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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1,662

SSRN CITATIONS
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SSRN RANKINGS

Top 29,619

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, 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

2.

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

Downloads 367 (102,550)
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 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
James Brugler, Carole Comerton-Forde and Terrence Hendershott
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
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 169 (220,874)
Citation 9

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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)

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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
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 56 (454,752)
Citation 6

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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)

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forecasting, term structure, Australian government bonds