| Toxic arbitrage T Foucault, R Kozhan, WW Tham Review of Financial Studies 30 (4), 1053–1094, 2017 | 256 | 2017 |
| Foreign political connections E Sojli, WW Tham Journal of International Business Studies 48, 244-266, 2017 | 129* | 2017 |
| Execution risk in high-frequency arbitrage R Kozhan, WW Tham Management Science 58 (11), 2131-2149, 2012 | 93 | 2012 |
| 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 | 59 | 2021 |
| Non-standard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... | 47 | 2021 |
| Measuring innovation around the world PS Koh, DM Reeb, E Sojli, WW Tham HKUST Institutional Repository, 2016 | 35* | 2016 |
| Stock market illiquidity, funding liquidity, and bond risk premia KE Bouwman, E Sojli, WW Tham Working Paper, Erasmus University Rotterdam, 2013 | 35* | 2013 |
| Flashes of trading intent at NASDAQ JA Skjeltorp, E Sojli, WW Tham Journal of Financial and Quantitative Analysis 51 (1), 165-196, 2016 | 30* | 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 | 23 | 2015 |
| Economic valuation of liquidity timing D Karstanje, E Sojli, WW Tham, M Van der Wel Journal of Banking & Finance 37 (12), 5073-5087, 2013 | 23 | 2013 |
| Quotes, trade and the Cost of Capital I Rosu, E Sojli, WW Tham https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3005928, 0 | 23* | |
| 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 | 17 | 2021 |
| 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 | 7* | 2018 |
| Divided governments and futures prices E Sojli, WW Tham Journal of econometrics 187 (2), 622-633, 2015 | 6 | 2015 |
| 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 |
| 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 | 1 | 2023 |
| 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 |
Elvira SojliAssociate Professor, UNSW Business SchoolVerified email at unsw.edu.au
