Associate Professor Wing Wah Tham
Associate Professor

Associate Professor Wing Wah Tham

  • PhD, University of Warwick
  • MSc, Imperial College, UK
  • BEng, Nanyang Technological University of Singapore
Business School
School of Banking and Finance

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.

Location
UNSW Business School - Ref E12 Level 3, Office 353
  • Journal articles | 2022
    Sojli E; Tham WW; Schraeder S; Subrahmanyam A, 2022, 'Equity Trading Activity and Treasury Bond Risk Premia', Journal of Financial and Quantitative Analysis, http://dx.doi.org/10.1017/S0022109022000497
    Journal articles | 2021
    Koh P-S; Reeb D; Sojli E; Tham WW; Wang W, 2021, 'Deleting unreported innovation', Journal of Financial and Quantitative Analysis, vol. Forthcoming, http://dx.doi.org/10.1017/S0022109021000764
    Journal articles | 2021
    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, http://dx.doi.org/10.1038/s41398-021-01537-x
    Journal articles | 2021
    Sojli E; Tham WW; Ioanid R, 2021, 'Quoting activity and the cost of capital', Journal of Financial and Quantitative Analysis, vol. 56, http://dx.doi.org/10.1017/S002210902000071X
    Journal articles | 2021
    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, vol. 16, pp. e0260726 - e0260726, http://dx.doi.org/10.1371/journal.pone.0260726
    Journal articles | 2018
    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
    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 | 2017
    Tham WW; Kozhan R; Foucault T, 2017, 'Toxic Arbitrage', The Review Of Financial Studies, vol. 30, pp. 1053 - 1094, http://dx.doi.org/10.1093/rfs/hhw103
    Journal articles | 2016
    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
    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 | 2012
    Kozhan R; Tham WW, 2012, 'Execution risk in high-frequency arbitrage', Management Science, vol. 58, pp. 2131 - 2149, http://dx.doi.org/10.1287/mnsc.1120.1541
  • Conference Papers | 2001
    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, http://dx.doi.org/10.1117/12.447370
    Preprints |
    Agarwal S; Sojli E; Tham WW, Commute Time and Labor Supply, http://dx.doi.org/10.2139/ssrn.3171271
    Preprints |
    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, Non-Standard Errors, http://dx.doi.org/10.2139/ssrn.3961574