By Associate Professor Wing Wah Tham

Journal articles

Yin H; Aryani A; Lambert G; Wu Z; Nambiar N; White M; Salvador-Carulla L; Sadiq S; Sojli E; Boddy J; Murray G; Tham WW, 2025, 'Leveraging Artificial intelligence technology for mapping publications to Sustainable Development Goals', Array, 27, http://dx.doi.org/10.1016/j.array.2025.100419

Leng X; Sojli E; Tham WW; Wang W, 2025, 'Time-varying Group Unobserved Heterogeneity in Finance', Journal of Business & Economic Statistics, pp. 1 - 27, http://dx.doi.org/10.1080/07350015.2025.2546452

Menkveld AJ; Dreber A; Holzmeister F; Huber J; Johannesson M; Kirchler M; Neusüß S; Razen M; Weitzel U; Abad-Díaz D; Abudy M; Adrian T; Ait-Sahalia Y; Akmansoy O; Alcock JT; Alexeev V; Aloosh A; Amato L; Amaya D; Angel JJ; Avetikian AT; Bach A; Baidoo E; Bakalli G; Bao L; Barbon A; Bashchenko O; Bindra PC; Bjønnes GH; Black JR; Black BS; Bogoev D; Correa SB; Bondarenko O; Bos CS; Bosch-Rosa C; Bouri E; Brownlees C; Calamia A; Cao VN; Capelle-Blancard G; Romero LMC; Caporin M; Carrion A; Caskurlu T; Chakrabarty B; Chen J; Chernov M; Cheung W; Chincarini LB; Chordia T; Chow SC; Clapham B; Colliard JE; Comerton-Forde C; Curran E; Dao T; Dare W; Davies RJ; Blasis RD; Nard GFD; Declerck F; Deev O; Degryse H; Deku SY; Desagre C; Dijk MAV; Dim C; Dimpfl T; Dong YJ; Drummond PA; Dudda T; Duevski T; Dumitrescu A; Dyakov T; Dyhrberg AH; Dzieliński M; Eksi A; Kalak IE; Ellen ST; Eugster N; Evans MDD; Farrell M; Felez-Vinas E; Ferrara G; Ferrouhi EM; Flori A; Fluharty-Jaidee JT; Foley SDV; Fong KYL; Foucault T; Franus T; Franzoni F; Frijns B; Frömmel M; Fu SM; Füllbrunn SC; Gan B; Gao G; Gehrig TP, 2024, 'Nonstandard Errors', Journal of Finance, 79, pp. 2339 - 2390, http://dx.doi.org/10.1111/jofi.13337

Fišar M; Greiner B; Huber C; Katok E; Ozkes AI; Sojli E; Tham WW, 2023, 'Reproducibility in Management Science', Management Science, http://dx.doi.org/10.1287/mnsc.2023.03556

Sojli E; Tham WW; Schraeder S; Subrahmanyam A, 2023, 'Equity Trading Activity and Treasury Bond Risk Premia', Journal of Financial and Quantitative Analysis, 58, pp. 677 - 677, http://dx.doi.org/10.1017/S0022109022000497

Koh P-S; Reeb D; Sojli E; Tham WW; Wang W, 2022, 'Deleting unreported innovation', Journal of Financial and Quantitative Analysis, 57, pp. 2324 - 2324, http://dx.doi.org/10.1017/S0022109021000764

Sojli E; Tham WW; Ioanid R, 2021, 'Quoting activity and the cost of capital', Journal of Financial and Quantitative Analysis, 56, http://dx.doi.org/10.1017/S002210902000071X

Tham WW; Sojli E; Bryant R; McAleer M, 2021, 'Common Mental Disorders and Economic Uncertainty: Evidence from the COVID-19 Pandemic in the U.S.', Plos One, 16, http://dx.doi.org/10.1371/journal.pone.0260726

Sojli E; Tham WW; Bryant R; McAleer M, 2021, 'COVID-19 restrictions and age-specific mental health—U.S. probability-based panel evidence', Translational Psychiatry, 11, http://dx.doi.org/10.1038/s41398-021-01537-x

