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Associate Professor Wing Wah Tham

Associate Professor Wing Wah Tham

Associate Professor
  • PhD, University of Warwick
  • MSc, Imperial College, UK
  • BEng, Nanyang Technological University of Singapore
Business School
School of Banking and Finance


Wing Wah Tham is an Associate Professor of Finance in the School of Banking and Finance of University of New South Wales. Previously, he was an Associate Professor of Financial Econometrics at Econometric Institute, Erasmus School of Economics. Professor Tham's research focuses on econometrics, market microstructure, asset pricing and innovation. Professor Tham's research has been published in top tier journals, including Review of Financial Studies,聽Management Science, Journal of Econometrics, Journal of International Business Studies, Journal of Financial and Quantitative Analysis.聽聽His works are also presented at various prestigious finance and economic conferences such as聽American Finance Association Meeting, European Finance Association Meeting, Econometric Society World Congress.聽聽He has won the聽PanAngora Crowell second prize, Midwest Finance Association best paper award and the Literati Network Awards for Excellence聽for his work. He is currently a聽Marie Curie and Tinbergen Institute Fellow.聽聽He was a visiting scholar to at the Haas Business School, UC Berkeley and National University of Singapore.
E-mail
w.tham@unsw.edu.au
Location
探花系列 Business School - Ref E12 Level 3, Office 353
  • Journal articles | 2024
    Menkveld AJ; Dreber A; Holzmeister F; Huber J; Johannesson M; Kirchler M; Neus眉脽 S; Razen M; Weitzel U; Abad-D铆az D; Abudy M; Adrian T; Ait-Sahalia Y; Akmansoy O; Alcock JT; Alexeev V; Aloosh A; Amato L; Amaya D; Angel JJ; Avetikian AT; Bach A; Baidoo E; Bakalli G; Bao L; Barbon A; Bashchenko O; Bindra PC; Bj酶nnes GH; Black JR; Black BS; Bogoev D; Correa SB; Bondarenko O; Bos CS; Bosch-Rosa C; Bouri E; Brownlees C; Calamia A; Cao VN; Capelle-Blancard G; Romero LMC; Caporin M; Carrion A; Caskurlu T; Chakrabarty B; Chen J; Chernov M; Cheung W; Chincarini LB; Chordia T; Chow SC; Clapham B; Colliard JE; Comerton-Forde C; Curran E; Dao T; Dare W; Davies RJ; Blasis RD; Nard GFD; Declerck F; Deev O; Degryse H; Deku SY; Desagre C; Dijk MAV; Dim C; Dimpfl T; Dong YJ; Drummond PA; Dudda T; Duevski T; Dumitrescu A; Dyakov T; Dyhrberg AH; Dzieli艅ski M; Eksi A; Kalak IE; Ellen ST; Eugster N; Evans MDD; Farrell M; Felez-Vinas E; Ferrara G; Ferrouhi EM; Flori A; Fluharty-Jaidee JT; Foley SDV; Fong KYL; Foucault T; Franus T; Franzoni F; Frijns B; Fr枚mmel M; Fu SM; F眉llbrunn SC; Gan B; Gao G; Gehrig TP, 2024, 'Nonstandard Errors', Journal of Finance, 79, pp. 2339 - 2390,
    Journal articles | 2023
    Fi拧ar M; Greiner B; Huber C; Katok E; Ozkes AI; Sojli E; Tham WW, 2023, 'Reproducibility in Management Science', Management Science,
    Journal articles | 2023
