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Tham, Wing Wah


 SSRN Author Rank: 8,708 by Downloads
 Assistant Professor of Financial Econometrics
 

Erasmus School of Economics - Econometric Institute


 P.O. Box 1738
 3000 DR Rotterdam, NL 3062 PA
 Netherlands
 HOME PAGE: http://people.few.eur.nl/tham/
 email address

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. Tham, Wing Wah's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,326
Total
Citations
6
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Kozhan, Roman
University of Warwick, Warwick Business School
Tham, Wing Wah
Erasmus School of Economics - Econometric Institute
Posted:
24 Jan 10
Last Revised:
16 Mar 14
1,128
(10,354)
2

2.   Incl. Electronic Paper
Foucault, Thierry
HEC Paris (Groupe HEC) - Finance Department
Kozhan, Roman
University of Warwick, Warwick Business School
Tham, Wing Wah
Erasmus School of Economics - Econometric Institute
Posted:
15 Mar 14
Last Revised:
25 Mar 15
399
(44,810)
 

3.  
Flashes of Trading Intent at the NASDAQ | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Norges Bank Working Paper 17, AFA 2012 Chicago Meetings Paper
Number of Pages in PDF File: 57
Skjeltorp, Johannes Atle
Central Bank of Norway
Sojli, Elvira
RSM Erasmus University
Tham, Wing Wah
Erasmus School of Economics - Econometric Institute
Posted:
22 Mar 11
Last Revised:
11 Jan 14
376
(48,210)
2

4.  
Sojli, Elvira
RSM Erasmus University
Tham, Wing Wah
Erasmus School of Economics - Econometric Institute
Posted:
26 Jan 10
Last Revised:
01 Aug 11
368
(49,493)
1

5.  
Skjeltorp, Johannes Atle
Central Bank of Norway
Sojli, Elvira
RSM Erasmus University
Tham, Wing Wah
Erasmus School of Economics - Econometric Institute
Posted:
02 Nov 13
Last Revised:
04 Dec 13
280
(67,997)
 

6.  
Economic Valuation of Liquidity Timing | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Banking and Finance, 37, p5073-5087
Number of Pages in PDF File: 46
Karstanje, Dennis
Erasmus University Rotterdam
Sojli, Elvira
RSM Erasmus University
Tham, Wing Wah
Erasmus School of Economics - Econometric Institute
van der Wel, Michel
Erasmus University Rotterdam
Posted:
28 Feb 13
Last Revised:
05 Aug 14
227
(85,047)
 

7.  
Tham, Wing Wah
Erasmus School of Economics - Econometric Institute
Salmon, Mark
University of Cambridge - Faculty of Economics and Politics
Posted:
10 Mar 08
194
(99,499)
 

8.  
Identifying Cross-Sided Liquidity Externalities | Show Abstract | Download This Paper | Open PDF in Browser |
Asian Finance Association (AsFA) 2013 Conference, Norges Bank Working Paper 2012-20
Number of Pages in PDF File: 55
Skjeltorp, Johannes Atle
Central Bank of Norway
Sojli, Elvira
RSM Erasmus University
Tham, Wing Wah
Erasmus School of Economics - Econometric Institute
Posted:
21 Mar 12
Last Revised:
19 Aug 13
168
(113,698)
1

9.  
Stock Market Illiquidity, Funding Liquidity, and Bond Risk Premia | Show Abstract | Download This Paper | Open PDF in Browser |
Asian Finance Association (AsFA) 2013 Conference, 26th Australasian Finance and Banking Conference 2013
Number of Pages in PDF File: 57
Bouwman, Kees E.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Sojli, Elvira
RSM Erasmus University
Tham, Wing Wah
Erasmus School of Economics - Econometric Institute
Posted:
20 Mar 12
Last Revised:
05 Dec 13
97
(175,438)
 

10.  
Divided Governments and Futures Prices | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Econometrics, Forthcoming
Number of Pages in PDF File: 29
Sojli, Elvira
RSM Erasmus University
Tham, Wing Wah
Erasmus School of Economics - Econometric Institute
Posted:
12 May 13
Last Revised:
31 Jan 14
89
(185,694)
 


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