Tham WW; sojli E; Skjeltorp J, 2018, 'Cross-Sided Liquidity Externalities', Management Science, pp. 2473 - 2972, http://dx.doi.org/10.1287/mnsc.2016.2658

Tham WW; Kozhan R; Foucault T, 2017, 'Toxic Arbitrage', The Review Of Financial Studies, http://dx.doi.org/10.1093/rfs/hhw103

Sojli E; Tham WW, 2017, 'Foreign political connections', Journal of International Business Studies, 48, pp. 244 - 266, http://dx.doi.org/10.1057/s41267-016-0059-3

Skjeltorp JA; Sojli E; Tham WW, 2016, 'Flashes of Trading Intent at NASDAQ', Journal of Financial and Quantitative Analysis, 51, pp. 165 - 196, http://dx.doi.org/10.1017/S0022109016000028

Sojli E; Tham WW, 2015, 'Divided governments and futures prices', Journal of Econometrics, 187, pp. 622 - 633, http://dx.doi.org/10.1016/j.jeconom.2015.02.043

Kozhan R; Tham WW, 2012, 'Execution risk in high-frequency arbitrage', Management Science, 58, pp. 2131 - 2149, http://dx.doi.org/10.1287/mnsc.1120.1541

Conference Papers

Zhong ZW; Tham WW, 2001, 'Study of surface profile measurement using a CD optical pickup head', in Proceedings of SPIE the International Society for Optical Engineering, pp. 48 - 53, http://dx.doi.org/10.1117/12.447370

Preprints

Yin H; Aryani A; Lambert G; White M; Salvador-Carulla L; Sadiq S; Sojli E; Boddy J; Murray G; Tham WW, 2023, Leveraging Artificial Intelligence Technology for Mapping Research to Sustainable Development Goals: A Case Study, http://dx.doi.org/10.48550/arxiv.2311.16162

