Author Page for Thu Phuong Pham

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

Curtin University, University of New South Wales (UNSW Sydney and University of Sydney Business School

Downloads 115 (326,849)

Citation 3

Abstract:

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 Curtin University

Downloads 103 (352,310)

Abstract:

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, Curtin University and Deakin University - School of Accounting, Economics and Finance

Abstract:

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

Curtin University

Abstract:

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

Curtin University and University of Sydney Business School

Thu Phuong Pham

Curtin University

IPAG Business School

Affiliated Researcher

Financial Research Network (FIRN)

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Scholarly Papers (5)

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

Abstract:

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

Abstract:

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

Abstract:

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

Abstract:

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

Abstract: