads 229 (201,420)

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Dark trading, execution quality, high frequency trading

6.

Interactions Among High-Frequency Traders

Bank of England Working Paper No. 523
Number of pages: 49 Posted: 27 Feb 2015
Evangelos Benos, James Brugler, Erik Hjalmarsson and Filip Zikes
Bank of England, University of Melbourne - Department of Finance, University of Gothenburg - Centre for Finance and Bank of England
Downloads 190 (239,126)
Citation 9

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High-frequency trading, correlated trading strategies, price discovery

7.

Liquidity Shocks and Pension Fund Performance: Evidence From Early Access

Number of pages: 36 Posted: 14 Jan 2021 Last Revised: 30 Aug 2022
James Brugler, Minsoo Kim and Zhuo Zhong
University of Melbourne - Department of Finance, University of Melbourne and University of Melbourne - Department of Finance
Downloads 171 (262,100)

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Expectations, Fund Flows, Pension Funds, Fund Performance, Liquidity Management, Natural Experiment

8.

Estimating background risk hedging demands from cross-sectional data

Number of pages: 41 Posted: 01 Aug 2019 Last Revised: 30 Jan 2023
James Brugler, Joachim Inkmann and Adrian Rizzo
University of Melbourne - Department of Finance, University of Melbourne - Department of Finance and Australian Bureau of Statistics
Downloads 84 (442,704)
Citation 1

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Household Finance, Background Risk, Great Recession

9.

The Cross-Sectional Spillovers of Single Stock Circuit Breakers

Bank of England Working Paper No. 759
Number of pages: 35 Posted: 11 Dec 2018
James Brugler, Oliver B. Linton, Joseph Noss and Lucas Pedace
University of Melbourne - Department of Finance, University of Cambridge, Bank of England and Bank of England
Downloads 68 (498,611)
Citation 6

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Circuit breakers, market microstructure, market quality

10.

Forecasting the Australian Yield Curve

Australasian Journal of Applied Finance, Issue 3, 2019
Number of pages: 12 Posted: 19 Mar 2020
James Brugler, Bonnie Li, Maryam Nasiri and Ravi Sastry
University of Melbourne - Department of Finance, Government of Victoria - Department of Treasury and Finance, Government of Victoria - Department of Treasury and Finance and University of Melbourne - Department of Finance
Downloads 62 (518,789)

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forecasting, term structure, Australian government bonds