    Menkveld AJ; Dreber A; Holzmeister F; Huber J; Johanneson M; Kirchler M; Razen M; Weitzel U; Abad D; Abudy MM; Adrian T; Ait-Sahalia Y; Akmansoy O; Alcock J; Alexeev V; Aloosh A; Amato L; Amaya D; Angel JJ; Bach A; Baidoo E; Bakalli G; Barbon A; Bashchenko O; Bindra PC; Bjonnes GH; Black JR; Black BS; Bohorquez S; Bondarenko O; Bos CS; Bosch-Rosa C; Bouri E; Brownlees CT; Calamia A; Cao VN; Capelle-Blancard G; Capera L; Caporin M; Carrion A; Caskurlu T; Chakrabarty B; Chernov M; Cheung WMY; Chincarini LB; Chordia T; Chow SC; Clapham B; Colliard J-E; Comerton-Forde C; Curran E; Dao T; Dare W; Davies RJ; De Blasis R; De Nard G; Declerck F; Deev O; Degryse H; Deku S; Desagre C; Van Dijk MA; Dim C; Dimpfl T; Dong YJ; Drummond P; Dudda T; Dumitrescu A; Dyakov T; Dyhrberg AH; Dzieli艅ski M; Eksi A; El Kalak I; ter Ellen S; Eugster N; Evans MDD; Farrell M; F茅lez-Vi帽as E; Ferrara G; FERROUHI EM; Flori A; Fluharty-Jaidee J; Foley S; Fong KYL; Foucault T; Franus T; Franzoni FA; Frijns B; Fr枚mmel M; Fu S; F眉llbrunn S; Gan B; Gehrig T; Gerritsen D; Gil-Bazo J; Glosten LR; Gomez T; Gorbenko A; G眉莽bilmez U; Grammig J; Gregoire V; Hagstr枚mer B; Hambuckers J; Hapnes E; Harris JH; Harris L; Hartmann S; Hasse J-B; Hautsch N; He X-ZT; Heath D; Hediger S; Hendershott TJ; Hibbert AM; Hjalmarsson E; Hoelscher S; Hoffmann P; Holden CW; Horenstein AR; Huang W; Huang D; Hurlin C; Ivashchenko A; Iyer SR; Jahanshahloo H; Jalkh N; Jones CM; Jurkatis S; Jylha P; Kaeck A; Kaiser G; Karam A; Karmaziene E; Kassner B; Kaustia M; Kazak E; Kearney F; van Kervel V; Khan S; Khomyn M; Klein T; Klein O; Klos A; Koetter M; Krahnen JP; Kolokolov A; Korajczyk RA; Kozhan R; Kwan A; Lajaunie Q; Lam FYEC; Lambert M; Langlois H; Lausen J; Lauter T; Leippold M; Levin V; Li Y; Li MH; Liew CY; Lindner T; Linton OB; Liu J; Liu A; Llorente-Alvarez J-G; Lof M; Lohr A; Longstaff FA; Lopez-Lira A; Mankad S; Mano N; Marchal A; Martineau C; Mazzola F; Meloso DC; Mihet R; Mohan V; Moinas S; Moore D; Mu L; Muravyev D; Murphy D; Neszveda G; Neumeier C; Nielsson U; Nimalendran M; Nolte S; Nord茅n LL; O'Neill P; Obaid K; 脴degaard BA; 脰stberg P; Painter M; Palan S; Palit I; Park A; Pascual Gasc贸 R; Pasquariello P; Pastor L; Patel V; Patton AJ; Pearson ND; Pelizzon L; Pelster M; P茅rignon C; Pfiffer C; Philip R; Pl铆hal T; Prakash P; Press O-A; Prodromou T; Putnins TJ; Raizada G; Rakowski DA; Ranaldo A; Regis L; Reitz S; Renault T; Wang R; Ren貌 R; Riddiough S; Rinne K; Rintam盲ki P; Riordan R; RITTMANNSBERGER T; Rodr铆guez Longarela I; R枚sch D; Rognone L; Roseman B; Rosu I; Roy S; Rudolf N; Rush S; Rzayev K; Rze藕nik A; Sanford A; Sankaran H; Sarkar A; Sarno L; Scaillet O; Scharnowski S; Schenk-Hopp茅 KR; Schertler A; Schneider M; Schroeder F; Sch眉rhoff N; Schuster P; Schwarz MA; Seasholes MS; Seeger N; Shachar O; Shkilko A; Shui J; Sikic M; Simion G; Smales LA; S枚derlind P; Sojli E; Sokolov K; Spokeviciute L; Stefanova D; Subrahmanyam MG; Neus眉ss S; Szaszi B; Talavera O; Tang Y; Taylor N; Tham WW; Theissen E; Thimme J; Tonks I; Tran H; Trapin L; Trolle AB; Vaduva M; Valente G; Van Ness RA; Vasquez A; Verousis T; Verwijmeren P; Vilhelmsson A; Vilkov G; Vladimirov V; Vogel S; Voigt S; Wagner W; Walther T; Weiss P; van der Wel M; Werner IM; Westerholm PJ; Westheide C; Wipplinger E; Wolf M; Wolff CCP; Wolk L; Wong WK; Wrampelmeyer J; Wu Z-X; Xia S; Xiu D; Xu K; Xu C; Yadav PK; Yag眉e J; Yan C; Yang A; Yoo W; Yu W; Yu S; Yueshen BZ; Yuferova D; Zamojski M; Zareei A; Zeisberger S; Zhang S; Zhang X; Zhong Z; Zhou ZI; Zhou C; Zhu X; Zoican M; Zwinkels RCJ; Chen J; Duevski T; Gao G; Gemayel R; Gilder D; Kuhle P; Pagnotta E; Pelli M; S枚 nksen J; Zhang L; Ilczuk K; Bogoev D; Qian Y; Wika HC; Yu Y; Zhao L; Mi M; Bao L, 2023, 'Non-Standard Errors', The Journal of Finance, Forthcoming,
