| The Cross-Sectional Spillovers of Single Stock Circuit Breakers JA Brugler, OB Linton | 45* | 2016 |
| Interactions among High-Frequency Traders E Benos, J Brugler, E Hjalmarsson, F Zikes Journal of Financial and Quantitative Analysis 52 (4), 1375-1402, 2017 | 39 | 2017 |
| Secondary Market Transparency and Corporate Bond Issuing Costs J Brugler, C Comerton-Forde, JS Martin Review of Finance 26 (1), 43-77, 2022 | 31* | 2022 |
| Into the light: dark pool trading and intraday market quality on the primary exchange JA Brugler | 25 | 2015 |
| Does Financial Market Structure Affect the Cost of Raising Capital? J Brugler, C Comerton-Forde, T Hendershott Journal of Financial and Quantitative Analysis 56 (5), 1771 - 1808, 2021 | 11 | 2021 |
| Testing preference stability between couples and singles J Brugler Economics Letters 142, 15-17, 2016 | 10 | 2016 |
| Competition and exchange data fees J Brogaard, J Brugler, D Rösch Available at SSRN 3703431, 2023 | 5 | 2023 |
| Differential Access to Dark Markets and Execution Outcomes J Brugler, C Comerton-Forde Available at SSRN 3910952, 2022 | 5* | 2022 |
| Comment on: Price Discovery in High Resolution J Brugler, C Comerton-Forde Journal of Financial Econometrics 19 (3), 431-438, 2021 | 5 | 2021 |
| Liquidity Shocks and Pension Fund Performance: Evidence From Early Access J Brugler, M Kim, Z Zhong Available at SSRN 3745990, 2021 | 1* | 2021 |
| Public and Private Information in Quotes and Trades J Brugler, T Hendershott Available at SSRN 4674014, 2023 | | 2023 |
| Did perceptions of background risk change over the Great Recession? J Brugler, J Inkmann, A Rizzo Available at SSRN 3428088, 2022 | | 2022 |
| Forecasting the Australian Yield Curve J Brugler, B Li, M Nasiri, R Sastry Australasian Journal of Applied Finance, 2019 | | 2019 |
