James Brugler

Comment on: Price Discovery in High Resolution*

James Brugler, Carole Comerton-Forde

Journal article  |  2021  |  Journal of Financial Econometrics

The microstructure literature comprises a rich set of papers that seek to understand pricing dynamics at a granular level, commonl..

Does Financial Market Structure Impact the Cost of Raising Capital?

James Brugler, Carole Comerton-Forde, Terrence Hendershott

Journal article  |  2021  |  Journal of Financial and Quantitative Analysis

We provide direct evidence on financial market structure and the cost of raising capital by examining major market structure chang..

THE IMPACT OF COVID-19 ON AUSTRALIA’S HOUSING MARKET

James Brugler, Jonathan Dark

Scholarly Contribution to Database/Website  |  2020

As the world faces one of the fastest and largest global economic contractions in living memory, Australia’s house prices are like..

Liquidity Shocks and Pension Fund Performance: Evidence From the Early Release Scheme

James Brugler, Minsoo Kim, Zhuo Zhong

Report  |  2020

We study how expectations of fund flows causally affect fund performance by exploiting a quasi-natural experiment in the Australia..

Forecasting the Australian yield curve

James Brugler, Bonnie Li, Maryam Nasiri, Ravi Sastry

Journal article  |  2019  |  The Australasian Journal of Applied Finance

We apply a number of forecasting models to Australian Government Bond yields. All methods rely solely on the history of yields. Co..

The Cross-Sectional Spillovers of Single Stock Circuit Breakers

James Brugler, Oliver Linton, Joseph Noss, Lucas Pedace

Journal article  |  2018  |  Market Microstructure and Liquidity

This paper uses transaction data to estimate how single stock circuit breakers on the London Stock Exchange affect other stocks th..

Interactions among High-Frequency Traders

Evangelos Benos, James Brugler, Erik Hjalmarsson, Filip Zikes

Journal article  |  2017  |  Journal of Financial and Quantitative Analysis

Testing preference stability between couples and singles

James Brugler

Journal article  |  2016  |  ECONOMICS LETTERS