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Elvira Sojli

Personal Details

First Name:Elvira
Middle Name:
Last Name:Sojli
Suffix:
RePEc Short-ID:pso411
https://sites.google.com/site/esojli/
Twitter: @esojli

Affiliation

UNSW Business School
UNSW Sydney

Sydney, Australia
http://www.business.unsw.edu.au/
RePEc:edi:fcnswau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Sumit Agarwal & Elvira Sojli & Wing Wah Tham, 2018. "Commute Time and Labor Supply," GRU Working Paper Series GRU_2018_015, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  2. Ioanid Rosu & Elvira Sojli & Wing Wah Tham, 2017. "Quotes, Trades and the Cost of Capital," Working Papers hal-01941510, HAL.
  3. Dennis Karstanje & Elvira Sojli & Wing Wah Tham & Michel van der Wel, 2013. "Economic Valuation of Liquidity Timing," Tinbergen Institute Discussion Papers 13-156/IV/DSF64, Tinbergen Institute.
  4. Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2012. "Identifying cross-sided liquidity externalities," Working Paper 2012/20, Norges Bank.
  5. Kees E. Bouwman & Elvira Sojli & Wing Wah Tham, 2012. "Aggregate Stock Market Illiquidity and Bond Risk Premia," Tinbergen Institute Discussion Papers 12-140/IV/DSF46, Tinbergen Institute.
  6. Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2011. "Sunshine trading: Flashes of trading intent at the NASDAQ," Working Paper 2011/17, Norges Bank.
  7. Dagfinn Rime & Lucio Sarno & Elvira Sojli, 2007. "Exchange rate forecasting, order flow and macroeconomic information," Working Paper 2007/02, Norges Bank.
  8. Erjon Luci & Marta Muco & Elvira Sojli, 2006. "Euroisation in Albania: From Spontaneous to Consensual," wiiw Balkan Observatory Working Papers 71, The Vienna Institute for International Economic Studies, wiiw.

Articles

  1. Wing Wah Tham & Elvira Sojli & Johannes A. Skjeltorp, 2018. "Cross-Sided Liquidity Externalities," Management Science, INFORMS, vol. 64(6), pages 2901-2929, June.
  2. Elvira Sojli & Wing Wah Tham, 2017. "Foreign political connections," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 48(2), pages 244-266, February.
  3. Skjeltorp, Johannes A. & Sojli, Elvira & Tham, Wing Wah, 2016. "Flashes of Trading Intent at NASDAQ," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(1), pages 165-196, February.
  4. Sojli, Elvira & Tham, Wing Wah, 2015. "Divided governments and futures prices," Journal of Econometrics, Elsevier, vol. 187(2), pages 622-633.
  5. Liao, Shuyu & Sojli, Elvira & Tham, Wing Wah, 2015. "Managing systemic risk in The Netherlands," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 231-245.
  6. Karstanje, Dennis & Sojli, Elvira & Tham, Wing Wah & van der Wel, Michel, 2013. "Economic valuation of liquidity timing," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5073-5087.
  7. King, Michael & Sarno, Lucio & Sojli, Elvira, 2010. "Timing exchange rates using order flow: The case of the Loonie," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 2917-2928, December.
  8. Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira, 2010. "Exchange rate forecasting, order flow and macroeconomic information," Journal of International Economics, Elsevier, vol. 80(1), pages 72-88, January.
  9. Lucio Sarno & Elvira Sojli, 2009. "The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 437-442, March.
  10. Elvira Sojli, 2007. "Contagion in emerging markets: the Russian crisis," Applied Financial Economics, Taylor & Francis Journals, vol. 17(3), pages 197-213.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MST: Market Microstructure (5) 2007-05-04 2009-03-22 2012-01-03 2013-01-12 2018-08-27. Author is listed
  2. NEP-CBA: Central Banking (2) 2007-05-04 2009-03-22
  3. NEP-FOR: Forecasting (2) 2007-05-04 2009-03-22
  4. NEP-IFN: International Finance (2) 2007-05-04 2009-03-22
  5. NEP-NET: Network Economics (2) 2013-01-12 2015-04-25
  6. NEP-BIG: Big Data (1) 2019-07-08
  7. NEP-CFN: Corporate Finance (1) 2018-08-27
  8. NEP-FMK: Financial Markets (1) 2012-01-03
  9. NEP-MAC: Macroeconomics (1) 2009-03-22
  10. NEP-MON: Monetary Economics (1) 2009-03-22
  11. NEP-SEA: South East Asia (1) 2019-07-08
  12. NEP-URE: Urban & Real Estate Economics (1) 2019-07-08

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