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Details about P. Joakim Westerholm

E-mail:
Homepage:http://sydney.edu.au/business/staff/joakimw
Workplace:Business School, University of Sydney, (more information at EDIRC)

Access statistics for papers by P. Joakim Westerholm.

Last updated 2019-05-06. Update your information in the RePEc Author Service.

Short-id: pwe381


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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 Downloads
  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 Downloads
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2013)

Journal Articles

2019

  1. CEO traders and corporate acquisitions
    Journal of Corporate Finance, 2019, 54, (C), 107-127 Downloads
  2. Contrarians or momentum chasers? Individual investors’ behavior when trading exchange‐traded funds
    Journal of Futures Markets, 2019, 39, (5), 553-578 Downloads

2018

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

2017

  1. An empirical analysis of algorithmic trading around earnings announcements
    Pacific-Basin Finance Journal, 2017, 45, (C), 34-51 Downloads View citations (2)
  2. Fool's mate: What does CHESS tell us about individual investor trading performance?
    Accounting and Finance, 2017, 57, (4), 981-1017 Downloads

2016

  1. Do CEOs who trade shares adopt more aggressive corporate investment strategies?
    Pacific-Basin Finance Journal, 2016, 40, (PB), 349-366 Downloads View citations (1)

2014

  1. Algorithmic Trading, Liquidity, and Price Discovery: An Intraday Analysis of the SPI 200 Futures
    The Financial Review, 2014, 49, (2), 245-270 Downloads View citations (5)
  2. Informed Trading through the Accounts of Children
    Journal of Finance, 2014, 69, (1), 363-404 Downloads View citations (10)
  3. Systematic Trading Behavior and the Cross-Section of Stock Returns on the OMXH
    Review of Finance, 2014, 18, (6), 2325-2374 Downloads View citations (1)

2013

  1. 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 Downloads
    See also Working Paper (2013)

2011

  1. 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 Downloads View citations (3)

2010

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

2009

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

2007

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

2006

  1. Industry Clustering in Nordic Initial Public Offering Markets
    International Review of Finance, 2006, 6, (1‐2), 25-41 Downloads View citations (3)

Books

2019

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

Chapters

2016

  1. 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 Downloads
 
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