James Brugler

University of Melbourne - Department of Finance

Senior Lecturer (Assistant Professor)

Faculty of Business and Economics

Parkville, Victoria 3010 3010

Australia

SCHOLARLY PAPERS

12

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3,506

SSRN CITATIONS
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Top 22,844

in Total Papers Citations

29

CROSSREF CITATIONS

26

Scholarly Papers (12)

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 669 (74,254)
Citation 11

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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 345 (162,039)
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 127 (412,943)
Citation 6

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Dark pools, dark trading, market quality.

3.

Competition and Exchange Data Fees

Number of pages: 65 Posted: 02 Nov 2020 Last Revised: 07 Mar 2024
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 405 (136,585)
Citation 2

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Data Fees, Exchange Competition

4.

Public and Private Information in Quotes and Trades

Number of pages: 50 Posted: 12 Jan 2024 Last Revised: 20 Mar 2024
James Brugler and Terrence Hendershott
University of Melbourne - Department of Finance and University of California, Berkeley - Haas School of Business
Downloads 360 (158,290)

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Price discovery, limit orders, arbitrage, high frequency trading

5.

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 347 (162,234)
Citation 7

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Liquidity, Capital Costs, Seasoned Equity Offerings

6.

Differential Access to Dark Markets and Execution Outcomes

Number of pages: 62 Posted: 27 Aug 2021 Last Revised: 12 Apr 2024
James Brugler and Carole Comerton-Forde
University of Melbourne - Department of Finance and University of Melbourne - Department of Finance
Downloads 310 (182,902)

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Dark trading, execution quality, high frequency trading, segmentation

7.

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 222 (255,435)
Citation 14

Abstract:

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High-frequency trading, correlated trading strategies, price discovery

8.

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 207 (272,567)

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

9.

Estimating background risk hedging demands from cross-sectional data

Number of pages: 41 Posted: 01 Aug 2019 Last Revised: 07 Mar 2024
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 159 (344,054)
Citation 1

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Household Finance, Background Risk, Great Recession

10.

Benchmarking Benchmarks

Number of pages: 39 Posted: 23 Jun 2022 Last Revised: 23 Jan 2024
Marta Khomyn, Tālis J. Putniņš and James Brugler
University of Adelaide, University of Technology Sydney (UTS) and University of Melbourne - Department of Finance
Downloads 149 (363,054)

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benchmark prices, information shares, price discovery

11.

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 109 (461,257)
Citation 7

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Circuit breakers, market microstructure, market quality

12.

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 97 (500,077)

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forecasting, term structure, Australian government bonds