Associate Professor Elvira   Sojli
Associate Professor

Associate Professor Elvira Sojli

  • PhD in Finance: Essays in Exchange Rate Microstructure (Warwick Business School, University of Warwick) 
  • MSc in Economics and Finance (Warwick Business School, University of Warwick) 
  • BSc in Accounting and Finance (London School of Economics and Finance)
Business School
Sch of Bank & Fin

I am an Associate Professor of Finance and Scientia Fellow Alumni in the School of Banking and Finance, the University of New South Wales. My work focuses on empirical industrial organisation at the firm and market level. I am particularly interested in understanding the role of and determinants of women participation in innovation and in the international aspect of differences across countries and disciplines. Additional current and past work covers international finance and empirical methods.

I was an Assistant and Associate Professor at the Rotterdam School of Management, Erasmus University from 2008-2016. I was a Marie Curie research fellow for the period 2009-2011 and a research fellow at the Duisenberg School of Finance from 2010-2014. My work has been published in top finance and economics journals and has been presented at the AEA, AFA, WFA, EFA, FIRS among many other conferences. I have visited for extended periods Haas School of Business (UC Berkeley), Jones Graduate School of Business (Rice University), and the National University of Singapore.

I have a PhD from Warwick Business School, University of Warwick.

 

Personal website

Location
UNSW Business School - Ref E12 Level 3, Office 336

Publications

  • Books | 2011
    Associate Professor Elvira Sojli
    Sojli E; Tham WW, 2011, The impact of foreign government investments: Sovereign wealth fund investments in the United States, http://dx.doi.org/10.1108/S1569-3767(2011)0000012011
  • Journal articles | 2021
    Associate Professor Elvira Sojli
    Sojli E; Tham WW; Schraeder S; Subrahmanyam A, 2021, 'Equity Trading Activity and Treasury Bond Risk Premia', Journal of Financial and Quantitative Analysis
    Journal articles | 2021
    Associate Professor Elvira Sojli
    Sojli E; Tham WW; Bryant R; McAleer M, 2021, 'COVID-19 restrictions and age-specific mental health-U.S. probability-based panel evidence.', Transl Psychiatry, vol. 11, pp. 418, http://dx.doi.org/10.1038/s41398-021-01537-x
    Journal articles | 2021
    Associate Professor Elvira Sojli
    Sojli E, 2021, 'Forging remote relationships', Science, vol. 372, pp. 24, http://dx.doi.org/10.1126/science.abi4726
    Journal articles | 2021
    Associate Professor Elvira Sojli
    Protzko J; Tanner IZ; Dedyo MD; Fu JJ; Perma B; Friedman DA; Blidner AG; Johnston JT; Srivastava AK; Ruscher R; Kupz A; Tarselli MA; Beardsley F; Jensen MM; Konstantinides N; Agarwal D; Yuen J; Gopinath SD; Duong MT; Strong M; Soták M; Burnette K; Kirshner SN; Nikolaou A; Ali BA; de Oliveira BA; Sojli E, 2021, 'Defining events: 2020 in hindsight', Science, vol. 371, pp. 22 - 24, http://dx.doi.org/10.1126/science.abg0904
    Journal articles | 2021
    Associate Professor Elvira Sojli
    Koh P-S; Reeb D; Sojli E; Tham WW; Wang W, 2021, 'Deleting unreported innovation', Journal of Financial and Quantitative Analysis, vol. Forthcoming
    Journal articles | 2020
    Associate Professor Elvira Sojli
    Sojli E; Tham WW; Ioanid R, 2020, 'Quoting activity and the cost of capital', Journal of Financial and Quantitative Analysis, vol. forthcoming, http://dx.doi.org/10.1017/S002210902000071X
    Journal articles | 2018
    Associate Professor Elvira Sojli
    Tham WW; sojli E; Skjeltorp J, 2018, 'Cross-Sided Liquidity Externalities', Management Science, vol. 64, pp. 2473 - 2972, http://dx.doi.org/10.1287/mnsc.2016.2658
    Journal articles | 2017
    Associate Professor Elvira Sojli
    Sojli E; Tham WW, 2017, 'Foreign political connections', Journal of International Business Studies, vol. 48, pp. 244 - 266, http://dx.doi.org/10.1057/s41267-016-0059-3
    Journal articles | 2016
    Associate Professor Elvira Sojli
    Skjeltorp JA; Sojli E; Tham WW, 2016, 'Flashes of Trading Intent at NASDAQ', Journal of Financial and Quantitative Analysis, vol. 51, pp. 165 - 196, http://dx.doi.org/10.1017/S0022109016000028
    Journal articles | 2015
    Associate Professor Elvira Sojli
    Sojli E; Tham WW, 2015, 'Divided governments and futures prices', Journal of Econometrics, vol. 187, pp. 622 - 633, http://dx.doi.org/10.1016/j.jeconom.2015.02.043
    Journal articles | 2013
    Associate Professor Elvira Sojli
    Karstanje D; Sojli E; Tham WW; van der Wel M, 2013, 'Economic valuation of liquidity timing', Journal of Banking and Finance, vol. 37, pp. 5073 - 5087, http://dx.doi.org/10.1016/j.jbankfin.2013.09.010
    Journal articles | 2010
    Associate Professor Elvira Sojli
    King M; Sarno L; Sojli E, 2010, 'Timing exchange rates using order flow: The case of the Loonie', Journal of Banking and Finance, vol. 34, pp. 2917 - 2928, http://dx.doi.org/10.1016/j.jbankfin.2010.02.016
    Journal articles | 2010
    Associate Professor Elvira Sojli
    Rime D; Sarno L; Sojli E, 2010, 'Exchange rate forecasting, order flow and macroeconomic information', Journal of International Economics, vol. 80, pp. 72 - 88, http://dx.doi.org/10.1016/j.jinteco.2009.03.005
    Journal articles | 2009
    Associate Professor Elvira Sojli
    Sarno L; Sojli E, 2009, 'The feeble link between exchange rates and fundamentals: Can we blame the discount factor?', Journal of Money, Credit and Banking, vol. 41, pp. 437 - 442, http://dx.doi.org/10.1111/j.1538-4616.2009.00212.x

Awards

2018: FIRN CFA Prize

           NFA Best Paper in Firm Growth and Innovation

           BFCM Best Paper Award

           Outstanding reviewer - Journal of International Money and Finance           

2016: Outstanding reviewer - Journal of Banking and Finance

2014: Crowell Second Prize by PanAgora Asset Management

2019, 14, 13: Finalist FMA Best Paper Award in Market microstructure

Grants

2019: Women and Science research grant, Dauphine Foundation

2017-2020: Scientia fellowship

2009-2011: Marie Curie fellowship 

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