    Journal articles | 2023
    Sojli E; Tham WW; Schraeder S; Subrahmanyam A, 2023, 'Equity Trading Activity and Treasury Bond Risk Premia', Journal of Financial and Quantitative Analysis, 58, pp. 677 - 677,
    Journal articles | 2022
    Koh P-S; Reeb D; Sojli E; Tham WW; Wang W, 2022, 'Deleting unreported innovation', Journal of Financial and Quantitative Analysis, 57, pp. 2324 - 2324,
    Journal articles | 2021
    Sojli E; Tham WW; Bryant R; McAleer M, 2021, 'COVID-19 restrictions and age-specific mental health鈥擴.S. probability-based panel evidence', Translational Psychiatry, 11,
    Journal articles | 2021
    Sojli E; Tham WW; Ioanid R, 2021, 'Quoting activity and the cost of capital', Journal of Financial and Quantitative Analysis, 56,
    Journal articles | 2021
    Tham WW; Sojli E; Bryant R; McAleer M, 2021, 'Common Mental Disorders and Economic Uncertainty: Evidence from the COVID-19 Pandemic in the U.S.', PLoS ONE, 16,
    Journal articles | 2018
    Tham WW; sojli E; Skjeltorp J, 2018, 'Cross-Sided Liquidity Externalities', Management Science, pp. 2473 - 2972,
    Journal articles | 2017
    Sojli E; Tham WW, 2017, 'Foreign political connections', Journal of International Business Studies, 48, pp. 244 - 266,
    Journal articles | 2017
    Tham WW; Kozhan R; Foucault T, 2017, 'Toxic Arbitrage', The Review Of Financial Studies,
    Journal articles | 2016
    Skjeltorp JA; Sojli E; Tham WW, 2016, 'Flashes of Trading Intent at NASDAQ', Journal of Financial and Quantitative Analysis, 51, pp. 165 - 196,
    Journal articles | 2015
    Sojli E; Tham WW, 2015, 'Divided governments and futures prices', Journal of Econometrics, 187, pp. 622 - 633,
    Journal articles | 2012
    Kozhan R; Tham WW, 2012, 'Execution risk in high-frequency arbitrage', Management Science, 58, pp. 2131 - 2149,
  • Conference Papers | 2023
    Menkveld AJ; Dreber A; Holzmeister F; Huber J; Johanneson M; Kirchler M; Razen M; Weitzel U; Abad D; Abudy MM; Adrian T; Ait-Sahalia Y; Akmansoy O; Alcock J; Alexeev V; Aloosh A; Amato L; Amaya D; Angel JJ; Bach A; Baidoo E; Bakalli G; Barbon A; Bashchenko O; Bindra PC; Bjonnes GH; Black JR; Black BS; Bohorquez S; Bondarenko O; Bos CS; Bosch-Rosa C; Bouri E; Brownlees CT; Calamia A; Cao VN; Capelle-Blancard G; Capera L; Caporin M; Carrion A; Caskurlu T; Chakrabarty B; Chernov M; Cheung WMY; Chincarini LB; Chordia T; Chow SC; Clapham B; Colliard J-E; Comerton-Forde C; Curran E; Dao T; Dare W; Davies RJ; De Blasis R; De Nard G; Declerck F; Deev O; Degryse H; Deku S; Desagre C; Van Dijk MA; Dim C; Dimpfl T; Dong YJ; Drummond P; Dudda T; Dumitrescu A; Dyakov T; Dyhrberg AH; Dzieli艅ski M; Eksi A; El Kalak I; ter Ellen S; Eugster N; Evans MDD; Farrell M; F茅lez-Vi帽as E; Ferrara G; FERROUHI EM; Flori A; Fluharty-Jaidee J; Foley S; Fong KYL; Foucault T; Franus T; Franzoni FA; Frijns B; Fr枚mmel M; Fu S; F眉llbrunn S; Gan B; Gehrig T; Gerritsen D; Gil-Bazo J; Glosten LR; Gomez T; Gorbenko A; G眉莽bilmez U; Grammig J; Gregoire V; Hagstr枚mer B; Hambuckers J; Hapnes E; Harris JH; Harris L; Hartmann S; Hasse J-B; Hautsch N; He X-ZT; Heath D; Hediger S; Hendershott TJ; Hibbert AM; Hjalmarsson E; Hoelscher S; Hoffmann P; Holden