Faculty Directory

Jonathan Brogaard

 

Office: 434 PACCAR Hall
Phone: 206-685-7822
Fax: 206-543-7472
Email: brogaard(at)uw.edu

Foster School of Business
University of Washington
Box #: 353226
Seattle, WA. 98195-3226

Jonathan Brogaard

Assistant Professor of Finance

Education

PhD Northwestern University   (2012)
JD Northwestern University   (2012)
BA Occidental College   (2006)

Area of Expertise

asset pricing
financial markets
high frequency trading
investing
market microstructure
private equity
regulation
venture capital

Industries

Brokerage
Financial Services
Investment Banking
Legal
Private Equity
Securities & Commodity Exchanges

Current Research

Does government spending spur innovation with Matthew Denes and Ran Duchin
The impact of intraday circuit breakers with Kevin Roshak
The information content of credit rating changes: Evidence from trading volume with Jennifer Koski and Andrew Siegel
Price impact with Robert Korajczyk
Why do we tenure? Analysis of a long standing risk-based explanation with Joseph Engelberg and Ed van Wesep

Positions Held

At the University of Washington since 2011

Working Papers

Do banking regulations have uniform effects? Evidence from changes in deposit insurance with Kathryn Dewenter and Alan Hess
The effectiveness of the 2008-2010 housing tax credit with Kevin Roshak
High frequency trading and extreme price movements with Ryan Riordan, Andriy Shkilko, and Konstantin Sokolov
High frequency trading and the 2008 short sale ban with Terrence Hendershott and Ryan Riordan
High frequency trading competition with Corey Garriott
Risk and return in high frequency trading with Matthew Baron and Andrei Kirilenko
Trading fast and slow: Colocation and liquidity with Bjorn Hagstromer, Lars Norden, and Ryan Riordan
The world price of political uncertainty with Lili Dai, Phong Ngo, and Bohui Zhang

Honors and Awards

Visiting Fellow, Australian National University (2014-2015)
Investment Industry Regulatory Organization of Canada Grant to conduct research on high frequency trading (2014)
Best Paper Award at the Northern Finance Association Annual Meeting (2012)
Bank of Canada research partnership (2012)
UK Foresight Fellowship Grant to conduct research on high frequency trading (2011)
CFTC Research Grant (2011)

Courses Taught

Business Finance (Fall 2014), Alternative Investments: Hedge Funds and Private Equity (Fall 2014)