James Brugler

Liquidity shocks and pension fund performance: Evidence from early access

James Brugler, Minsoo Kim, Zhuo Zhong

Journal article  |  2022  |  Australian Journal of Management

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

Secondary Market Transparency and Corporate Bond Issuing Costs

James Brugler, Carole Comerton-Forde, J Spencer Martin

Journal article  |  2022  |  Review of Finance

Abstract Mandated post-trade transparency in secondary markets lowers the cost of issuing corporate bonds. We show ..

Does Financial Market Structure Affect the Cost of Raising Capital?

James Brugler, Carole Comerton-Forde, Terrence Hendershott

Journal article  |  2021  |  JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

We provide evidence on market structure and the cost of raising capital by examining changes in market structure in U.S. equity ma..

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..

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

James Brugler, Minsoo Kim, Zhuo Zhong

Report  |  2020  |  Australian Journal of Management

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

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..

Forecasting the Australian yield curve

James Brugler, Bonnie Li, Maryam Nasiri, Ravi Sastry

Journal article  |  2019  |  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

Using unique transactions data for individual high-frequency trading (HFT) firms in the U.K. equity market, we examine the extent ..

Testing preference stability between couples and singles

James Brugler

Journal article  |  2016  |  ECONOMICS LETTERS

Identification of some collective models of consumer demands requires that preferences of singles are representative of preference..