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P. Joakim Westerholm

Personal Details

First Name:P. Joakim
Middle Name:
Last Name:Westerholm
Suffix:
RePEc Short-ID:pwe381
http://sydney.edu.au/business/staff/joakimw
Twitter: @joakimw

Affiliation

Business School
University of Sydney

Sydney, Australia
http://sydney.edu.au/business/

: +61 2 9351 8083


RePEc:edi:sbsydau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Pham, Thu Phuong & Westerholm, P. Joakim, 2013. "An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume," Working Papers 17210, University of Tasmania, Tasmanian School of Business and Economics, revised 16 Oct 2013.
  2. Pham, Thu Phuong & Westerholm, P. Joakim, 2013. "A survey of research into broker identity and limit order book," Working Papers 17212, University of Tasmania, Tasmanian School of Business and Economics, revised 16 Oct 2013.

Articles

  1. Bradrania, Reza & Westerholm, P. Joakim & Yeoh, James, 2016. "Do CEOs who trade shares adopt more aggressive corporate investment strategies?," Pacific-Basin Finance Journal, Elsevier, pages 349-366.
  2. Henry Leung & Annica Rose & P. Joakim Westerholm, 2014. "Systematic Trading Behavior and the Cross-Section of Stock Returns on the OMXH," Review of Finance, European Finance Association, vol. 18(6), pages 2325-2374.
  3. Michael Goldstein & Tina Viljoen & P. Joakim Westerholm & Hui Zheng, 2014. "Algorithmic Trading, Liquidity, and Price Discovery: An Intraday Analysis of the SPI 200 Futures," The Financial Review, Eastern Finance Association, vol. 49(2), pages 245-270, May.
  4. Henk Berkman & Paul D. Koch & P. Joakim Westerholm, 2014. "Informed Trading through the Accounts of Children," Journal of Finance, American Finance Association, vol. 69(1), pages 363-404, February.
  5. Phuong Pham, Thu & Joakim Westerholm, P., 2013. "An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 202-223.
  6. Ben Sita, Bernard & Westerholm, P. Joakim, 2011. "The role of trading intensity estimating the implicit bid–ask spread and determining transitory effects," International Review of Financial Analysis, Elsevier, vol. 20(5), pages 306-310.
  7. Tom Berglund & P. Joakim Westerholm, 2010. "Foreign Investors' Reaction to Lower Profitability – The Role of Information Asymmetry," International Review of Finance, International Review of Finance Ltd., vol. 10(4), pages 455-483, December.
  8. P. Joakim Westerholm, 2009. "Do uninformed crossed and internalized trades tap into unexpressed liquidity? The case of Nokia," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 49(2), pages 407-424.
  9. Carole Comerton-Forde & Michael A. O'Brien & P. Joakim Westerholm, 2007. "An Empirical Analysis of Strategic Behaviour Models," Australian Journal of Management, Australian School of Business, vol. 32(2), pages 181-203, December.
  10. P. Joakim Westerholm, 2006. "Industry Clustering in Nordic Initial Public Offering Markets," International Review of Finance, International Review of Finance Ltd., vol. 6(1-2), pages 25-41.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Michael Goldstein & Tina Viljoen & P. Joakim Westerholm & Hui Zheng, 2014. "Algorithmic Trading, Liquidity, and Price Discovery: An Intraday Analysis of the SPI 200 Futures," The Financial Review, Eastern Finance Association, vol. 49(2), pages 245-270, May.

    Cited by:

    1. Andrew Phiri, 2017. "Threshold convergence between the federal fund rate and South African equity returns around the colocation period," Business and Economic Horizons (BEH), Prague Development Center, vol. 13(1), pages 1-9, March.
    2. Manahov, Viktor, 2016. "A note on the relationship between high-frequency trading and latency arbitrage," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 281-296.
    3. Murray, Hamish & Pham, Thu Phuong & Singh, Harminder, 2016. "Latency reduction and market quality: The case of the Australian Stock Exchange," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 257-265.

  2. Henk Berkman & Paul D. Koch & P. Joakim Westerholm, 2014. "Informed Trading through the Accounts of Children," Journal of Finance, American Finance Association, vol. 69(1), pages 363-404, February.

