Details about P. Joakim Westerholm

Access statistics for papers by P. Joakim Westerholm.

Last updated 2025-03-15. Update your information in the RePEc Author Service.

Short-id: pwe381

Working Papers

2013

1. A survey of research into broker identity and limit order book
   Working Papers, University of Tasmania, Tasmanian School of Business and Economics
2. An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume
   Working Papers, University of Tasmania, Tasmanian School of Business and Economics View citations (2)
   See also Journal Article 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 (2013) View citations (2) (2013)

Journal Articles

2024

1. Liquidity provision and trading skill: Evidence from mutual funds' daily transactions
   Review of Financial Economics, 2024, 42, (2), 206-238

2020

2. Determinants of household broker choices and their impacts on performance
   Journal of Banking & Finance, 2020, 112, (C) View citations (1)

2019

3. Analyst tipping: Evidence on Finnish stocks
   International Review of Financial Analysis, 2019, 66, (C) View citations (5)
4. CEO traders and corporate acquisitions
   Journal of Corporate Finance, 2019, 54, (C), 107-127 View citations (5)
5. Contrarians or momentum chasers? Individual investors’ behavior when trading exchange‐traded funds
   Journal of Futures Markets, 2019, 39, (5), 553-578 View citations (6)

2018

6. Institutional trading and asset pricing
   Journal of Banking & Finance, 2018, 89, (C), 59-77 View citations (6)

2017

7. An empirical analysis of algorithmic trading around earnings announcements
   Pacific-Basin Finance Journal, 2017, 45, (C), 34-51 View citations (10)
8. Fool's mate: What does CHESS tell us about individual investor trading performance?
   Accounting and Finance, 2017, 57, (4), 981-1017 View citations (8)

2016

9. Do CEOs who trade shares adopt more aggressive corporate investment strategies?
   Pacific-Basin Finance Journal, 2016, 40, (PB), 349-366 View citations (4)

2014

10. Algorithmic Trading, Liquidity, and Price Discovery: An Intraday Analysis of the SPI 200 Futures
    The Financial Review, 2014, 49, (2), 245-270 View citations (9)
11. Informed Trading through the Accounts of Children
    Journal of Finance, 2014, 69, (1), 363-404 View citations (21)
12. Systematic Trading Behavior and the Cross-Section of Stock Returns on the OMXH
    Review of Finance, 2014, 18, (6), 2325-2374 View citations (3)

2013

13. 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, 2013, 27, (C), 202-223 View citations (2)
    See also Working Paper An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume, Working Papers (2013) View citations (2) (2013)

2011

14. The role of trading intensity estimating the implicit bid–ask spread and determining transitory effects
    International Review of Financial Analysis, 2011, 20, (5), 306-310 View citations (3)

2010

15. Foreign Investors' Reaction to Lower Profitability – The Role of Information Asymmetry
    International Review of Finance, 2010, 10, (4), 455-483 View citations (1)

2009

16. Do uninformed crossed and internalized trades tap into unexpressed liquidity? The case of Nokia
    Accounting and Finance, 2009, 49, (2), 407-424 View citations (3)

2007

17. An Empirical Analysis of Strategic Behaviour Models
    Australian Journal of Management, 2007, 32, (2), 181-203 View citations (3)

2006

18. Industry Clustering in Nordic Initial Public Offering Markets
    International Review of Finance, 2006, 6, (1‐2), 25-41 View citations (4)

Books

2019

1. Lecture Notes in Market Microstructure and Trading
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd.

Chapters

2019

1. INTRODUCTION LECTURE IN TRADING IN SECURITIES MARKETS AND ADVANCED MARKET MICROSTRUCTURE THEORY — THE ECONOMICS OF TRADING
   Chapter 1 in Lecture Notes in Market Microstructure and Trading, 2019, pp 3-22
2. Market Architecture and Global Exchange Efficiency: One Design Need Not Fit All Stock Sizes
   Chapter 7 in Behavioral Finance The Coming of Age, 2019, pp 187-243 View citations (1)

2016

3. Are Domestic Household Investors Better Performers than Foreign Institutions? New Evidence from Finland*
   Chapter 4 in Behavioral Finance WHERE DO INVESTORS' BIASES COME FROM?, 2016, pp 115-155 View citations (1)