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Jonathan Brogaard

Global rank #5587 93%

Institution: University of Utah

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://www.brogaard.utah.edu/

First Publication: 2014

Most Recent: 2023

RePEc ID: pbr791 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 2.68 1.01 0.00 6.37
Last 10 Years 0.00 6.20 2.51 0.00 14.91
All Time 0.00 8.04 2.51 0.00 18.60

Publication Statistics

Raw Publications 16
Coauthorship-Adjusted Count 10.60

Publications (16)

Year Article Journal Tier Authors
2023 Machine Learning and the Stock Market Journal of Financial and Quantitative Analysis B 2
2022 Dark Pool Trading and Information Acquisition The Review of Financial Studies A 2
2022 What Moves Stock Prices? The Roles of News, Noise, and Information The Review of Financial Studies A 4
2021 A BIT goes a long way: Bilateral investment treaties and cross-border mergers Journal of Financial Economics A 3
2021 Political Influence and the Renegotiation of Government Contracts The Review of Financial Studies A 4
2020 Global Political Uncertainty and Asset Prices The Review of Financial Studies A 4
2019 Risk and Return in High-Frequency Trading Journal of Financial and Quantitative Analysis B 4
2019 Price Discovery without Trading: Evidence from Limit Orders Journal of Finance A 3
2019 High-Frequency Trading Competition Journal of Financial and Quantitative Analysis B 2
2019 The Economic Impact of Index Investing The Review of Financial Studies A 3
2018 High frequency trading and extreme price movements Journal of Financial Economics A 6
2017 High frequency trading and the 2008 short-sale ban Journal of Financial Economics A 3
2017 Stock liquidity and default risk Journal of Financial Economics A 3
2015 Trading Fast and Slow: Colocation and Liquidity The Review of Financial Studies A 4
2014 Networks and productivity: Causal evidence from editor rotations Journal of Financial Economics A 3
2014 High-Frequency Trading and Price Discovery The Review of Financial Studies A 3