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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
2492017
Foreign political connections
E Sojli, WW Tham
Journal of International Business Studies 48, 244-266, 2017
130*2017
Execution risk in high-frequency arbitrage
R Kozhan, WW Tham
Management Science 58 (11), 2131-2149, 2012
932012
COVID-19 restrictions and age-specific mental health—US probability-based panel evidence
E Sojli, WW Tham, R Bryant, M McAleer
Translational Psychiatry 11 (1), 418, 2021
542021
Non-standard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
412021
Stock market illiquidity, funding liquidity, and bond risk premia
KE Bouwman, E Sojli, WW Tham
Working Paper, Erasmus University Rotterdam, 2013
40*2013
Measuring innovation around the world
PS Koh, DM Reeb, E Sojli, WW Tham
HKUST Institutional Repository, 2016
34*2016
Flashes of trading intent at NASDAQ
JA Skjeltorp, E Sojli, WW Tham
Journal of Financial and Quantitative Analysis 51 (1), 165-196, 2016
31*2016
Cross-sided liquidity externalities
WW Tham, E Sojli, JA Skjeltorp
Management Science 64 (6), 2901-2929, 2018
28*2018
Managing systemic risk in The Netherlands
S Liao, E Sojli, WW Tham
International Review of Economics & Finance 40, 231-245, 2015
232015
Economic valuation of liquidity timing
D Karstanje, E Sojli, WW Tham, M Van der Wel
Journal of Banking & Finance 37 (12), 5073-5087, 2013
232013
Quotes, trade and the Cost of Capital
I Rosu, E Sojli, WW Tham
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3005928, 0
21*
Common mental disorders and economic uncertainty: Evidence from the COVID-19 pandemic in the US
WW Tham, E Sojli, R Bryant, M McAleer
Plos one 16 (12), e0260726, 2021
152021
Preferred Habitat, Time Deformation and the Yield Curve
M Salmon, WW Tham
9*2008
Market-wide events and time fixed effects
E Sojli, WW Tham, W Wang
SSR Electronic Journal, 2018
6*2018
Divided governments and futures prices
E Sojli, WW Tham
Journal of Econometrics 187 (2), 622-633, 2015
62015
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
Equity Trading Activity and Treasury Bond Risk Premia
S Schraeder, E Sojli, A Subrahmanyam, WW Tham
Journal of Financial and Quantitative Analysis 58 (2), 677-710, 2023
12023
Leveraging Artificial Intelligence Technology for Mapping Research to Sustainable Development Goals: A Case Study
H Yin, A Aryani, G Lambert, M White, L Salvador-Carulla, S Sadiq, E Sojli, ...
arXiv preprint arXiv:2311.16162, 2023
2023
CEO Experience and Value Creation: Evidence from Green Lab Locations
L Liu, E Sojli, WW Tham
Available at SSRN 4568809, 2023
2023
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