Jonathan Brogaard

Economics and Econometrics · 2014–2019

A researcher in the Science corpus: 8 papers; trusts 28 researchers and is trusted by 42 researchers here, as inferred from the citation graph.

Subfields

Whom Jonathan Brogaard trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. S. B. Thompson
  2. Björn Hagströmer
  3. Ľuboš Pástor
  4. Mitchell A. Petersen
  5. John Y. Campbell
  6. Terrence Hendershott
  7. Thierry Foucault
  8. Torben G. Andersen
  9. Lars L. Nordén
  10. Allen Carrion

Who trusts Jonathan Brogaard overall

  1. Camila C. Pereira
  2. Peter Hoffmann
  3. Haroon Mumtaz
  4. Gönül Ҫolak
  5. Gonul Colak
  6. Emirhan Ilhan
  7. Albert J. Menkveld
  8. M. Balcılar
  9. Markus Baldauf
  10. C. Işık

Papers from Jonathan Brogaard's perspective

Ordered by how strongly the researchers Jonathan Brogaard trusts endorse each paper. Same corpus, a different order for every researcher.

  1. High Frequency Trading and Price Discovery (Social Science Research Network)
  2. The Diversity of High-Frequency Traders
  3. Simple Formulas for Standard Errors that Cluster by Both Firm and Time
  4. The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response
  5. Post-'87 crash fears in the S&P 500 futures option market
  6. Equilibrium High Frequency Trading
  7. Very Fast Money: High-Frequency Trading on the NASDAQ
  8. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  9. A Dynamic Limit Order Market with Fast and Slow Traders (Social Science Research Network)
  10. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles

Their papers