Dr Amy Kwan
Senior Lecturer

Dr Amy Kwan

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) affects 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 | 2021
    Foley S; Kwan A; Philip R; Ødegaard BA, 2021, 'Contagious margin calls: How COVID-19 threatened global stock market liquidity', Journal of Financial Markets, 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, vol. 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, vol. 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, vol. 39, pp. 28 - 43, http://dx.doi.org/10.1016/j.pacfin.2016.05.005
    Journal articles | 2015
    Kwan A; Masulis R; McInish TH, 2015, 'Trading rules, competition for order flow and market fragmentation', JOURNAL OF FINANCIAL ECONOMICS, vol. 115, pp. 330 - 348, http://dx.doi.org/10.1016/j.jfineco.2014.09.010
    Journal articles | 2015
    Masulis RW; Kwan A; McInish T, 2015, 'Trading rules, competition for order flow and market fragmentation', Journal of Financial Economics, vol. 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