Jonathan Brogaard
Titolo
Citata da
Citata da
Anno
High-frequency trading and price discovery
J Brogaard, T Hendershott, R Riordan
The Review of Financial Studies 27 (8), 2267-2306, 2014
1939*2014
High frequency trading and its impact on market quality
J Brogaard
Northwestern University Kellogg School of Management Working Paper 66, 2010
574*2010
The asset-pricing implications of government economic policy uncertainty
J Brogaard, A Detzel
Management Science 61 (1), 3-18, 2015
5692015
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
270*2019
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
1752015
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
1222018
Stock liquidity and default risk
J Brogaard, D Li, Y Xia
Journal of Financial Economics 124 (3), 486-502, 2017
1102017
Price discovery without trading: Evidence from limit orders
J Brogaard, T Hendershott, R Riordan
The Journal of Finance 74 (4), 1621-1658, 2019
1052019
Networks and productivity: Causal evidence from editor rotations
J Brogaard, J Engelberg, CA Parsons
Journal of Financial Economics 111 (1), 251-270, 2014
862014
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
782014
High frequency trading and the 2008 short-sale ban
J Brogaard, T Hendershott, R Riordan
Journal of Financial Economics 124 (1), 22-42, 2017
682017
Political influence and the renegotiation of government contracts
J Brogaard, M Denes, R Duchin
Available at SSRN 2604805, 2019
61*2019
High-frequency trading competition
J Brogaard, C Garriott
Journal of Financial and Quantitative Analysis 54 (4), 1469-1497, 2019
532019
Do economists swing for the fences after tenure?
J Brogaard, J Engelberg, E Van Wesep
Journal of Economic Perspectives 32 (1), 179-94, 2018
282018
Global political uncertainty and asset prices
J Brogaard, L Dai, PTH Ngo, B Zhang
The Review of Financial Studies 33 (4), 1737-1780, 2020
22*2020
The economic impact of index investing
J Brogaard, MC Ringgenberg, D Sovich
The Review of Financial Studies 32 (9), 3461-3499, 2019
212019
Prices and price limits
J Brogaard, K Roshak
Available at SSRN 2667104, 2016
142016
Institutions and deposit insurance: Empirical evidence
KL Dewenter, AC Hess, J Brogaard
Journal of Financial Services Research 54 (3), 269-292, 2018
122018
What Moves Stock Prices? The Role of News, Noise, and Information
J Brogaard, TH Nguyen, TJ Putniņš, E Wu
AFA Annual Meeting, 2020
72020
Dark trading and the fundamental information in stock prices
J Brogaard, J Pan
Available at SSRN 3281472, 2019
72019
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20