Wing Wah Tham

University of New South Wales (UNSW)

Kensington

High St

Sydney , NSW 2052

Australia

SCHOLARLY PAPERS

4

DOWNLOADS

526

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Time-varying Group Unobserved Heterogeneity in Finance

Number of pages: 62 Posted: 08 Oct 2018 Last Revised: 23 Feb 2021
Elvira Sojli, Wing Wah Tham and Wendun Wang
UNSW Australia Business School, School of Banking and Finance, University of New South Wales (UNSW) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 225 (165,506)

Abstract:

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Time-varying unobserved heterogeneity; clustering; common shocks; group fixed effects; fixed effects; heterogeneity bias

2.

Deleting Unreported Innovation

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 62 Posted: 04 Mar 2021
ESSEC Business School, National University of Singapore, UNSW Australia Business School, School of Banking and Finance, University of New South Wales (UNSW) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 136 (256,371)
Citation 1

Abstract:

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Bias, Listwise Deletion, Innovation, Measuring Innovation, Multiple Imputation, Non-patenting Firms, Unreported R&D, Patents

3.

Equity Trading Activity and Treasury Bond Risk Premia

Number of pages: 78 Posted: 18 Oct 2019 Last Revised: 06 Dec 2020
Department of Finance, University of Vienna, UNSW Australia Business School, School of Banking and Finance, University of California, Los Angeles (UCLA) - Finance Area and University of New South Wales (UNSW)
Downloads 118 (284,907)

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Equity market volume; Volatility; Bond risk premia; Difference of opinion; Monetary policy uncertainty

4.

Commute Time and Labor Supply

Number of pages: 53 Posted: 07 May 2018 Last Revised: 16 Jun 2018
Sumit Agarwal, Elvira Sojli and Wing Wah Tham
National University of Singapore, UNSW Australia Business School, School of Banking and Finance and University of New South Wales (UNSW)
Downloads 47 (476,862)

Abstract:

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Commute time, labor supply, elasticity, task juggling, trains, buses, big data