CW; Horenstein AR; Huang W; Huang D; Hurlin C; Ivashchenko A; Iyer SR; Jahanshahloo H; Jalkh N; Jones CM; Jurkatis S; Jylha P; Kaeck A; Kaiser G; Karam A; Karmaziene E; Kassner B; Kaustia M; Kazak E; Kearney F; van Kervel V; Khan S; Khomyn M; Klein T; Klein O; Klos A; Koetter M; Krahnen JP; Kolokolov A; Korajczyk RA; Kozhan R; Kwan A; Lajaunie Q; Lam FYEC; Lambert M; Langlois H; Lausen J; Lauter T; Leippold M; Levin V; Li Y; Li MH; Liew CY; Lindner T; Linton OB; Liu J; Liu A; Llorente-Alvarez J-G; Lof M; Lohr A; Longstaff FA; Lopez-Lira A; Mankad S; Mano N; Marchal A; Martineau C; Mazzola F; Meloso DC; Mihet R; Mohan V; Moinas S; Moore D; Mu L; Muravyev D; Murphy D; Neszveda G; Neumeier C; Nielsson U; Nimalendran M; Nolte S; Nord茅n LL; O'Neill P; Obaid K; 脴degaard BA; 脰stberg P; Painter M; Palan S; Palit I; Park A; Pascual Gasc贸 R; Pasquariello P; Pastor L; Patel V; Patton AJ; Pearson ND; Pelizzon L; Pelster M; P茅rignon C; Pfiffer C; Philip R; Pl铆hal T; Prakash P; Press O-A; Prodromou T; Putnins TJ; Raizada G; Rakowski DA; Ranaldo A; Regis L; Reitz S; Renault T; Wang R; Ren貌 R; Riddiough S; Rinne K; Rintam盲ki P; Riordan R; RITTMANNSBERGER T; Rodr铆guez Longarela I; R枚sch D; Rognone L; Roseman B; Rosu I; Roy S; Rudolf N; Rush S; Rzayev K; Rze藕nik A; Sanford A; Sankaran H; Sarkar A; Sarno L; Scaillet O; Scharnowski S; Schenk-Hopp茅 KR; Schertler A; Schneider M; Schroeder F; Sch眉rhoff N; Schuster P; Schwarz MA; Seasholes MS; Seeger N; Shachar O; Shkilko A; Shui J; Sikic M; Simion G; Smales LA; S枚derlind P; Sojli E; Sokolov K; Spokeviciute L; Stefanova D; Subrahmanyam MG; Neus眉ss S; Szaszi B; Talavera O; Tang Y; Taylor N; Tham WW; Theissen E; Thimme J; Tonks I; Tran H; Trapin L; Trolle AB; Vaduva M; Valente G; Van Ness RA; Vasquez A; Verousis T; Verwijmeren P; Vilhelmsson A; Vilkov G; Vladimirov V; Vogel S; Voigt S; Wagner W; Walther T; Weiss P; van der Wel M; Werner IM; Westerholm PJ; Westheide C; Wipplinger E; Wolf M; Wolff CCP; Wolk L; Wong WK; Wrampelmeyer J; Wu Z-X; Xia S; Xiu D; Xu K; Xu C; Yadav PK; Yag眉e J; Yan C; Yang A; Yoo W; Yu W; Yu S; Yueshen BZ; Yuferova D; Zamojski M; Zareei A; Zeisberger S; Zhang S; Zhang X; Zhong Z; Zhou ZI; Zhou C; Zhu X; Zoican M; Zwinkels RCJ; Chen J; Duevski T; Gao G; Gemayel R; Gilder D; Kuhle P; Pagnotta E; Pelli M; S枚 nksen J; Zhang L; Ilczuk K; Bogoev D; Qian Y; Wika HC; Yu Y; Zhao L; Mi M; Bao L, 2023, 'Non-Standard Errors', in The Journal of Finance, Wiley
    Conference Papers | 2001
    Zhong ZW; Tham WW, 2001, 'Study of surface profile measurement using a CD optical pickup head', in Asundi AK; Osten W; Varadan VK (eds.), Proceedings of SPIE - The International Society for Optical Engineering, SPIE-INT SOC OPTICAL ENGINEERING, SINGAPORE, SINGAPORE, pp. 48 - 53, presented at Advanced Photonic Sensors and Applications II Conference, SINGAPORE, SINGAPORE, 27 November 2001 - 30 November 2001,
    Preprints |
    Agarwal S; Sojli E; Tham WW, Commute Time and Labor Supply,
    Preprints |
    Leng X; Sojli E; Tham WW; Wang W, Time-varying Group Unobserved Heterogeneity in Finance,
    Preprints |
    Liu L; Sojli E; Tham WW, Advanced Manufacturing, Product Innovations, Productivity and Growth,
    Preprints |
    Liu L; Sojli E; Tham WW, CEO Experience and Value Creation: Evidence from Green Lab Locations,