Jonathan Brogaard
Biographic Data
| ID | 1471365 |
|---|---|
| NAME | Jonathan Brogaard |
| GIVEN NAMES | Jonathan |
| FAMILY NAME | Brogaard |
| SIGNATURE | BROGAARD J |
| AFFILIATIONS | Jonathan Brogaard is Assistant Professor of Finance, Foster School of Business, University of Washington, Seattle, Washington. |
| ORCID | 0000-0001-5612-289X |
| VERIFIED | Yes |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 3 |
| AUTHOR COUNT | 2 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2015 |
| LATEST PUBLICATION YEAR | 2018 |
| H-INDEX | 1 |
Do Economists Swing for the Fences after Tenure
Using a sample of all academics who pass through top 50 economics and finance departments from 1996 through 2014, we study whether the granting of tenure leads faculty to pursue riskier ideas. We use the extreme tails of ex-post citations as our measure of risk and find that both the number of publications and the portion consisting of "home runs" peak at tenure and fall steadily for a decade thereafter. Similar patterns hold for faculty at elite…
The Asset-Pricing Implications of Government Economic Policy Uncertainty
Using the news-based measure of Baker et al. [Baker SR, Bloom N, Davis SJ (2013) Measuring economic policy uncertainty. Working paper, Stanford University, Stanford, CA] to capture economic policy uncertainty (EPU) in the United States, we find that EPU positively forecasts log excess market returns. An increase of one standard deviation in EPU is associated with a 1.5% increase in forecasted three-month abnormal returns (6.1% annualized). Furthe…
Do Economists Swing for the Fences after Tenure
Using a sample of all academics who pass through top 50 economics and finance departments from 1996 through 2014, we study whether the granting of tenure leads faculty to pursue riskier ideas. We use the extreme tails of ex-post citations as our measure of risk and find that both the number of publications and the portion consisting of "home runs" peak at tenure and fall steadily for a decade thereafter. Similar patterns hold for faculty at elite…
The Asset-Pricing Implications of Government Economic Policy Uncertainty
Using the news-based measure of Baker et al. [Baker SR, Bloom N, Davis SJ (2013) Measuring economic policy uncertainty. Working paper, Stanford University, Stanford, CA] to capture economic policy uncertainty (EPU) in the United States, we find that EPU positively forecasts log excess market returns. An increase of one standard deviation in EPU is associated with a 1.5% increase in forecasted three-month abnormal returns (6.1% annualized). Furthe…
Do Economists Swing for the Fences after Tenure
Using a sample of all academics who pass through top 50 economics and finance departments from 1996 through 2014, we study whether the granting of tenure leads faculty to pursue riskier ideas. We use the extreme tails of ex-post citations as our measure of risk and find that both the number of publications and the portion consisting of "home runs" peak at tenure and fall steadily for a decade thereafter. Similar patterns hold for faculty at elite…
Economics (2 works) · Financial Markets and Investment Strategies (2 works) · Monetary Policy and Economic Impact (2 works) · Business (1 works) · Capital asset pricing model (1 works) · Demographic economics (1 works) · Economic policy (1 works) · Elite (1 works) · Financial economics (1 works) · Government (linguistics) (1 works)