Tina Viljoen

University of Sydney Business School

Cnr. of Codrington and Rose Streets

Sydney, NSW 2006

Australia

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 40,476

SSRN RANKINGS

Top 40,476

in Total Papers Downloads

850

CITATIONS

1

Scholarly Papers (4)

1.

Liquidity and Price Discovery of Algorithmic Trading: An Intraday Analysis of the SPI 200 Futures

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 40 Posted: 22 Aug 2011 Last Revised: 16 Nov 2014
Tina Viljoen, Hui Zheng and P. Joakim Westerholm
University of Sydney Business School, Discipline of Finance, The University of Sydney and University of Sydney Business School
Downloads 314 (68,581)

Abstract:

Algorithmic Trading, Futures Markets, Market Liquidity, Price Discovery

2.

Are Algorithmic Trades Informed? - An Empirical Analysis of Algorithmic Trading Around Earnings Announcements

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 46 Posted: 22 Aug 2012 Last Revised: 15 Sep 2015
The University of Sydney - Discipline of Finance, University of Sydney Business School, George Mason University - Finance Area, University of Sydney Business School and Discipline of Finance, The University of Sydney
Downloads 289 (65,611)
Citation 1

Abstract:

algorithmic trades [AT], execution algorithms, earnings announcements

3.

Insiders’ Profits in the Australian Equities Market

CIFR Paper No. 108/2016
Number of pages: 37 Posted: 03 May 2016
University of Auckland - Business School, University of South Australia - UniSA Business School, University of Sydney Business School and University of Sydney Business School
Downloads 0 (204,846)

Abstract:

Insider Trading, CAAR

4.

Algorithmic Trading, Liquidity, and Price Discovery: An Intraday Analysis of the SPI 200 Futures

Financial Review, Vol. 49, Issue 2, pp. 245-270, 2014
Number of pages: 26 Posted: 08 Apr 2014
Tina Viljoen, P. Joakim Westerholm and Hui Zheng
University of Sydney Business School, University of Sydney Business School and Discipline of Finance, The University of Sydney
Downloads 0 (554,881)
  • Add to Cart

Abstract:

algorithmic trading, futures markets, market liquidity, price discovery