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Jonathan Brogaard
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High-frequency trading and price discovery
J Brogaard, T Hendershott, R Riordan
The Review of Financial Studies 27 (8), 2267-2306, 2014
15652014
The asset-pricing implications of government economic policy uncertainty
J Brogaard, A Detzel
Management science 61 (1), 3-18, 2015
14372015
High frequency trading and its impact on market quality
J Brogaard
Northwestern University Kellogg School of Management Working Paper 66, 10, 2010
693*2010
Risk and return in high-frequency trading
M Baron, J Brogaard, B Hagströmer, A Kirilenko
Journal of Financial and Quantitative Analysis 54 (3), 993-1024, 2019
442*2019
Stock liquidity and default risk
J Brogaard, D Li, Y Xia
Journal of Financial Economics 124 (3), 486-502, 2017
3912017
Trading fast and slow: Colocation and liquidity
J Brogaard, B Hagströmer, L Nordén, R Riordan
The Review of Financial Studies 28 (12), 3407-3443, 2015
3042015
High frequency trading and extreme price movements
J Brogaard, A Carrion, T Moyaert, R Riordan, A Shkilko, K Sokolov
Journal of Financial Economics 128 (2), 253-265, 2018
2632018
Price discovery without trading: Evidence from limit orders
J Brogaard, T Hendershott, R Riordan
The Journal of Finance 74 (4), 1621-1658, 2019
2442019
Political influence and the renegotiation of government contracts
J Brogaard, M Denes, R Duchin
The Review of Financial Studies 34 (6), 3095-3137, 2021
189*2021
Networks and productivity: Causal evidence from editor rotations
J Brogaard, J Engelberg, CA Parsons
Journal of Financial Economics 111 (1), 251-270, 2014
1732014
Global political uncertainty and asset prices
J Brogaard, L Dai, PTH Ngo, B Zhang
The Review of Financial Studies 33 (4), 1737-1780, 2020
167*2020
High frequency trading and the 2008 short-sale ban
J Brogaard, T Hendershott, R Riordan
Journal of Financial Economics 124 (1), 22-42, 2017
1192017
High-frequency trading competition
J Brogaard, C Garriott
Journal of Financial and Quantitative Analysis 54 (4), 1469-1497, 2019
1152019
High‐frequency trading and the execution costs of institutional investors
J Brogaard, T Hendershott, S Hunt, C Ysusi
Financial Review 49 (2), 345-369, 2014
1152014
The economic impact of index investing
J Brogaard, MC Ringgenberg, D Sovich
The Review of Financial Studies 32 (9), 3461-3499, 2019
732019
What moves stock prices? The roles of news, noise, and information
J Brogaard, TH Nguyen, TJ Putnins, E Wu
The Review of Financial Studies 35 (9), 4341-4386, 2022
542022
Dark pool trading and information acquisition
J Brogaard, J Pan
The Review of Financial Studies 35 (5), 2625-2666, 2022
54*2022
Do economists swing for the fences after tenure?
J Brogaard, J Engelberg, E Van Wesep
Journal of Economic Perspectives 32 (1), 179-194, 2018
512018
Machine learning and the stock market
J Brogaard, A Zareei
Journal of Financial and Quantitative Analysis 58 (4), 1431-1472, 2023
402023
A BIT goes a long way: Bilateral investment treaties and cross-border mergers
V Bhagwat, J Brogaard, B Julio
Journal of Financial Economics 140 (2), 514-538, 2021
392021
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