Thu Phuong Pham

University of Adelaide

Senior Lecturer in Finance

10 Pulteney Street

Adelaide, South Australia 5005

Australia

IPAG Business School

Affiliated Researcher

184 BD Saint Germain

Paris, 75006

France

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

SCHOLARLY PAPERS

5

DOWNLOADS

194

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.

Intra-Day Revelation of Counterparty Identity in the World's Best-Lit Market

28th Australasian Finance and Banking Conference
Number of pages: 52 Posted: 14 Aug 2015 Last Revised: 14 Jun 2020
Thu Phuong Pham, Peter L. Swan and P. Joakim Westerholm
University of Adelaide, University of New South Wales (UNSW Sydney and University of Sydney Business School
Downloads 109 (290,089)
Citation 3

Abstract:

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transparency, anonymity, market efficiency, market quality

2.

The Curious Case of Changes in Trading Dynamics: When Firms Switch from NYSE to NASDAQ

Journal of Financial Markets, Forthcoming
Number of pages: 55 Posted: 01 Aug 2018
Viet Anh Dang, David Michayluk and Thu Phuong Pham
Alliance Manchester Business School, University of Technology Sydney (UTS) - School of Finance and Economics and University of Adelaide
Downloads 85 (341,111)

Abstract:

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Trading Costs, Volume, Exchange Listing, NYSE, NASDAQ

3.

Latency Reduction and Market Quality: The Case of the Australian Stock Exchange

International Review of Financial Analysis, Forthcoming
Posted: 23 Apr 2016
Hamish Murray, Thu Phuong Pham and Harminder Singh
Deakin University - Deakin Business School, University of Adelaide and Deakin University - School of Accounting, Economics and Finance

Abstract:

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Latency, spreads, ASXTrade, ITS, market liquidity

4.

Broker ID Transparency and Price Impact of Trades: Evidence from the Korean Exchange

International Journal of Managerial Finance, Vol. 11 Iss: 1, pp.117 - 131 (2015)
Posted: 25 Sep 2013 Last Revised: 18 Aug 2015
Thu Phuong Pham
University of Adelaide

Abstract:

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Transparency, Broker ID, Price impact, Liquidity

5.

An International Trend in Market Design: Endogenous Effects of Limit Order Book Transparency on Volatility, Spreads, Depth and Volume

Journal of International Financial Markets, Institutions and Money 27, 202-223.
Posted: 25 Sep 2013 Last Revised: 14 Jun 2020
Thu Phuong Pham and P. Joakim Westerholm
University of Adelaide and University of Sydney Business School

Abstract:

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Transparency, Broker ID, Market Quality, Limit Order Book