By Dr Amy Kwan

Journal articles

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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