| Toxic arbitrage T Foucault, R Kozhan, WW Tham Review of Financial Studies 30 (4), 1053–1094, 2017 | 265 | 2017 |
| Foreign political connections E Sojli, WW Tham Journal of International Business Studies 48, 244-266, 2017 | 136* | 2017 |
| Execution risk in high-frequency arbitrage R Kozhan, WW Tham Management Science 58 (11), 2131-2149, 2012 | 95 | 2012 |
| Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 67 | 2024 |
| 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 | 67 | 2021 |
| Measuring innovation around the world PS Koh, DM Reeb, E Sojli, WW Tham HKUST Institutional Repository, 2016 | 38* | 2016 |
| Stock market illiquidity, funding liquidity, and bond risk premia KE Bouwman, E Sojli, WW Tham Working Paper, Erasmus University Rotterdam, 2013 | 37* | 2013 |
| Cross-sided liquidity externalities WW Tham, E Sojli, JA Skjeltorp Management Science 64 (6), 2901-2929, 2018 | 31* | 2018 |
| 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 |
| 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 | 25 | 2021 |
| Managing systemic risk in The Netherlands S Liao, E Sojli, WW Tham International Review of Economics & Finance 40, 231-245, 2015 | 24 | 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 | 24 | 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* | |
| Preferred Habitat, Time Deformation and the Yield Curve M Salmon, WW Tham | 10* | 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 | 4 | 2015 |
| Advanced Manufacturing, Product Innovations, Productivity and Growth L Liu, E Sojli, WW Tham SSRN, 2020 | 2 | 2020 |
| 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 |
| Bridging Research (R) and Development (D): The Strategic Role of Scientists on the Board RW Masulis, E Sojli, WW Tham, Y Yao | | 2024 |
Elvira SojliAssociate Professor, UNSW Business SchoolVerified email at unsw.edu.au
