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Sojli, Elvira's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,021 |
Total
Citations
28 |
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1.
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Sojli, Elvira
RSM Erasmus University Tham, Wing Wah
Erasmus School of Economics - Econometric Institute
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26 Jan 10
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Last Revised:
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01 Aug 11
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339
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Foreign Government Investments; Foreign Political Connections; Government-related Contracts; Internationalization; Large Shareholders
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2.
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Sunshine Trading: Flashes of Trading Intent at the NASDAQ
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Versions (2)
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Skjeltorp, Johannes Atle
Central Bank of Norway Sojli, Elvira
RSM Erasmus University Tham, Wing Wah
Erasmus School of Economics - Econometric Institute
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Posted:
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22 Mar 11
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Last Revised:
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22 Apr 13
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301
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1
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Skjeltorp, Johannes Atle
Central Bank of Norway Sojli, Elvira
RSM Erasmus University Tham, Wing Wah
Erasmus School of Economics - Econometric Institute
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10
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1
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Actionable Indication of Interest (IOI), Flash orders, High-frequency Trading, Market quality, Market transparency, Sunshine trading
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Skjeltorp, Johannes Atle
Central Bank of Norway Sojli, Elvira
RSM Erasmus University Tham, Wing Wah
Erasmus School of Economics - Econometric Institute
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22 Mar 11
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Last Revised:
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28 Nov 12
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291
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Actionable Indication of Interest (IOI), Flash orders, High-frequency Trading, Market quality, Market transparency, Sunshine trading
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3.
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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
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127
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liquidity, forecasting, expected returns, economic valuation
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4.
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Identifying Cross-Sided Liquidity Externalities
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Versions (2)
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Skjeltorp, Johannes Atle
Central Bank of Norway Sojli, Elvira
RSM Erasmus University Tham, Wing Wah
Erasmus School of Economics - Econometric Institute
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Posted:
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21 Mar 12
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Last Revised:
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25 May 13
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97
(139,409)
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1
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Skjeltorp, Johannes Atle
Central Bank of Norway Sojli, Elvira
RSM Erasmus University Tham, Wing Wah
Erasmus School of Economics - Econometric Institute
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4
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Liquidity cycle, Liquidity externality, Two-sided markets, Make/take
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Skjeltorp, Johannes Atle
Central Bank of Norway Sojli, Elvira
RSM Erasmus University Tham, Wing Wah
Erasmus School of Economics - Econometric Institute
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21 Mar 12
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Last Revised:
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04 Feb 13
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93
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Liquidity cycle, Liquidity externality, Two-sided markets, Make/take fees
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5.
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King, Michael R.
University of Western Ontario - Richard Ivey School of Business Sarno, Lucio
City University London - Sir John Cass Business School Sojli, Elvira
RSM Erasmus University
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91
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2
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Order flow, Canadian dollar, Future commodity
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6.
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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
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20 Mar 12
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Last Revised:
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02 May 13
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36
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Market liquidity, Bond risk premia, Flight-to-quality
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7.
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Sojli, Elvira
RSM Erasmus University Tham, Wing Wah
Erasmus School of Economics - Econometric Institute
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25
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divided government, elections, expected returns, policy uncertainty, prediction markets
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8.
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Rime, Dagfinn
Central Bank of Norway Sarno, Lucio
City University London - Sir John Cass Business School Sojli, Elvira
RSM Erasmus University
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5
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23
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exchange rates, forecasting, macroeconomic news, microstructure, order flow
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