Sean Foley

University of Sydney Business School

Lecturer

Sydney

Australia

SCHOLARLY PAPERS

18

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13,378

CITATIONS
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SSRN RANKINGS

Top 10,984

in Total Papers Citations

49

Scholarly Papers (18)

1.

Sex, Drugs, and Bitcoin: How Much Illegal Activity Is Financed Through Cryptocurrencies?

Review of Financial Studies, Forthcoming
Number of pages: 63 Posted: 17 Jan 2018 Last Revised: 15 Dec 2018
University of Sydney Business School, University of Technology Sydney (UTS), UTS Business School and University of Technology Sydney (UTS)
Downloads 8,199 (625)
Citation 38

Abstract:

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blockchain, bitcoin, detection controlled estimation, illegal trade, black market

2.

Price Discovery in Stock and Options Markets

Society for Financial Studies (SFS) Cavalcade, 2016
Number of pages: 54 Posted: 15 Aug 2014 Last Revised: 16 Jul 2018
University of Technology Sydney (UTS), University of Technology Sydney (UTS), University of Technology Sydney (UTS) - School of Finance and Economics and University of Sydney Business School
Downloads 1,014 (20,878)
Citation 1

Abstract:

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price discovery, stock, option, information share, insider trading

3.

Should We Be Afraid of the Dark? Dark Trading and Market Quality

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 55 Posted: 16 Jun 2013 Last Revised: 08 Feb 2016
Sean Foley and Tālis J. Putniņš
University of Sydney Business School and University of Technology Sydney (UTS)
Downloads 900 (24,904)
Citation 9

Abstract:

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dark pool, dark trading, regulation, liquidity, market efficiency, transparency

4.

The Value of a Millisecond: Harnessing Information in Fast, Fragmented Markets

Number of pages: 66 Posted: 28 Oct 2016 Last Revised: 20 Nov 2017
University of New South Wales (UNSW), University of Sydney Business School, Babson College - Finance Division and University of New South Wales (UNSW)
Downloads 882 (25,606)
Citation 7

Abstract:

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Market Design, Speed Bump, Quote Fade, Liquidity Provision

5.

Dark Trading on Public Exchanges

Number of pages: 45 Posted: 03 Dec 2012 Last Revised: 23 Feb 2013
Sean Foley, Katya Malinova and Andreas Park
University of Sydney Business School, McMaster University - Michael G. DeGroote School of Business and University of Toronto - Finance Area
Downloads 498 (54,892)
Citation 6

Abstract:

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dark trading, midpoint orders, limit order book trading

6.

Fundamental Based Market Strategies

Number of pages: 23 Posted: 12 Mar 2013
University of Sydney - Discipline of Finance, Saki Partners, University of Sydney Business School and affiliation not provided to SSRN
Downloads 416 (68,513)
Citation 1

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Fundamental analysis, market efficiency, F-Score, G-Score

7.

Does Insider Trading Explain Price Run-Up Ahead of Takeover Announcements?

Finance and Corporate Governance Conference 2011 Paper
Number of pages: 38 Posted: 01 Dec 2010 Last Revised: 14 Jan 2015
Sean Foley, Alex Frino and Angelo Aspris
University of Sydney Business School, The University of Sydney - Discipline of Finance and affiliation not provided to SSRN
Downloads 226 (133,546)

Abstract:

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Toehold, takeover, short term, long term

8.

Market Fairness: The Poor Country Cousin of Market Efficiency

Number of pages: 61 Posted: 23 May 2014 Last Revised: 02 Apr 2015
Macquarie Graduate School of Management, University of Sydney - Discipline of Finance, University of Sydney Business School and Wake Forest University
Downloads 204 (147,175)
Citation 1

Abstract:

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Market integrity, market fairness, manipulation, information leakage, algorithmic trading

9.

Tick Size Wars: Competitive Tick Size Regimes and Trader Behavior

Number of pages: 41 Posted: 09 Nov 2016 Last Revised: 07 May 2019
University of Sydney Business School, University of Bergen and University of Stavanger
Downloads 187 (159,513)
Citation 1

Abstract:

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Equity Trading; Limit Order Markets; Tick Sizes; High Frequency Trading

10.

The Impact of Tick Sizes on Trader Behavior: Evidence from Cryptocurrency Exchanges

Number of pages: 36 Posted: 25 Jun 2018
Anne Haubo Dyhrberg, Sean Foley and Jiri Svec
The University of Sydney - Discipline of Finance, University of Sydney Business School and The University of Sydney - Discipline of Finance
Downloads 186 (160,311)

Abstract:

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market microstructure, tick size, trading behavior, bitcoin, cryptocurrency

11.