Menkveld AJ; Dreber A; Holzmeister F; Huber J; Johanneson M; Kirchler M; Razen M; Weitzel U; Abad D; Abudy MM; Adrian T; Ait-Sahalia Y; Akmansoy O; Alcock J; Alexeev V; Aloosh A; Amato L; Amaya D; Angel JJ; Bach A; Baidoo E; Bakalli G; Barbon A; Bashchenko O; Bindra PC; Bjonnes GH; Black JR; Black BS; Bohorquez S; Bondarenko O; Bos CS; Bosch-Rosa C; Bouri E; Brownlees CT; Calamia A; Cao VN; Capelle-Blancard G; Capera L; Caporin M; Carrion A; Caskurlu T; Chakrabarty B; Chernov M; Cheung WMY; Chincarini LB; Chordia T; Chow SC; Clapham B; Colliard J-E; Comerton-Forde C; Curran E; Dao T; Dare W; Davies RJ; De Blasis R; De Nard G; Declerck F; Deev O; Degryse H; Deku S; Desagre C; Van Dijk MA; Dim C; Dimpfl T; Dong YJ; Drummond P; Dudda T; Dumitrescu A; Dyakov T; Dyhrberg AH; Dzieliński M; Eksi A; El Kalak I; ter Ellen S; Eugster N; Evans MDD; Farrell M; Félez-Viñas E; Ferrara G; FERROUHI EM; Flori A; Fluharty-Jaidee J; Foley S; Fong KYL; Foucault T; Franus T; Franzoni FA; Frijns B; Frömmel M; Fu S; Füllbrunn S; Gan B; Gehrig T; Gerritsen D; Gil-Bazo J; Glosten LR; Gomez T; Gorbenko A; Güçbilmez U; Grammig J; Gregoire V; Hagströmer B; Hambuckers J; Hapnes E; Harris JH; Harris L; Hartmann S; Hasse J-B; Hautsch N; He X-ZT; Heath D; Hediger S; Hendershott TJ; Hibbert AM; Hjalmarsson E; Hoelscher S; Hoffmann P; Holden CW; Horenstein AR; Huang W; Huang D; Hurlin C; Ivashchenko A; Iyer SR; Jahanshahloo H; Jalkh N; Jones CM; Jurkatis S; Jylha P; Kaeck A; Kaiser G; Karam A; Karmaziene E; Kassner B; Kaustia M; Kazak E; Kearney F; van Kervel V; Khan S; Khomyn M; Klein T; Klein O; Klos A; Koetter M; Krahnen JP; Kolokolov A; Korajczyk RA; Kozhan R; Kwan A; Lajaunie Q; Lam FYEC; Lambert M; Langlois H; Lausen J; Lauter T; Leippold M; Levin V; Li Y; Li MH; Liew CY; Lindner T; Linton OB; Liu J; Liu A; Llorente-Alvarez J-G; Lof M; Lohr A; Longstaff FA; Lopez-Lira A; Mankad S; Mano N; Marchal A; Martineau C; Mazzola F; Meloso DC; Mihet R; Mohan V; Moinas S; Moore D; Mu L; Muravyev D; Murphy D; Neszveda G; Neumeier C; Nielsson U; Nimalendran M; Nolte S; Nordén LL; O'Neill P; Obaid K; Ødegaard BA; Östberg P; Painter M; Palan S; Palit I; Park A; Pascual Gascó R; Pasquariello P; Pastor L; Patel V; Patton AJ; Pearson ND; Pelizzon L; Pelster M; Pérignon C; Pfiffer C; Philip R; Plíhal T; Prakash P; Press O-A; Prodromou T; Putnins TJ; Raizada G; Rakowski DA; Ranaldo A; Regis L; Reitz S; Renault T; Wang R; Renò R; Riddiough S; Rinne K; Rintamäki P; Riordan R; RITTMANNSBERGER T; Rodríguez Longarela I; Rösch D; Rognone L; Roseman B; Rosu I; Roy S; Rudolf N; Rush S; Rzayev K; Rzeźnik A; Sanford A; Sankaran H; Sarkar A; Sarno L; Scaillet O; Scharnowski S; Schenk-Hoppé KR; Schertler A; Schneider M; Schroeder F; Schürhoff N; Schuster P; Schwarz MA; Seasholes MS; Seeger N; Shachar O; Shkilko A; Shui J; Sikic M; Simion G; Smales LA; Söderlind P; Sojli E; Sokolov K; Spokeviciute L; Stefanova D; Subrahmanyam MG; Neusüss S; Szaszi B; Talavera O; Tang Y; Taylor N; Tham WW; Theissen E; Thimme J; Tonks I; Tran H; Trapin L; Trolle AB; Vaduva M; Valente G; Van Ness RA; Vasquez A; Verousis T; Verwijmeren P; Vilhelmsson A; Vilkov G; Vladimirov V; Vogel S; Voigt S; Wagner W; Walther T; Weiss P; van der Wel M; Werner IM; Westerholm PJ; Westheide C; Wipplinger E; Wolf M; Wolff CCP; Wolk L; Wong WK; Wrampelmeyer J; Wu Z-X; Xia S; Xiu D; Xu K; Xu C; Yadav PK; Yagüe J; Yan C; Yang A; Yoo W; Yu W; Yu S; Yueshen BZ; Yuferova D; Zamojski M; Zareei A; Zeisberger S; Zhang S; Zhang X; Zhong Z; Zhou ZI; Zhou C; Zhu X; Zoican M; Zwinkels RCJ; Chen J; Duevski T; Gao G; Gemayel R; Gilder D; Kuhle P; Pagnotta E; Pelli M; Sö nksen J; Zhang L; Ilczuk K; Bogoev D; Qian Y; Wika HC; Yu Y; Zhao L; Mi M; Bao L, 2023, Non-Standard Errors

Liu L; Sojli E; Tham WW, Advanced Manufacturing, Product Innovations, Productivity and Growth, http://dx.doi.org/10.2139/ssrn.4104903

Liu L; Sojli E; Tham WW, CEO Experience and Value Creation: Evidence from Green Lab Locations, http://dx.doi.org/10.2139/ssrn.4568809

Agarwal S; Sojli E; Tham WW, Commute Time and Labor Supply, http://dx.doi.org/10.2139/ssrn.3171271

Sojli E; Tham WW, Divided Governments and Asset Prices, http://dx.doi.org/10.2139/ssrn.2263853

Leng X; Sojli E; Tham WW; Wang W, Time-varying Group Unobserved Heterogeneity in Finance, http://dx.doi.org/10.2139/ssrn.4816969

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