Elvira Sojli

UNSW Business School, School of Banking and Finance

Senior Lecturer

Sydney, NSW 2052

Australia

http://sites.google.com/site/esojli/

SCHOLARLY PAPERS

12

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CITATIONS
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Top 12,603

in Total Papers Citations

31

Scholarly Papers (12)

1.

Flashes of Trading Intent at the NASDAQ

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Norges Bank Working Paper 17, AFA 2012 Chicago Meetings Paper
Number of pages: 57 Posted: 22 Mar 2011 Last Revised: 19 Jul 2016
Central Bank of Norway, UNSW Business School, School of Banking and Finance and University of New South Wales (UNSW)
Downloads 490 (55,685)
Citation 3

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Actionable Indication of Interest (IOI); Flash orders; High-frequency Trading; Market quality; Market transparency; Sunshine trading.

2.

The Impact of Foreign Government Investments on Corporate Performance: Evidence from the U.S.

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 53 Posted: 26 Jan 2010 Last Revised: 01 Aug 2011
Elvira Sojli and Wing Wah Tham
UNSW Business School, School of Banking and Finance and University of New South Wales (UNSW)
Downloads 398 (71,772)
Citation 1

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Foreign Government Investments; Foreign Political Connections; Government-related Contracts; Internationalization; Large Shareholders

3.

Economic Valuation of Liquidity Timing

Journal of Banking and Finance, 37, p5073-5087
Number of pages: 46 Posted: 28 Feb 2013 Last Revised: 05 Aug 2014
Erasmus University Rotterdam, UNSW Business School, School of Banking and Finance, University of New South Wales (UNSW) and Erasmus University Rotterdam
Downloads 299 (99,234)

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liquidity, forecasting, expected returns, economic valuation

4.

Stock Market Illiquidity, Funding Liquidity, and Bond Risk Premia

Asian Finance Association (AsFA) 2013 Conference, 26th Australasian Finance and Banking Conference 2013
Number of pages: 57 Posted: 20 Mar 2012 Last Revised: 05 Dec 2013
Kees E. Bouwman, Elvira Sojli and Wing Wah Tham
Cardano Risk Management, UNSW Business School, School of Banking and Finance and University of New South Wales (UNSW)
Downloads 215 (139,191)

Abstract:

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Market liquidity, Bond risk premia, Flight-to-quality

5.

Timing Exchange Rates Using Order Flow: The Case of the Loonie

Journal of Banking and Finance, Forthcoming
Number of pages: 36 Posted: 10 Mar 2010
Michael R. King, Lucio Sarno and Elvira Sojli
Ivey Business School, City University London - Sir John Cass Business School and UNSW Business School, School of Banking and Finance
Downloads 148 (194,087)
Citation 2

Abstract:

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Order flow, Canadian dollar, Future commodity

6.

Divided Governments and Futures Prices

Journal of Econometrics, Forthcoming
Number of pages: 29 Posted: 12 May 2013 Last Revised: 05 Sep 2016
Elvira Sojli and Wing Wah Tham
UNSW Business School, School of Banking and Finance and University of New South Wales (UNSW)
Downloads 126 (220,602)

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Divided government, elections, expected returns, policy uncertainty, prediction markets

7.

Quoting Activity and the Cost of Capital

HEC Paris Research Paper No. FIN-2017-1232, 31st Australasian Finance and Banking Conference 2018
Number of pages: 53 Posted: 24 Jul 2017 Last Revised: 21 Dec 2018
Ioanid Rosu, Elvira Sojli and Wing Wah Tham
HEC Paris - Finance Department, UNSW Business School, School of Banking and Finance and University of New South Wales (UNSW)
Downloads 106 (250,126)

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Quote-to-trade ratio, market making, liquidity, price discovery, monitoring, information acquisition, neglected stocks, inventory, high frequency trading

8.

Central Bank Issued Digital Cash

Number of pages: 36 Posted: 01 Aug 2018
Andreas Furche and Elvira Sojli
Capital Markets CRC Limited (CMCRC) and UNSW Business School, School of Banking and Finance
Downloads 76 (308,713)

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cash, cryptocurrencies, digital cash, blockchain, distributed ledger, digital certificates, financial technology

9.

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 Business School, School of Banking and Finance and University of New South Wales (UNSW)
Downloads 20 (511,641)

Abstract:

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

10.

Exchange Rate Forecasting, Order Flow and Macroeconomic Information

CEPR Discussion Paper No. DP7225
Number of pages: 51 Posted: 07 Apr 2009
Dagfinn Rime, Lucio Sarno and Elvira Sojli
BI Norwegian Business School, City University London - Sir John Cass Business School and UNSW Business School, School of Banking and Finance
Downloads 5 (601,021)
Citation 25
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exchange rates, forecasting, macroeconomic news, microstructure, order flow

11.

Foreign Political Connections

Journal of International Business Studies, Vol. 48, Issue 2, 2017
Number of pages: 23 Posted: 24 Apr 2018
Elvira Sojli and Wing Tham
UNSW Business School, School of Banking and Finance and affiliation not provided to SSRN
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foreign political connection, shareholder value, government contracts, strategic political management, liability of foreignness

12.

Cross-Sided Liquidity Externalities

Management Science (Forthcoming)
Posted: 21 Mar 2012 Last Revised: 07 Feb 2018
Central Bank of Norway, UNSW Business School, School of Banking and Finance and University of New South Wales (UNSW)

Abstract:

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Liquidity cycle, Liquidity externality, Two-sided markets, Make/take fees