Asymmetries in Dark Pool Reference Prices

FCA Occasional Paper No. 21
Number of pages: 63 Posted: 09 Mar 2017 Last Revised: 05 Apr 2017
Financial Conduct Authority, University of Sydney Business School, Financial Conduct Authority and University of New South Wales (UNSW)
Downloads 175 (169,334)

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market data, transparency, high-frequency trading, Market microstructure, latency arbitrage

12.

Costless Closing Price Manipulation

Number of pages: 30 Posted: 29 Aug 2012 Last Revised: 10 Dec 2014
Jane Chau and Sean Foley
University of Wollong - School of Accounting and Finance and University of Sydney Business School
Downloads 154 (188,914)

Abstract:

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manipulation, closing price, marking the close, regulation, prosecution, spoofing, painting the tape, high closing

13.

The Impact of Fragmentation, Exchange Fees and Liquidity Provision on Market Quality

Number of pages: 36 Posted: 25 Jun 2013 Last Revised: 02 Feb 2016
Macquarie Graduate School of Management, University of New South Wales (UNSW) and University of Sydney Business School
Downloads 133 (212,820)

Abstract:

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Competition, Fragmentation, Alternative Trading System, Trading Fees

14.

Asset Price Bubbles in the Australian Market

CIFR Paper No. 119/2016
Number of pages: 154 Posted: 30 Aug 2016
The University of Sydney Business School, The University of Sydney, Business School, Discipline of Finance, University of Sydney - Discipline of Finance, University of Sydney Business School, University of Cambridge - Faculty of Economics and Politics, University of Sydney Business School, The University of Sydney - Discipline of Finance and University of Sydney - Business School - Finance Discipline
Downloads 116 (236,166)

Abstract:

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Asset Price bubbles, Markets

15.

Whats in a Price? Measuring the Value of Exchange Data Fees

2012 Financial Markets & Corporate Governance Conference
Number of pages: 34 Posted: 15 Dec 2011 Last Revised: 28 Aug 2012
Sean Foley
University of Sydney Business School
Downloads 63 (343,861)
Citation 1

Abstract:

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data fees, prices, marketplaces, data access

16.

Time Pro-Rata Matching: Evidence of a Change in LIFFE STIR Futures

Journal of Futures Markets, Vol. 35(6), p. 522–541, doi:10.1002/fut.21708, June 2015
Number of pages: 35 Posted: 05 Oct 2016 Last Revised: 07 Oct 2016
University of Sydney - Discipline of Finance, University of Sydney Business School, University of New South Wales (UNSW) and Financial Conduct Authority
Downloads 25 (487,117)

Abstract:

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Futures, LIFFE, Market Microstructure, Pro-Rata, Price-Time Priority

Underwritten Dividend Reinvestment Plans and Conflicts of Interest

Journal of Business Finance & Accounting, Vol. 43, Issue 9-10, pp. 1361-1384, 2016
Number of pages: 24 Posted: 10 Nov 2016
Independent, University of Sydney Business School, University of Sydney - School of Business - Finance Discipline and The University of Sydney - Discipline of Finance
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conflicts of interest, dividend reinvestment plans, DRIP, underpricing, underwriter, rights issues, SEO

Underwritten Dividend Reinvestment Plans and Conflicts of Interest

Forthcoming: Journal Of Business Finance and Accounting, Issue 43 9-10
Posted: 11 Oct 2016
University of Sydney Business School, University of Sydney - School of Business - Finance Discipline, Independent and The University of Sydney - Discipline of Finance

Abstract:

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Conflicts of interest, Dividend reinvestment plans, DRIP, Underpricing, Underwriter, Rights issues, SEO

18.

Does Insider Trading Explain Price Run‐Up Ahead of Takeover Announcements?

Accounting & Finance, Vol. 54, Issue 1, pp. 25-45, 2014
Number of pages: 21 Posted: 04 Mar 2014
Angelo Aspris, Sean Foley and Alex Frino
University of Sydney - Discipline of Finance, University of Sydney Business School and The University of Sydney - Discipline of Finance
Downloads 0 (661,885)
Citation 5
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Takeovers, Market efficiency, Market anticipation, Insider trading, Toeholds, Substantial shareholder notices