Elvira Sojli
Elvira Sojli
Associate Professor, UNSW Business School
Verified email at unsw.edu.au - Homepage
Title
Cited by
Cited by
Year
Exchange rate forecasting, order flow and macroeconomic information
D Rime, L Sarno, E Sojli
Journal of International Economics 80 (1), 72-88, 2010
3002010
The feeble link between exchange rates and fundamentals: Can we blame the discount factor?
L Sarno, E Sojli
Journal of Money, Credit and Banking 41 (2‐3), 437-442, 2009
532009
Timing exchange rates using order flow: The case of the Loonie
M King, L Sarno, E Sojli
Journal of Banking & Finance 34 (12), 2917-2928, 2010
482010
Foreign political connections
E Sojli, WW Tham
Journal of International Business Studies 48 (2), 244-266, 2017
34*2017
The impact of foreign government investments: Sovereign wealth fund investments in the United States
E Sojli, WW Tham
International Finance Review 12, 207-243, 2011
242011
Flashes of Trading Intent at NASDAQ.
JA Skjeltorp, E Sojli, WW Tham
Journal of Financial & Quantitative Analysis 51 (1), 2016
23*2016
Contagion in emerging markets: the Russian crisis
E Sojli
Applied Financial Economics 17 (3), 197-213, 2007
222007
Stock market illiquidity, funding liquidity, and bond risk premia
KE Bouwman, E Sojli, WW Tham
Working Paper, Erasmus University Rotterdam, 2013
16*2013
Cross-sided liquidity externalities
WW Tham, E Sojli, JA Skjeltorp
Management Science 64 (6), 2901-2929, 2018
15*2018
Economic valuation of liquidity timing
D Karstanje, E Sojli, WW Tham, M Van der Wel
Journal of Banking & Finance 37 (12), 5073-5087, 2013
152013
Managing systemic risk in The Netherlands
S Liao, E Sojli, WW Tham
International Review of Economics & Finance 40, 231-245, 2015
142015
Quoting activity and the cost of capital
I Rosu, E Sojli, WW Tham
Available at SSRN 3005928, 2020
11*2020
Order flow analysis of exchange rates
D Rime, E Sojli
Norges Bank, 2006
11*2006
Measuring innovation around the world
PS Koh, DM Reeb, E Sojli, WW Tham
HKUST Institutional Repository, 2016
82016
The wiiw Balkan Observatory
E Luçi, M Muço, E Sojli
42006
Central bank issued digital cash
A Furche, E Sojli
Available at SSRN 3213028, 2018
22018
Divided governments and futures prices
E Sojli, WW Tham
Journal of Econometrics 187 (2), 622-633, 2015
22015
Financial Crises Propagation
E Sojli, R Fry
The Impact of the Global Financial Crisis on Emerging Financial Markets, 2011
2*2011
The Equity Volatility-Volume Ratio and Treasury Bond Returns
S Schraeder, E Sojli, A Subrahmanyam, WW Tham
Available at SSRN 3464060, 2019
2019
Market-wide Events and Time Fixed Effects
E Sojli, WW Tham, W Wang
Available at SSRN 3258048, 2018
2018
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Articles 1–20