Amy Kwan

University of Sydney Business School

Cnr. of Codrington and Rose Streets

Sydney, NSW 2006

Australia

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 16,491

SSRN RANKINGS

Top 16,491

in Total Papers Downloads

3,718

SSRN CITATIONS
Rank 34,247

SSRN RANKINGS

Top 34,247

in Total Papers Citations

17

CROSSREF CITATIONS

7

Scholarly Papers (5)

1.

High-Frequency Trading Strategies

Number of pages: 45 Posted: 25 May 2017 Last Revised: 23 Jul 2020
Babson College - Finance Division, University of Sydney Business School and University of Sydney Business School
Downloads 2,529 (6,527)
Citation 6

Abstract:

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High-frequency trading, institutional investors, retail investors

2.

Trading Rules, Competition for Order Flow and Market Fragmentation

Forthcoming, Journal of Financial Economics (JFE), European Corporate Governance Institute (ECGI) - Law Working Paper No. 256/2014
Number of pages: 89 Posted: 11 Dec 2013 Last Revised: 29 Apr 2014
University of Sydney Business School, University of New South Wales, Sydney and University of Memphis - Fogelman College of Business and Economics
Downloads 683 (46,848)
Citation 16

Abstract:

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Market Fragmentation; Regression Discontinuity; Dark Pools; Trade Reporting Facility

3.

Contagious Margin Calls: How COVID-19 Threatened Global Stock Market Liquidity

Number of pages: 34 Posted: 09 Jul 2020 Last Revised: 12 Feb 2021
Macquarie University, University of Sydney Business School, University of Sydney Business School and University of Stavanger
Downloads 289 (130,077)

Abstract:

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COVID-19; Margin requirements; Stock market liquidity; Liquidity spiral

4.

The Conduits of Price Discovery: A Machine Learning Approach

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 48 Posted: 14 Oct 2020 Last Revised: 04 Mar 2021
University of Sydney Business School, University of Sydney Business School and Wilfrid Laurier University - Lazaridis School of Business and Economics
Downloads 123 (278,858)

Abstract:

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price discovery, order submission strategies, machine learning

5.

Order Splitting and Interacting with a Counterparty

Number of pages: 64 Posted: 30 Jan 2020 Last Revised: 22 Sep 2020
Pontifical Catholic University of Chile, University of Sydney Business School and University of Sydney Business School
Downloads 94 (334,919)
Citation 2

Abstract:

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Order splitting, Signalling, Liquidity