James Brugler

University of Melbourne - Department of Finance

Senior Lecturer (Assistant Professor)

Faculty of Business and Economics

Parkville, Victoria 3010 3010

Australia

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 44,443

SSRN RANKINGS

Top 44,443

in Total Papers Downloads

1,094

SSRN CITATIONS
Rank 27,692

SSRN RANKINGS

Top 27,692

in Total Papers Citations

5

CROSSREF CITATIONS

25

Scholarly Papers (8)

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 245 (139,369)
Citation 1

Abstract:

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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 99 (298,672)
Citation 6

Abstract:

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Dark pools, dark trading, market quality.

2.

Secondary Market Transparency and Corporate Bond Issuing Costs

Number of pages: 56 Posted: 01 Dec 2016 Last Revised: 20 Jan 2020
University of Melbourne - Department of Finance, UNSW Business School and University of Melbourne - Faculty of Business and Economics
Downloads 294 (115,834)
Citation 4

Abstract:

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corporate bonds, capital costs, market transparency

3.

Does Financial Market Structure Impact the Cost of Raising Capital?

Number of pages: 61 Posted: 21 Nov 2017 Last Revised: 05 Feb 2020
University of Melbourne - Department of Finance, UNSW Business School and University of California, Berkeley - Haas School of Business
Downloads 198 (171,269)
Citation 3

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Liquidity, Capital Costs, Seasoned Equity Offerings

4.

Interactions Among High-Frequency Traders

Bank of England Working Paper No. 523
Number of pages: 49 Posted: 27 Feb 2015
Bank of England, University of Melbourne - Department of Finance, University of Gothenburg - Centre for Finance and Bank of England
Downloads 161 (205,398)
Citation 8

Abstract:

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High-frequency trading, correlated trading strategies, price discovery

5.

The Cross-Sectional Spillovers of Single Stock Circuit Breakers

Bank of England Working Paper No. 759
Number of pages: 35 Posted: 11 Dec 2018
University of Melbourne - Department of Finance, University of Cambridge, Bank of England and Bank of England
Downloads 44 (453,584)
Citation 4

Abstract:

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Circuit breakers, market microstructure, market quality

6.

Did perceptions of background risk change over the Great Recession?

Number of pages: 41 Posted: 01 Aug 2019 Last Revised: 20 Oct 2020
James Brugler, Joachim Inkmann and Adrian Rizzo
University of Melbourne - Department of Finance, University of Melbourne - Department of Finance and University of Melbourne, Department of Finance, Students
Downloads 34 (497,697)

Abstract:

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Household Finance, Background Risk, Great Recession

7.

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 15 (611,244)

Abstract:

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forecasting, term structure, Australian government bonds

8.

Competition and Exchange Data Fees

Number of pages: 40
James Brugler and Jonathan Brogaard
University of Melbourne - Department of Finance and University of Utah - David Eccles School of Business
Downloads 4

Abstract:

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Data Fees, Exchange Competition