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 36,414

SSRN RANKINGS

Top 36,414

in Total Papers Downloads

1,662

SSRN CITATIONS
Rank 29,619

SSRN RANKINGS

Top 29,619

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, UNSW Business School and University of Melbourne - Faculty of Business and Economics
Downloads 441 (82,941)
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 267 (143,737)
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 100 (330,853)
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
University of Melbourne - Department of Finance, UNSW Business School and University of California, Berkeley - Haas School of Business
Downloads 259 (148,775)
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 169 (220,874)
Citation 9

Abstract:

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High-frequency trading, correlated trading strategies, price discovery

5.

Competition and Exchange Data Fees

Number of pages: 54 Posted: 02 Nov 2020 Last Revised: 02 Aug 2021
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 139 (259,434)

Abstract:

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Data Fees, Exchange Competition

6.

Liquidity Shocks and Pension Fund Performance: Evidence From the Early Release Scheme

Number of pages: 32 Posted: 14 Jan 2021
James Brugler, Minsoo Kim and Zhuo Zhong
University of Melbourne - Department of Finance, University of Melbourne and University of Melbourne - Department of Finance
Downloads 99 (330,613)

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

7.

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 56 (454,752)
Citation 6

Abstract:

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Circuit breakers, market microstructure, market quality

8.

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 55 (458,485)
Citation 1

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Household Finance, Background Risk, Great Recession

9.

Differential access to dark markets and execution quality

Number of pages: 50 Posted: 27 Aug 2021
James Brugler and Carole Comerton-Forde
University of Melbourne - Department of Finance and UNSW Business School
Downloads 40 (522,536)

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Dark trading, execution quality, high frequency trading

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 37 (537,184)

Abstract:

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forecasting, term structure, Australian government bonds