13
Publications
604
Citations
12
H-Index
2012
Active since
Affiliations
Wing Wah Tham is an author at UNSW Sydney specializing in business, finance, and financial economics.
Top concepts
FinanceBusinessFinancial EconomicsMarket MicrostructureEconomicsManagementHigh-frequency TradingLiquidityAsset PricingMarket Design
Publications per year
2012–2024
13
13
Thierry Foucault, Roman Kozhan, Wing Wah Tham · Review of Financial Studies · 2016 · 176 citations · Full text
Albert J. Menkveld, Anna Dreber, Felix Holzmeister et al. · The Journal of Finance · 2024 · 79 citations · Full text
Execution Risk in High-Frequency Arbitrage
Roman Kozhan, Wing Wah Tham · Management Science · 2012 · 67 citations
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