EconPapers    
Economics at your fingertips  
 

Details about Elvira Sojli

E-mail:
Homepage:http://www.rsm.nl/people/elvira-sojli/
Workplace:Department of Finance, Rotterdam School of Management (RSM Erasmus University), Erasmus Universiteit Rotterdam (Erasmus University of Rotterdam), (more information at EDIRC)
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam (Erasmus University of Rotterdam), (more information at EDIRC)

Access statistics for papers by Elvira Sojli.

Last updated 2016-05-30. Update your information in the RePEc Author Service.

Short-id: pso411


Jump to Journal Articles

Working Papers

2013

  1. Economic Valuation of Liquidity Timing
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (4)
    See also Journal Article in Journal of Banking & Finance (2013)
  2. Identifying Cross-Sided Liquidity Externalities
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
    Also in Working Paper, Norges Bank (2012) Downloads View citations (5)

2012

  1. Aggregate Stock Market Illiquidity and Bond Risk Premia
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
  2. Sunshine Trading: Flashes of Trading Intent at the NASDAQ
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
    Also in Working Paper, Norges Bank (2011) Downloads View citations (4)

2009

  1. Exchange Rate Forecasting, Order Flow and Macroeconomic Information
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (23)
    Also in Working Paper, Norges Bank (2007) Downloads View citations (11)

    See also Journal Article in Journal of International Economics (2010)

2006

  1. Euroisation in Albania: From Spontaneous to Consensual
    wiiw Balkan Observatory Working Papers, The Vienna Institute for International Economic Studies, wiiw Downloads View citations (3)

Journal Articles

2016

  1. Flashes of Trading Intent at NASDAQ
    Journal of Financial and Quantitative Analysis, 2016, 51, (1), 165-196 Downloads View citations (1)

2015

  1. Divided governments and futures prices
    Journal of Econometrics, 2015, 187, (2), 622-633 Downloads View citations (5)
  2. Managing systemic risk in The Netherlands
    International Review of Economics & Finance, 2015, 40, (C), 231-245 Downloads View citations (7)

2013

  1. Economic valuation of liquidity timing
    Journal of Banking & Finance, 2013, 37, (12), 5073-5087 Downloads View citations (4)
    See also Working Paper (2013)

2010

  1. Exchange rate forecasting, order flow and macroeconomic information
    Journal of International Economics, 2010, 80, (1), 72-88 Downloads View citations (85)
    See also Working Paper (2009)
  2. Timing exchange rates using order flow: The case of the Loonie
    Journal of Banking & Finance, 2010, 34, (12), 2917-2928 Downloads View citations (33)

2009

  1. The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor?
    Journal of Money, Credit and Banking, 2009, 41, (2-3), 437-442 View citations (36)

2007

  1. Contagion in emerging markets: the Russian crisis
    Applied Financial Economics, 2007, 17, (3), 197-213 Downloads View citations (6)
 
Page updated 2020-04-04