Sean Foley

University of Sydney

Lecturer

Sydney

Australia

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 10,039

SSRN RANKINGS

Top 10,039

in Total Papers Downloads

3,886

CITATIONS

2

Scholarly Papers (15)

1.

Price Discovery in Stock and Options Markets

Society for Financial Studies (SFS) Cavalcade, 2016
Number of pages: 54 Posted: 15 Aug 2014 Last Revised: 11 Jun 2017
University of Technology Sydney - UTS Business School, University of Technology Sydney - UTS Business School, University of Technology Sydney and University of Sydney
Downloads 820 (23,637)

Abstract:

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

2.

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 and University of Technology Sydney - UTS Business School
Downloads 444 (25,204)
Citation 1

Abstract:

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

3.

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, University of Toronto and University of Toronto - Finance Area
Downloads 336 (52,947)
Citation 1

Abstract:

dark trading, midpoint orders, limit order book trading

4.

Fundamental Based Market Strategies

Number of pages: 23 Posted: 12 Mar 2013
University of Sydney - Discipline of Finance, Saki Partners, University of Sydney and affiliation not provided to SSRN
Downloads 313 (64,467)

Abstract:

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

5.

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, The University of Sydney - Discipline of Finance and affiliation not provided to SSRN
Downloads 174 (129,161)

Abstract:

Toehold, takeover, short term, long term

6.

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 and Wake Forest University
Downloads 115 (143,832)

Abstract:

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

7.

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
Downloads 108 (175,781)

Abstract:

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

8.

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
Downloads 57 (208,980)

Abstract:

Competition, Fragmentation, Alternative Trading System, Trading Fees

9.

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
Downloads 48 (311,159)

Abstract:

data fees, prices, marketplaces, data access

10.

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, UNSW and University of New South Wales (UNSW)
Downloads 0 (214,456)

Abstract:

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

11.

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

Number of pages: 57 Posted: 28 Oct 2016 Last Revised: 09 May 2017
University of New South Wales (UNSW), University of Sydney, Babson College - Finance Division and University of New South Wales (UNSW)
Downloads 0 (40,009)

Abstract:

Market Design, Speed Bump, Quote Fade, Liquidity Provision

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, University of Sydney - School of Business - Finance Discipline and The University of Sydney - Discipline of Finance
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Abstract:

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, University of Sydney - School of Business - Finance Discipline, Independent and The University of Sydney - Discipline of Finance

Abstract:

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

13.

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, University of New South Wales (UNSW) and UNSW
Downloads 0 (468,105)

Abstract:

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

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, University of Sydney - Discipline of Finance, University of Sydney, 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 0 (255,438)

Abstract:

Asset Price bubbles, Markets

15.

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 and The University of Sydney - Discipline of Finance
Downloads 0 (569,388)
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Abstract:

Takeovers, Market efficiency, Market anticipation, Insider trading, Toeholds, Substantial shareholder notices