Wing Wah Tham
Wing Wah Tham
School of Banking and Finance, University of New South Wales
Adresse e-mail validée de unsw.edu.au - Page d'accueil
TitreCitée parAnnée
Toxic arbitrage
T Foucault, R Kozhan, WW Tham
Review of Financial Studies 30 (4), 1053–1094, 2017
1032017
Execution risk in high-frequency arbitrage
R Kozhan, WW Tham
Management Science 58 (11), 2131-2149, 2012
50*2012
Foreign political connections
E Sojli, WW Tham
Journal of International Business Studies 48 (2), 244-266, 2017
41*2017
Flashes of trading intent at nasdaq
JA Skjeltorp, E Sojli, WW Tham
Journal of Financial and Quantitative Analysis 51 (1), 165-196, 2016
19*2016
Cross-Sided Liquidity Externalities
WW Tham, E Sojli, JA Skjeltorp
Management Science 64 (6), 2901-2929, 2017
12*2017
Economic valuation of liquidity timing
D Karstanje, E Sojli, WW Tham, M van der Wel
Journal of Banking & Finance 37 (12), 5073-5087, 2013
122013
Stock market illiquidity, funding liquidity, and bond risk premia
KE Bouwman, E Sojli, WW Tham
12*2011
Managing systemic risk in The Netherlands
S Liao, E Sojli, WW Tham
International Review of Economics & Finance 40, 231-245, 2015
102015
Preferred Habitat, Time Deformation and the Yield Curve
M Salmon, WW Tham
9*2008
Quotes, trade and the Cost of Capital
I Rosu, E Sojli, WW Tham
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3005928, 0
6*
Measuring innovation around the world
PS Koh, D Reeb, E Sojli, WW Tham
HKUST Institutional Repository, 2016
42016
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
42015
Divided governments and futures prices
E Sojli, WW Tham
Journal of econometrics 187 (2), 622-633, 2015
22015
Market-wide Events and Time Fixed Effects
E Sojli, WW Tham, W Wang
Available at SSRN 3258048, 2018
2018
Quoting Activity and the Cost of Capital
I Rosu, E Sojli, WW Tham
2018
Commute Time and Labor Supply
S Agarwal, E Sojli, WW Tham
Available at SSRN 3171271, 2018
2018
Cross-Sided Liquidity Externalities
JA Skjeltorp, E Sojli, WW Tham
Management Science (Forthcoming), 2012
2012
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