Sean Foley

Macquarie University

North Ryde

Sydney, 2109

Australia

  • Macquarie University

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 45,638

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Top 45,638

in Total Papers Downloads

2,295

TOTAL CITATIONS

3

Scholarly Papers (15)

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1.

A Better Market Design? Applying ‘Automated Market Makers’ to Traditional Financial Markets

Number of pages: 67 Posted: 26 May 2023 Last Revised: 09 Jan 2024
Sean Foley, Peter O'Neill and Tālis J. Putniņš
Macquarie University, UNSW Australia Business School, School of Banking and Finance and University of Technology Sydney (UTS)
Downloads 589 (97,265)
Citation 1

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Market Design, Liquidity, Automated Market Makers, Cryptocurrency, Uniswap

2.

Digital Assets and Markets: A Transaction-Cost analysis of market architectures

SWIFT Institute Working Paper No. 2021-001
Number of pages: 48 Posted: 14 Dec 2022 Last Revised: 16 Dec 2022
Angelo Aspris, Anne Haubo Dyhrberg, Tālis J. Putniņš and Sean Foley
University of Sydney - Discipline of Finance, Wilfrid Laurier University - Lazaridis School of Business and Economics, University of Technology Sydney (UTS) and Macquarie University
Downloads 399 (155,479)

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tokenized assets, digital assets, market architectures, tokenzied economy

3.

Financial Uncertainty and the Cross-Section of Cryptocurrency Returns

Downloads 331 (191,680)

Financial Uncertainty and the Cross-Section of Cryptocurrency Returns

Number of pages: 53 Posted: 24 Jul 2023
Gonul Colak, Joshua Della Vedova, Sean Foley and Sinh Thoi Mai
University of Sussex, The University of San Diego - Knauss School of Business, Macquarie University and ISEG Lisbon School of Economics and Management,Universidade de Lisboa
Downloads 238 (266,831)

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Cross-section of cryptocurrency returns, Financial uncertainty, Taxonomy of cryptocurrencies

Financial Uncertainty and the Cross-Section of Cryptocurrency Returns

Number of pages: 64 Posted: 16 Mar 2024
Gonul Colak, Joshua Della Vedova, Sean Foley and Sinh Thoi Mai
University of Sussex, The University of San Diego - Knauss School of Business, Macquarie University and ISEG Lisbon School of Economics and Management,Universidade de Lisboa
Downloads 93 (593,179)

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Cross-Section of Cryptocurrency Returns, Financial Uncertainty, Taxonomy, Bitcoin

4.

Sharks in the Dark: Quantifying Hft Dark Pool Latency Arbitrage

Number of pages: 50 Posted: 08 Jul 2022
Sean Foley, Peter O'Neill, Matteo Aquilina and Thomas Ruf
Macquarie University, UNSW Australia Business School, School of Banking and Finance, Bank for International Settlements and University of New South Wales (UNSW)
Downloads 236 (270,519)
Citation 1

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high-frequency trading, dark pools, latency arbitrage, stale quotes, reference prices

5.

Can Retail Traders Harm Market Efficiency? Evidence from Closing Price Auctions during COVID-19

Number of pages: 26 Posted: 16 Aug 2022
Sean Foley, Petko S. Kalev, Kinsoon Lim and Vinay Patel
Macquarie University, University of National and World Economy (UNWE), Macquarie University and University of Technology Sydney (UTS)
Downloads 226 (282,158)
Citation 1

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COVID-19, closing, auction, price, dislocation, efficiency, high-frequency, retail, trading

6.

Identifying and Characterising Opening Auction Manipulation

Number of pages: 50 Posted: 14 Oct 2022
Huu Nhan Duong, Sean Foley, Petko S. Kalev and Kinsoon Lim
Monash University - Department of Banking and Finance, Macquarie University, University of National and World Economy (UNWE) and Macquarie University
Downloads 172 (362,918)

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Pre-opening phase, Futures expiry, Opening price, Market manipulation, Index, Market quality

7.

Not so Fast: Identifying and Remediating Slow and Imprecise Cryptocurrency Exchange Data

Number of pages: 15 Posted: 07 Jul 2022
Sean Foley, William Krekel, Vito Mollica and Jiri Svec
Macquarie University, Macquarie University, Macquarie Graduate School of Management and The University of Sydney - Discipline of Finance
Downloads 103 (544,685)

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cryptocurrency, Bitcoin, Ethereum, Market Microstructure, Trade Data, Kaiko, Market Order Aggregation, Trade Direction

8.

Renewables Rewarding the Rich? Understanding Inequality in Solar Uptake

Number of pages: 31 Posted: 04 Mar 2024
Rohan Best and Sean Foley
Macquarie University - Department of Economics and Macquarie University
Downloads 54 (786,608)

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household, income, inequality, solar, United States, wealth

9.

Assessing the Impact of Battery Storage on Australian Electricity Markets

Number of pages: 37 Posted: 02 Dec 2022
Arvind Rangarajan, Sean Foley and Stefan Trück
Macquarie University, Macquarie University and Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Downloads 40 (887,171)

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Electricity markets, Market Quality, Battery Storage

10.

Identifying Geographical Characteristics of Financial Tweeting an Explorative Study of Financial Tweeting in the USA and Australia

Number of pages: 16 Posted: 26 Aug 2023
M. Al Guindy and Sean Foley
Carleton University - Eric Sprott School of Business and Macquarie University
Downloads 38 (905,106)

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Social Media, Wisdom of the Crowd, textual analysis, big data

11.

Equity on the Blockchain: Empirical Insights from Strictly Ledger-Based Securities

Number of pages: 44 Posted: 07 Aug 2024
Sean Foley, Yann Thorens and Martin Angerer
Macquarie University, affiliation not provided to SSRN and University of Liechtenstein
Downloads 30 (983,449)

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Entrepreneurial finance, Corporate governance, FinTech, Blockchain, Distributed ledger technologies, Securities Token Offerings

12.

Splitting the Spoils: The Economics of Ransomware as a Service

Number of pages: 52 Posted: 24 Jan 2025
Anirudh Dhawan, Sean Foley and Vito Mollica
Indian Institute of Management Bangalore, Macquarie University and Macquarie Graduate School of Management
Downloads 29 (994,092)

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Ransomware, Ransomware as a Service, commodity ransomware, cybersecurity, Bitcoin

13.

Revisiting the crisis: An empirical analysis of the NEM suspension

Number of pages: 39 Posted: 25 Nov 2024
Arvind Rangarajan, Jiri Svec, Sean Foley and Stefan Trück
Macquarie University, The University of Sydney - Discipline of Finance, Macquarie University and Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Downloads 22 (1,074,978)

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Electricity Markets, Market quality, Energy Transition

14.

Identifying Geographical and Textual Characteristics Of Financial Tweeting: An Explorative Study Of Financial Tweeting in the Usa And Australia

Number of pages: 13 Posted: 29 Jul 2024
M. Al Guindy and Sean Foley
Carleton University - Eric Sprott School of Business and Macquarie University
Downloads 20 (1,100,101)

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social media, Wisdom of the Crowd, Textual Analysis, Big Data

15.

Identifying Geographical and Textual Characteristics of Financial Tweeting: An Explorative Study of Financial Tweeting in the USA and Australia

Number of pages: 26 Posted: 14 Mar 2025
M. Al Guindy and Sean Foley
Carleton University - Eric Sprott School of Business and Macquarie University
Downloads 6 (1,279,108)

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Social Media, Wisdom of the Crowd, Textual Analysis, Big Data