Details about Elvira Sojli

Access statistics for papers by Elvira Sojli.

Last updated 2024-11-08. Update your information in the RePEc Author Service.

Short-id: pso411

Working Papers

2025

1. Foundational Processes and Growth
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta

2024

2. Nonstandard Errors
   Post-Print, HAL
   Also in Working Papers, Lund University, Department of Economics (2021)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2024)
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) View citations (6)
   See also Journal Article Nonstandard Errors, Journal of Finance, American Finance Association (2024) (2024)

2018

3. Commute Time and Labor Supply
   GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit
4. Quotes, Trades and the Cost of Capital
   HEC Research Papers Series, HEC Paris
   Also in Working Papers, HAL (2017)

2013

5. Economic Valuation of Liquidity Timing
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (11)
   See also Journal Article Economic valuation of liquidity timing, Journal of Banking & Finance, Elsevier (2013) View citations (10) (2013)
6. Identifying Cross-Sided Liquidity Externalities
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)
   Also in Working Paper, Norges Bank (2012) View citations (8)

2012

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

2009

9. Exchange Rate Forecasting, Order Flow and Macroeconomic Information
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (24)
   Also in Working Paper, Norges Bank (2007) View citations (15)
   See also Journal Article Exchange rate forecasting, order flow and macroeconomic information, Journal of International Economics, Elsevier (2010) View citations (134) (2010)

2006

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

Journal Articles

2024

1. Nonstandard Errors
   Journal of Finance, 2024, 79, (3), 2339-2390
   See also Working Paper Nonstandard Errors, Post-Print (2024) (2024)

2023

2. Equity Trading Activity and Treasury Bond Risk Premia
   Journal of Financial and Quantitative Analysis, 2023, 58, (2), 677-710

2022

3. Deleting Unreported Innovation
   Journal of Financial and Quantitative Analysis, 2022, 57, (6), 2324-2354 View citations (1)

2021

4. Common Mental Disorders and Economic Uncertainty: Evidence from the COVID-19 Pandemic in the U.S
   PLOS ONE, 2021, 16, (12), 1-14 View citations (1)
5. Quoting Activity and the Cost of Capital
   Journal of Financial and Quantitative Analysis, 2021, 56, (8), 2764-2799

2018

6. Cross-Sided Liquidity Externalities
   Management Science, 2018, 64, (6), 2901-2929 View citations (2)

2017

7. Foreign political connections
   Journal of International Business Studies, 2017, 48, (2), 244-266 View citations (41)

2016

8. Flashes of Trading Intent at NASDAQ
   Journal of Financial and Quantitative Analysis, 2016, 51, (1), 165-196 View citations (6)

2015

9. Divided governments and futures prices
   Journal of Econometrics, 2015, 187, (2), 622-633 View citations (6)
10. Managing systemic risk in The Netherlands
    International Review of Economics & Finance, 2015, 40, (C), 231-245 View citations (12)

2013

11. Economic valuation of liquidity timing
    Journal of Banking & Finance, 2013, 37, (12), 5073-5087 View citations (10)
    See also Working Paper Economic Valuation of Liquidity Timing, Tinbergen Institute Discussion Papers (2013) View citations (11) (2013)

2010

12. Exchange rate forecasting, order flow and macroeconomic information
    Journal of International Economics, 2010, 80, (1), 72-88 View citations (134)
    See also Working Paper Exchange Rate Forecasting, Order Flow and Macroeconomic Information, CEPR Discussion Papers (2009) View citations (24) (2009)
13. Timing exchange rates using order flow: The case of the Loonie
    Journal of Banking & Finance, 2010, 34, (12), 2917-2928 View citations (40)

2009

14. 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 (45)
    Also in Journal of Money, Credit and Banking, 2009, 41, (2‐3), 437-442 (2009) View citations (5)

2007

15. Contagion in emerging markets: the Russian crisis
    Applied Financial Economics, 2007, 17, (3), 197-213 View citations (11)

Chapters

2011

1. Financial Crises Propagation
   A chapter in The Impact of the Global Financial Crisis on Emerging Financial Markets, 2011, pp 495-522