| Toxic arbitrage T Foucault, R Kozhan, WW Tham Review of Financial Studies 30 (4), 1053–1094, 2017 | 160 | 2017 |
| Foreign political connections E Sojli, WW Tham Journal of International Business Studies 48 (2), 244-266, 2017 | 71* | 2017 |
| Execution risk in high-frequency arbitrage R Kozhan, WW Tham Management Science 58 (11), 2131-2149, 2012 | 62* | 2012 |
| Flashes of trading intent at NASDAQ JA Skjeltorp, E Sojli, WW Tham Journal of Financial and Quantitative Analysis, 165-196, 2016 | 24* | 2016 |
| Cross-sided liquidity externalities WW Tham, E Sojli, JA Skjeltorp Management Science 64 (6), 2901-2929, 2018 | 18* | 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 | 18 | 2013 |
| Stock market illiquidity, funding liquidity, and bond risk premia KE Bouwman, E Sojli, WW Tham Working Paper, Erasmus University Rotterdam, 2013 | 17* | 2013 |
| Managing systemic risk in The Netherlands S Liao, E Sojli, WW Tham International Review of Economics & Finance 40, 231-245, 2015 | 16 | 2015 |
| Quotes, trade and the Cost of Capital I Rosu, E Sojli, WW Tham https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3005928, 0 | 13* | |
| Preferred Habitat, Time Deformation and the Yield Curve M Salmon, WW Tham | 9* | 2008 |
| Measuring innovation around the world PS Koh, D Reeb, E Sojli, WW Tham HKUST Institutional Repository, 2016 | 8 | 2016 |
| A practical approach to constructing price-based funding liquidity factors K Bouwman, B Buis, M Pieterse-Bloem, WW Tham International Review of Economics & Finance 40, 90-97, 2015 | 5 | 2015 |
| Divided governments and futures prices E Sojli, WW Tham Journal of Econometrics 187 (2), 622-633, 2015 | 2 | 2015 |
| Deleting unreported innovation PS Koh, DM Reeb, E Sojli, WW Tham, W Wang Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, 2021 | | 2021 |
| Equity Trading Activity, Monetary Uncertainty, and Treasury Bond Returns S Schraeder, E Sojli, A Subrahmanyam, WW Tham Monetary Uncertainty, and Treasury Bond Returns (October 4, 2019), 2019 | | 2019 |
| Time-varying Group Unobserved Heterogeneity in Finance E Sojli, WW Tham, W Wang Available at SSRN 3258048, 2018 | | 2018 |
| Commute Time and Labor Supply S Agarwal, E Sojli, WW Tham Available at SSRN 3171271, 2018 | | 2018 |
| JOURNALOFFINANCIALAND QUANTITATIVEANALYSIS B Akins, L Li, J Ng, TO Rusticus, R Huang, JR Ritter, D Zhang, C Fracassi, ... | | 2016 |
| Measuring innovation around the world DM Reeb, PS Koh, E Sojli, WW Tham | | 2016 |
| THE ART OF REPORTING: THE ACCURACY OF MEDIA COVERAGE OF NEW RELEASES BY THE CENTRAL BANK JR van Berkel, WW Tham, S van Bekkum, MJ van Dieijen | | |
Elvira SojliAssociate Professor, UNSW Business SchoolVerified email at unsw.edu.au
