Dr Amy Kwan

Dr Amy Kwan

Senior Lecturer
Business School
School of Banking and Finance

Amy Kwan is a Senior Lecturer in the School of Banking and Finance at the University of New South Wales. Her research is primarily in market microstructure and focuses on how changes in a market’s design (e.g., new trading venues, market participants, rules and regulations) affect trader behaviour. Amy’s research has been accepted for publication in leading journals including the Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Management Science and the Journal of Financial Markets. Previously, she was a Senior Lecturer in the Discipline of Finance at the University of Sydney. She has also held visiting research positions at Nasdaq OMX, the Australian Securities and Investments Commission and the University of Memphis.

Location
UNSW Business School - Ref E12 Level 3, Office 342
  • Journal articles | 2023
    Bouffler L; Kwan A; Liang L; Philip R, 2023, 'Do uninformed traders move prices? Evidence from the Bank of Japan's ETF purchasing program', Financial Review, 58, pp. 5 - 18, http://dx.doi.org/10.1111/fire.12323
    Journal articles | 2023
    Goldstein M; Kwan A; Philip R, 2023, 'High-Frequency Trading Strategies', Management Science, 69, pp. 4413 - 4434, http://dx.doi.org/10.1287/mnsc.2022.4539
    Journal articles | 2023
    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', The Journal of Finance, Forthcoming
    Journal articles | 2023
    van Kervel V; Kwan A; Westerholm PJ, 2023, 'Order splitting and interacting with a counterparty', Journal of Financial Markets, 66, http://dx.doi.org/10.1016/j.finmar.2023.100850
    Journal articles | 2022
    Foley S; Kwan A; Philip R; Ødegaard BA, 2022, 'Contagious margin calls: How COVID-19 threatened global stock market liquidity', Journal of Financial Markets, 59, http://dx.doi.org/10.1016/j.finmar.2021.100689
    Journal articles | 2018
    Foley S; Kwan A; Low SA; Svec J, 2018, 'The rise before the close: Underwriter trading around SEOs', Journal of Empirical Finance, 48, pp. 221 - 235, http://dx.doi.org/10.1016/j.jempfin.2018.07.002
    Journal articles | 2017
    Hatheway F; Kwan A; Zheng H, 2017, 'An empirical analysis of market segmentation on U.S. equity markets', Journal of Financial and Quantitative Analysis, 52, pp. 2399 - 2427, http://dx.doi.org/10.1017/S0022109017000849
    Journal articles | 2016
    Foley S; Kwan A; McInish TH; Philip R, 2016, 'Director discretion and insider trading profitability', Pacific Basin Finance Journal, 39, pp. 28 - 43, http://dx.doi.org/10.1016/j.pacfin.2016.05.005
    Journal articles | 2015
    Masulis RW; Kwan A; McInish T, 2015, 'Trading rules, competition for order flow and market fragmentation', Journal of Financial Economics, 115, pp. 330 - 348, http://dx.doi.org/10.1016/j.jfineco.2014.09.010
    Journal articles | 2015
    2015, 'Trading rules, competition for order flow and market fragmentation', JOURNAL OF FINANCIAL ECONOMICS, 115, pp. 330 - 348, http://dx.doi.org/10.1016/j.jfineco.2014.09.010
    Journal articles |
    Foley S; Kwan A; Philip R; Ødegaard BA, 'Contagious Margin Calls: How COVID-19 Threatened Global Stock Market Liquidity', SSRN Electronic Journal, http://dx.doi.org/10.2139/ssrn.3646431