Find us on Facebook Find us on LinkedIn Follow us on Twitter Subscribe to our YouTube channel Instagram

Amy Kwan

Amy Kwan


Senior Lecturer

Rm 542
H69 - Codrington Building
The University of Sydney
NSW 2006 Australia

Telephone +61 2 9036 9340
amy.kwan@sydney.edu.au

Bio

Amy Kwan commenced as a Lecturer of Finance at the University of Sydney in 2014. Her research interests are in the areas of market microstructure and corporate finance.

Dr. Kwan received her PhD from the University of New South Wales. She holds Bachelor degrees in Science and Commerce (Honours) from the University of Western Australia. Dr. Kwan has also held visiting research positions at Nasdaq OMX, the Australian Securities and Investments Commission and the University of Memphis.

Publications

2016

4
Journal Article/s

Hatheway F, Kwan A and Zheng H 2016 Forthcoming 'An Empirical Analysis of Market Segmentation on U.S. Equities Markets', Journal of Financial and Quantitative Analysis

Foley S, Kwan A, McInish T and Philip R 2016 'Director discretion and insider trading profitability', Pacific-Basin Finance Journal, vol.39, pp. 28-43 Link

5
Conference Paper/s

Kim S, Kwan A and Masulis R 2016 'Is stock liquidity associated with equity flotation cost', 43rd Annual Meeting of the European Finance Association EFA 2016, Oslo, Norway, 20th August 2016

2015

4
Journal Article/s

Kwan A, Masulis R and McInish TH 2015 'Trading rules, competition for order flow and market fragmentation', Journal of Financial Economics, vol.115:2, pp. 330-48 Link

5
Conference Paper/s

Kwan A and Philip R 2015 'High-frequency trading and execution costs', Financial Management Association Annual Meeting, Orlando, United States, 17th October 2015

Kwan A and Philip R 2015 'High-frequency trading and execution costs', Centre for International Finance and Regulation (CIFR) Conference: The Design and Regulation of Securities Markets, Sydney, Australia, 12th August 2015

Kwan A and Philip R 2015 'High-frequency trading and execution costs', 24th Annual Meeting European Financial Management Association EFMA, Breukelen, Netherlands, 27th June 2015

2014

5
Conference Paper/s

Kwan A and Philip R 2014 'High-frequency trading and execution costs', 27th Australasian Finance and Banking Conference, Sydney, Australia, 18th December 2014

Kwan A and Philip R 2014 'High-frequency trading and execution costs', Financial Research Network Annual Conference, Lake Crackenback, Australia, 16th November 2014

Hatheway F, Kwan A and Zheng H 2014 'An Empirical Analysis of Market Segmentation on U.S. Equities Markets', 41st Annual Meeting of the European Finance Association EFA 2014, Lugano, Switzerland, 30th August 2014

2013

5
Conference Paper/s

Hatheway F, Kwan A and Zheng H 2013 'An Empirical Analysis of Market Segmentation on U.S. Equities Markets', 9th Annual Central Bank Workshop on the Microstructure of Financial Markets, Frankfurt am Main, Germany, 6th September 2013 Link

Kwan A, Masulis R and McInish T 2013 'Trading rules, competition for order flow and market fragmentation', Symposium on Financial Econometrics and Market Microstructure, Melbourne, Australia, 1st February 2013

2012

5
Conference Paper/s

Kwan A, Masulis R and McInish T 2012 'Trading rules, competition for order flow and market fragmentation', Centre for Applied Financial Studies - Finance Research Day: The Market Microstructure Effects of the Rise of Dark Pools, Adelaide, Australia, 21st November 2012

Kwan A, Masulis R and McInish T 2012 'Trading rules, competition for order flow and market fragmentation', 2012 Financial Management Association Doctoral Student Consortium, Atlanta, United States, 16th October 2012

2011

5
Conference Paper/s

Kwan A, McInish T and McKenzie M 2011 'A study of short selling around mergers and acquisitions', 2011 Southern Finance Association Annual Meeting, Key West, United States, 19th November 2011

Aitken M, Kwan A and McInish T 2011 'Anonymity and informed trading', 2011 Financial Management Association Asian Meeting, Queenstown, New Zealand, 8th April 2011

2010

5
Conference Paper/s

Aitken M, Kwan A and McInish T 2010 'Anonymity and informed trading', 23rd Australasian Finance & Banking Conference, Sydney, Australia, 17th December 2010

2009

5
Conference Paper/s

Aitken M, Kwan A and McInish T 2009 'Trading prior to price sensitive announcements', 22nd Australasian Finance & Banking Conference, Sydney, Australia, 18th December 2009

Recent Units Taught

Videos

University of Sydney Business School researchers Amy Kwan and Richard Philip are bringing new insights to the evolution of financial markets through their research into high-frequency trading.

3:09 mins Play video Download video (YouTube - Mb) Watch on YouTube


See all Business School Videos