Wing Wah Tham

University of New South Wales (UNSW)

Kensington

High St

Sydney , NSW 2052

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

108

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

The Equity Volatility-Volume Ratio and Treasury Bond Returns

Number of pages: 70 Posted: 18 Oct 2019 Last Revised: 10 Feb 2020
University of New South Wales, UNSW Australia Business School, School of Banking and Finance, University of California, Los Angeles (UCLA) - Finance Area and University of New South Wales (UNSW)
Downloads 64 (362,796)

Abstract:

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Stock market volatility-to-volume ratio; Amihud ratio; Bond risk premia; Difference of opinion; Monetary policy uncertainty

2.

Commute Time and Labor Supply

Number of pages: 53 Posted: 07 May 2018 Last Revised: 16 Jun 2018
Sumit Agarwal, Elvira Sojli and Wing Wah Tham
National University of Singapore, UNSW Australia Business School, School of Banking and Finance and University of New South Wales (UNSW)
Downloads 29 (495,885)

Abstract:

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Commute time, labor supply, elasticity, task juggling, trains, buses, big data

3.

Market-wide Events and Time Fixed Effects

Number of pages: 56 Posted: 08 Oct 2018 Last Revised: 02 Apr 2020
Elvira Sojli, Wing Wah Tham and Wendun Wang
UNSW Australia Business School, School of Banking and Finance, University of New South Wales (UNSW) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 15 (579,137)

Abstract:

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Time-varying unobserved heterogeneity; clustering; common shocks; group fixed effects; fixed effects; heterogeneity bias