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
GM Nameplate Endowed Faculty Fellow

Education

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

Academic 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

Positions Held

At the University of Washington since 2011

Selected Publications

  1. High Frequency Trading and the 2008 Short Sale Ban
    Journal Article: Brogaard, J., Hendershott, T., & Riordan, R., (forthcoming). Journal of Financial Economics,
  2. Stock Liquidity and Default Risk
    Journal Article: Brogaard, J., Li, D., & Xia, Y., (forthcoming). Journal of Financial Economics,
  3. The Asset Pricing Implications of Government Economic Policy Uncertainty
    Journal Article: Brogaard, J., & Detzel, A., (2015). Management Science, Vol. 61(1), pp. 3-18.
  4. Trading Fast and Slow: Colocation and Market Quality
    Journal Article: Brogaard, J., Hagerstrőmer, B., Norden, L., & Riordan, R., (2015). Review of Financial Studies, Vol. 28(12), pp. 3407-3443.
  5. High-Frequency Trading and Price Discovery
    Journal Article: Brogaard, J., Hendershott, T., & Riordan, R., (2014). The Review of Financial Studies, Vol. 27(8), pp. 2267-2353.
  6. High-Frequency Trading and the Execution Costs of Institutional Investors
    Journal Article: Brogaard, J., Hendershott, T., Hunt, S., & Ysusi, C., (2014). Financial Review, Vol. 49(2), pp. 345-369.
  7. Networks and Productivity: Causal Evidence from Editor Rotations
    Journal Article: Brogaard, J., Engelberg, J., & Parsons, C., (2014). Journal of Financial Economics, Vol. 111(1), pp. 251-270.

Honors and Awards

GM Nameplate Endowed Faculty Fellowship (07/2016 – Current)
Review of Financial Studies, Michael J. Brennan Best Paper Award for “High-Frequency Trading and Price Discovery” (05/2015)
Financial Review, Outstanding Publication Award for “High-Frequency Trading and the Execution Costs of Institutional Investors” (04/2015)
Distinguished Teaching Award Nominee (04/2015)
Visiting Fellow, Australian National University (2014-2018)
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)