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

Tina Viljoen

Tina Viljoen


Lecturer

Rm 434
H69 - Economics and Business Building
The University of Sydney
NSW 2006 Australia

Telephone +61 2 9036 9308
T.Viljoen@econ.usyd.edu.au

Bio

Dr. Tina Viljoen has a PhD in Finance from the University of Sydney. Her research interests and expertise are primarily in the areas of security microstructure on issues related to high frequency trading and efficiency of capital markets.

She also holds a Bachelor of Information Systems, from the University of Johannesburg, South Africa and an honours and master degree in Investment Management at the same institution.

Publications

2014

4
Journal Article/s

Viljoen T, Westerholm J and Zheng H 2014 'Algorithmic Trading, Liquidity, and Price Discovery: An Intraday Analysis of the SPI 200 Futures', The Financial Review (Special Issue on Computerized and High-Frequency Trading), vol.49:2, pp. 245-70 Link

2013

5
Conference Paper/s

Frino A, Viljoen T, Westerholm J, Zheng H and Wang GHK 2013 'Are Algorithmic Trades Informed? An Empirical Analysis of Algorithmic Trading around Earnings Announcements (Semifinalist for one of four best paper awards - Market Microstructure category)', Financial Management Association Annual Meeting FMA 2013, Chicago, United States, 19th October 2013

Frino A, Viljoen T, Wang GHK, Westerholm J and Zheng H 2013 'Are Algorithmic Trades Informed? An Empirical Analysis of Algorithmic Trading Around Earnings Announcements (Semifinalist for the CFA Institute Research Award)', Financial Management Association Asia Conference 2013, Shanghai, China, 19th April 2013

Frino A, Viljoen T, Wang GHK, Westerholm J and Zheng H 2013 'Are Algorithmic Trades Informed? An Empirical Analysis of Algorithmic Trading Around Earnings Announcements', The Symposium on the Financial Econometrics and Market Microstructure 2013, Melbourne, Australia, 1st February 2013

2012

5
Conference Paper/s

Viljoen T, Westerholm J and Zheng H 2012 'Fleeting Orders and Dynamic Trading Strategies', 10th INFINITI Conference on International Finance, Dublin, Ireland, 12th June 2012

2011

5
Conference Paper/s

Viljoen T, Westerholm J and Zheng H 2011 'Liquidity and Price Discovery of Algorithmic Trading: An Intraday Analysis on the SPI Futures Contract', 24th Australasian Finance and Banking Conference 2011, Sydney, Australia, 16th December 2011

2010

5
Conference Paper/s

Viljoen T, Westerholm J and Zheng H 2010 'The effect on liquidity and spreads from the introduction of algorithmic trading', 8th INFINITI Conference on International Finance, Dublin, Ireland, 15th June 2010

Recent Units Taught