Wing Wah Tham

Associate Professor

Wing Wah Tham's personal webpage

Wing Wah Tham is an Associate Professor of Finance in the School of Banking and Finance of University of New South Wales. Previously, he was an Associate Professor of Financial Econometrics at Econometric Institute, Erasmus School of Economics. Professor Tham's research focuses on econometrics, market microstructure, asset pricing and innovation. Professor Tham's research has been published in top tier journals, including Review of Financial Studies, Management Science, Journal of Econometrics, Journal of International Business Studies, Journal of Financial and Quantitative Analysis.  His works are also presented at various prestigious finance and economic conferences such as American Finance Association Meeting, European Finance Association Meeting, Econometric Society World Congress.  He has won the PanAngora Crowell second prize, Midwest Finance Association best paper award and the Literati Network Awards for Excellence for his work. He is currently a Marie Curie and Tinbergen Institute Fellow.  He was a visiting scholar to at the Haas Business School, UC Berkeley and National University of Singapore.


Journal articles
Koh P-S; Reeb D; Sojli E; Tham WW; Wang W, 2021, 'Deleting unreported innovation', Journal of Financial and Quantitative Analysis, vol. Forthcoming
Sojli E; Tham WW; Schraeder S; Subrahmanyam A, 2021, 'Equity Trading Activity and Treasury Bond Risk Premia', Journal of Financial and Quantitative Analysis
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, vol. 11,
Sojli E; Tham WW; Ioanid R, 2020, 'Quoting activity and the cost of capital', Journal of Financial and Quantitative Analysis, vol. forthcoming,
Tham WW; sojli E; Skjeltorp J, 2018, 'Cross-Sided Liquidity Externalities', Management Science, vol. 64, pp. 2473 - 2972,
Tham WW; Kozhan R; Foucault T, 2017, 'Toxic Arbitrage', The Review Of Financial Studies, vol. 30, pp. 1053 - 1094,
Sojli E; Tham WW, 2017, 'Foreign political connections', Journal of International Business Studies, vol. 48, pp. 244 - 266,
Skjeltorp JA; Sojli E; Tham WW, 2016, 'Flashes of Trading Intent at NASDAQ', Journal of Financial and Quantitative Analysis, vol. 51, pp. 165 - 196,
Sojli E; Tham WW, 2015, 'Divided governments and futures prices', Journal of Econometrics, vol. 187, pp. 622 - 633,
Kozhan R; Tham WW, 2012, 'Execution risk in high-frequency arbitrage', Management Science, vol. 58, pp. 2131 - 2149,
Conference Papers
Zhong ZW; Tham WW, 2001, 'Study of surface profile measurement using a CD optical pickup head', in Asundi AK; Osten W; Varadan VK (eds.), Proceedings of SPIE - The International Society for Optical Engineering, SPIE-INT SOC OPTICAL ENGINEERING, SINGAPORE, SINGAPORE, pp. 48 - 53, presented at Advanced Photonic Sensors and Applications II Conference, SINGAPORE, SINGAPORE, 27 November 2001 - 30 November 2001,