High-frequency trading and price discovery J Brogaard, T Hendershott, R Riordan The Review of Financial Studies 27 (8), 2267-2306, 2014 | 1609 | 2014 |
The asset-pricing implications of government economic policy uncertainty J Brogaard, A Detzel Management science 61 (1), 3-18, 2015 | 1542 | 2015 |
High frequency trading and its impact on market quality J Brogaard Northwestern University Kellogg School of Management Working Paper 66, 10, 2010 | 696* | 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 | 461* | 2019 |
Stock liquidity and default risk J Brogaard, D Li, Y Xia Journal of Financial Economics 124 (3), 486-502, 2017 | 418 | 2017 |
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 | 307 | 2015 |
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 | 280 | 2018 |
Price discovery without trading: Evidence from limit orders J Brogaard, T Hendershott, R Riordan The Journal of Finance 74 (4), 1621-1658, 2019 | 257 | 2019 |
Political influence and the renegotiation of government contracts J Brogaard, M Denes, R Duchin The Review of Financial Studies 34 (6), 3095-3137, 2021 | 198* | 2021 |
Global political uncertainty and asset prices J Brogaard, L Dai, PTH Ngo, B Zhang The Review of Financial Studies 33 (4), 1737-1780, 2020 | 185 | 2020 |
Networks and productivity: Causal evidence from editor rotations J Brogaard, J Engelberg, CA Parsons Journal of Financial Economics 111 (1), 251-270, 2014 | 179 | 2014 |
High-frequency trading competition J Brogaard, C Garriott Journal of Financial and Quantitative Analysis 54 (4), 1469-1497, 2019 | 131 | 2019 |
High frequency trading and the 2008 short-sale ban J Brogaard, T Hendershott, R Riordan Journal of Financial Economics 124 (1), 22-42, 2017 | 125 | 2017 |
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 | 117 | 2014 |
The economic impact of index investing J Brogaard, MC Ringgenberg, D Sovich The Review of Financial Studies 32 (9), 3461-3499, 2019 | 84 | 2019 |
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 | 69 | 2022 |
Dark pool trading and information acquisition J Brogaard, J Pan The Review of Financial Studies 35 (5), 2625-2666, 2022 | 60* | 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 | 56 | 2018 |
Machine learning and the stock market J Brogaard, A Zareei Journal of Financial and Quantitative Analysis 58 (4), 1431-1472, 2023 | 49 | 2023 |
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 | 48 | 2021 |