By Dr Amy Kwan

Journal articles

Menkveld AJ; Dreber A; Holzmeister F; Huber J; Johannesson M; Kirchler M; Neusüß S; Razen M; Weitzel U; Abad-Díaz D; Abudy M; Adrian T; Ait-Sahalia Y; Akmansoy O; Alcock JT; Alexeev V; Aloosh A; Amato L; Amaya D; Angel JJ; Avetikian AT; Bach A; Baidoo E; Bakalli G; Bao L; Barbon A; Bashchenko O; Bindra PC; Bjønnes GH; Black JR; Black BS; Bogoev D; Correa SB; Bondarenko O; Bos CS; Bosch-Rosa C; Bouri E; Brownlees C; Calamia A; Cao VN; Capelle-Blancard G; Romero LMC; Caporin M; Carrion A; Caskurlu T; Chakrabarty B; Chen J; Chernov M; Cheung W; Chincarini LB; Chordia T; Chow SC; Clapham B; Colliard JE; Comerton-Forde C; Curran E; Dao T; Dare W; Davies RJ; Blasis RD; Nard GFD; Declerck F; Deev O; Degryse H; Deku SY; Desagre C; Dijk MAV; Dim C; Dimpfl T; Dong YJ; Drummond PA; Dudda T; Duevski T; Dumitrescu A; Dyakov T; Dyhrberg AH; Dzieliński M; Eksi A; Kalak IE; Ellen ST; Eugster N; Evans MDD; Farrell M; Felez-Vinas E; Ferrara G; Ferrouhi EM; Flori A; Fluharty-Jaidee JT; Foley SDV; Fong KYL; Foucault T; Franus T; Franzoni F; Frijns B; Frömmel M; Fu SM; Füllbrunn SC; Gan B; Gao G; Gehrig TP, 2024, 'Nonstandard Errors', Journal of Finance, 79, pp. 2339 - 2390, http://dx.doi.org/10.1111/jofi.13337

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

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

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

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

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

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

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

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

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