James Brugler

University of Melbourne - Department of Finance

Senior Lecturer (Assistant Professor)

Faculty of Business and Economics

Parkville, Victoria 3010 3010

Australia

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 31,878

SSRN RANKINGS

Top 31,878

in Total Papers Downloads

2,415

SSRN CITATIONS
Rank 29,008

SSRN RANKINGS

Top 29,008

in Total Papers Citations

5

CROSSREF CITATIONS

25

Scholarly Papers (10)

1.

Secondary Market Transparency and Corporate Bond Issuing Costs

Number of pages: 59 Posted: 01 Dec 2016 Last Revised: 25 Jun 2021
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

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

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 109 (373,424)
Citation 6

Abstract:

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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
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
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

Abstract:

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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
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)

Abstract:

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forecasting, term structure, Australian government bonds