    Cited by:

    1. Dan Richards & Heng Yuan & Marcelo Bianconi, 2015. "Equity Prices and Cartel Activity," Discussion Papers Series, Department of Economics, Tufts University 0813, Department of Economics, Tufts University.
    2. Rawley Z. Heimer & Alp Simsek, 2017. "Should Retail Investors' Leverage Be Limited?," NBER Working Papers 24176, National Bureau of Economic Research, Inc.
    3. James J. Choi & Li Jin & Hongjun Yan, 2013. "Informed Trading and Expected Returns," NBER Working Papers 18680, National Bureau of Economic Research, Inc.
    4. Lim, Kian-Ping & Thian, Tze-Chung & Hooy, Chee-Wooi, 2015. "Corporate Shareholdings and the Liquidity of Malaysian Stocks: Investor Heterogeneity, Trading Account Types and the Underlying Channels," MPRA Paper 67602, University Library of Munich, Germany.
    5. Brigida, Matt & Pratt, William R., 2017. "Fake news," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 564-573.
    6. Kestutis Baltakys & Juho Kanniainen & Frank Emmert-Streib, 2017. "Multilayer Aggregation of Investor Trading Networks," Papers 1708.09850, arXiv.org, revised Nov 2017.

  3. Ben Sita, Bernard & Westerholm, P. Joakim, 2011. "The role of trading intensity estimating the implicit bid–ask spread and determining transitory effects," International Review of Financial Analysis, Elsevier, vol. 20(5), pages 306-310.

    Cited by:

    1. Bowe, Michael & Hyde, Stuart & McFarlane, Lavern, 2013. "Duration, trading volume and the price impact of trades in an emerging futures market," Emerging Markets Review, Elsevier, vol. 17(C), pages 89-105.
    2. Gloria Gonzalez-Rivera & Wei Lin, 2017. "Extreme Returns and Intensity of Trading," Working Papers 201801, University of California at Riverside, Department of Economics.
    3. Gloria Gonzalez-Rivera & Wei Lin, 2016. "Extreme Returns and Intensity of Trading," Working Papers 201607, University of California at Riverside, Department of Economics.

  4. P. Joakim Westerholm, 2009. "Do uninformed crossed and internalized trades tap into unexpressed liquidity? The case of Nokia," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 49(2), pages 407-424.

    Cited by:

    1. Rose, Annica, 2014. "The informational effect and market quality impact of upstairs trading and fleeting orders on the Australian Securities Exchange," Journal of Empirical Finance, Elsevier, pages 171-184.

  5. Carole Comerton-Forde & Michael A. O'Brien & P. Joakim Westerholm, 2007. "An Empirical Analysis of Strategic Behaviour Models," Australian Journal of Management, Australian School of Business, vol. 32(2), pages 181-203, December.

    Cited by:

    1. Yushu Zhu & Jennifer Gippel & Kathy Walsh, 2017. "Informed trading on debt covenant violations: the long and short of it," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(1), pages 289-315, March.
    2. Kalev, Petko S. & Pham, Linh T., 2009. "Intraweek and intraday trade patterns and dynamics," Pacific-Basin Finance Journal, Elsevier, pages 547-564.

  6. P. Joakim Westerholm, 2006. "Industry Clustering in Nordic Initial Public Offering Markets," International Review of Finance, International Review of Finance Ltd., vol. 6(1-2), pages 25-41.

    Cited by:

    1. Abrahamson, Martin & De Ridder, Adri, 2015. "Allocation of shares to foreign and domestic investors: Firm and ownership characteristics in Swedish IPOs," Research in International Business and Finance, Elsevier, pages 52-65.
    2. Hahl, Teemu & Vähämaa, Sami & Äijö, Janne, 2014. "Value versus growth in IPOs: New evidence from Finland," Research in International Business and Finance, Elsevier, pages 17-31.
    3. Zattoni, Alessandro & Witt, Michael A. & Judge, William Q. & Talaulicar, Till & Chen, Jean Jinghan & Lewellyn, Krista & Hu, Helen Wei & Gabrielsson, Jonas & Rivas, Jose Luis & Puffer, Sheila & Shukla,, 2017. "Does board independence influence financial performance in IPO firms? The moderating role of the national business system," Journal of World Business, Elsevier, vol. 52(5), pages 628-639.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 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 (2) 2013-11-29 2013-11-29

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