Wing Wah Tham
Wing Wah Tham
School of Banking and Finance, University of New South Wales
Verified email at unsw.edu.au - Homepage
Title
Cited by
Cited by
Year
Toxic arbitrage
T Foucault, R Kozhan, WW Tham
Review of Financial Studies 30 (4), 1053–1094, 2017
1422017
Foreign political connections
E Sojli, WW Tham
Journal of International Business Studies 48 (2), 244-266, 2017
58*2017
Execution risk in high-frequency arbitrage
R Kozhan, WW Tham
Management Science 58 (11), 2131-2149, 2012
57*2012
Flashes of Trading Intent at NASDAQ.
JA Skjeltorp, E Sojli, WW Tham
Journal of Financial & Quantitative Analysis 51 (1), 2016
23*2016
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
Quotes, trade and the Cost of Capital
I Rosu, E Sojli, WW Tham
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3005928, 0
11*
Preferred Habitat, Time Deformation and the Yield Curve
M Salmon, WW Tham
9*2008
Measuring innovation around the world
PS Koh, DM Reeb, E Sojli, WW Tham
HKUST Institutional Repository, 2016
82016
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
52015
Divided governments and futures prices
E Sojli, WW Tham
Journal of Econometrics 187 (2), 622-633, 2015
22015
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
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
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Articles 1–19