Jonathan Brogaard

Jonathan Brogaard

Assistant Professor of Finance

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


High-Frequency Trading, Law and Finance, Financial Regulation, Investments, Empirical Asset Pricing

Honors and Awards

Recipient of UK Foresight Fellowship to conduct research on high frequency trading

Academic Service

At the University of Washington since 2011

Selected Publications

        Peer Reviewed Publications

        Network Position and Productivity:  Evidence from Journal Editor Rotations, with Joseph Engelberg and Christopher Parsons, Journal of Financial Economics, forthcoming.

        High Frequency Trading and Price Discovery, with Terrence Hendershott and Ryan Riordan, Review of Financial Studies, forthcoming.

        Other Publications

        High Frequency Trading, Information, and Profits
        ~ UK Government Office for Science,  Foresight Driver Review  - The Future of Computer Trading in Financial Markets (09/2011)
        High Frequency Trading:  What We Have Learned and Where We're Headed
        ~ World Federation of Exchanges (03/2011)

        High Frequency Trading        
        ~ Notre Dame's Center for the Study of Financial Regulation (11/2010)
        ~ Reprinted in Markets Media Magazine (01/2011)

Working Papers

The Asset Pricing Implications of Government Economic Policy Uncertainty (with Andrew Detzel)

Do Banking Regulations have Uniform Effects?  Evidence from Changes in Deposit Insurance (with Kathryn Dewenter and Alan Hess)

The Effectiveness of the Financial Crisis Housing Tax Credit Programs (with Kevin Roshak)

High-Frequency Trading and the Execuition Costs of Institutional Investors (with Terrence Hendershott, Stefan Hunt, and Carla Ysusi)

Trading Fast and Slow:  Colocation and Market Quality (with Bjorn Hagstromer, Lars Norden, and Ryan Riordan)

The Trading Profits of High Frequency Traders (with Matthew Baron and Andrei Kirilenko)


 Work in Progress

High Frequency Trading and the 2008 short Sale Ban (with Terrence Hendershott and Ryan Riordan)

The Impact of Intraday Circuit Breakers (with Kevin Roshak)

Price Impact (with Robert Korajczyk)

Courses Taught

Finance 350:  Business Finance (Autumn 2013)

Finance 466:  Alternative Investments:  Hedge Funds and Private Equity (Spring 2013)

Finance 566:  Alternative Investments:  Hedge Funds and Private Equity (Spring 2013)

Referee Activity

Journal of Finance
Journal of Financial and Quantitative Management
Journal of Financial Economics
Journal of Financial Markets
Management Science
Review of Finance
Review of Financial Studies

Contact Information

Office:434 Paccar Hall
Web:Personal Web Page

Mailing Address

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