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Associate Professor Elvira Sojli

Associate Professor Elvira Sojli

Associate Professor
  • PhD in Finance: Essays in Exchange Rate MicrostructureÌý(Warwick Business School, University of Warwick)Ìý
  • MSc in Economics and FinanceÌý(Warwick Business School, University of Warwick)Ìý
  • BSc in Accounting and Finance (London School of Economics and Finance)
Business School
School of Banking and Finance

I am an Associate Professor of Finance and Scientia Fellow Alumni in the School of Banking and Finance, the University of New South Wales. My work focuses on empirical industrial organisation at the firm and market level. I am particularly interested in understanding the role of and determinants of women participation in innovation and in the international aspect of differences across countries and disciplines. Additional current and past work covers international finance and empirical methods.

I was an Assistant and Associate Professor at the Rotterdam School of Management, Erasmus University from 2008-2016. I was a Marie Curie research fellow for the period 2009-2011 and a research fellow at the Duisenberg School of Finance from 2010-2014. My work has been published in top finance and economics journals and has been presented at the AEA, AFA, WFA, EFA, FIRS among many other conferences. IÌýhave visited for extended periods Haas School of Business (UC Berkeley), Jones Graduate School of Business (Rice University), and the National University of Singapore.

IÌýhaveÌýa PhD from Warwick Business School, University of Warwick.

Ìý
E-mail
e.sojli@unsw.edu.au
Location
UNSW Business School - Ref E12 Level 3, Office 336
  • Books | 2011
    Sojli E; Tham WW, 2011, The impact of foreign government investments: Sovereign wealth fund investments in the United States,
  • Journal articles | 2024
    Menkveld AJ; Dreber A; Holzmeister F; Huber J; Johannesson M; Kirchler M; Neusüß S; Razen M; Weitzel U; Abad-Díaz 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; Bjønnes 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; Dzieliński 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; Frömmel M; Fu SM; Füllbrunn SC; Gan B; Gao G; Gehrig TP, 2024, 'Nonstandard Errors', Journal of Finance, 79, pp. 2339 - 2390,
    Journal articles | 2023
    Fišar 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; Dzieliński M; Eksi A; El Kalak I; ter Ellen S; Eugster N; Evans MDD; Farrell M; Félez-Viñas E; Ferrara G; FERROUHI EM; Flori A; Fluharty-Jaidee J; Foley S; Fong KYL; Foucault T; Franus T; Franzoni FA; Frijns B; Frömmel M; Fu S; Füllbrunn S; Gan B; Gehrig T; Gerritsen D; Gil-Bazo J; Glosten LR; Gomez T; Gorbenko A; Güçbilmez U; Grammig J; Gregoire V; Hagströmer 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; Nordén LL; O'Neill P; Obaid K; Ødegaard BA; Östberg P; Painter M; Palan S; Palit I; Park A; Pascual Gascó R; Pasquariello P; Pastor L; Patel V; Patton AJ; Pearson ND; Pelizzon L; Pelster M; Pérignon C; Pfiffer C; Philip R; Plíhal T; Prakash P; Press O-A; Prodromou T; Putnins TJ; Raizada G; Rakowski DA; Ranaldo A; Regis L; Reitz S; Renault T; Wang R; Renò R; Riddiough S; Rinne K; Rintamäki P; Riordan R; RITTMANNSBERGER T; Rodríguez Longarela I; Rösch D; Rognone L; Roseman B; Rosu I; Roy S; Rudolf N; Rush S; Rzayev K; Rzeźnik A; Sanford A; Sankaran H; Sarkar A; Sarno L; Scaillet O; Scharnowski S; Schenk-Hoppé KR; Schertler A; Schneider M; Schroeder F; Schürhoff N; Schuster P; Schwarz MA; Seasholes MS; Seeger N; Shachar O; Shkilko A; Shui J; Sikic M; Simion G; Smales LA; Söderlind P; Sojli E; Sokolov K; Spokeviciute L; Stefanova D; Subrahmanyam MG; Neusüss 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; Yagüe 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; Sö 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
    Kirshner S; Sojli E, 2021, 'Forging remote relationships', Science, 372, pp. 24 - 24,
    Journal articles | 2021
    Protzko J; Tanner IZ; Dedyo MD; Fu JJ; Perma B; Friedman DA; Blidner AG; Johnston JT; Srivastava AK; Ruscher R; Kupz A; Tarselli MA; Beardsley F; Jensen MM; Konstantinides N; Agarwal D; Yuen J; Gopinath SD; Duong MT; Strong M; Soták M; Burnette K; Kirshner SN; Nikolaou A; Ali BA; de Oliveira BA; Sojli E, 2021, 'Defining events: 2020 in hindsight', Science, 371, pp. 22 - 24,
    Journal articles | 2021
    Sojli E; Tham WW; Bryant R; McAleer M, 2021, 'COVID-19 restrictions and age-specific mental health—U.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
    Srivastava S; Heim AB; Yoho R; Moore EB; Richter WE; Strielkowski W; Coulibaly AP; Li K; Penders B; Sojli E; Cao B, 2021, 'Imagining a teaching utopia', Science, 374, pp. 31,
    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 | 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 | 2013
    Karstanje D; Sojli E; Tham WW; van der Wel M, 2013, 'Economic valuation of liquidity timing', Journal of Banking and Finance, 37, pp. 5073 - 5087,
    Journal articles | 2010
    King M; Sarno L; Sojli E, 2010, 'Timing exchange rates using order flow: The case of the Loonie', Journal of Banking and Finance, 34, pp. 2917 - 2928,
    Journal articles | 2010
    Rime D; Sarno L; Sojli E, 2010, 'Exchange rate forecasting, order flow and macroeconomic information', Journal of International Economics, 80, pp. 72 - 88,
    Journal articles | 2009
    Sarno L; Sojli E, 2009, 'The feeble link between exchange rates and fundamentals: Can we blame the discount factor?', Journal of Money, Credit and Banking, 41, pp. 437 - 442,
    Journal articles |
    Menkveld AJ, 'Non-Standard Errors', SSRN Electronic Journal,
  • 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; Dzieliński M; Eksi A; El Kalak I; ter Ellen S; Eugster N; Evans MDD; Farrell M; Félez-Viñas E; Ferrara G; FERROUHI EM; Flori A; Fluharty-Jaidee J; Foley S; Fong KYL; Foucault T; Franus T; Franzoni FA; Frijns B; Frömmel M; Fu S; Füllbrunn S; Gan B; Gehrig T; Gerritsen D; Gil-Bazo J; Glosten LR; Gomez T; Gorbenko A; Güçbilmez U; Grammig J; Gregoire V; Hagströmer 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; Nordén LL; O'Neill P; Obaid K; Ødegaard BA; Östberg P; Painter M; Palan S; Palit I; Park A; Pascual Gascó R; Pasquariello P; Pastor L; Patel V; Patton AJ; Pearson ND; Pelizzon L; Pelster M; Pérignon C; Pfiffer C; Philip R; Plíhal T; Prakash P; Press O-A; Prodromou T; Putnins TJ; Raizada G; Rakowski DA; Ranaldo A; Regis L; Reitz S; Renault T; Wang R; Renò R; Riddiough S; Rinne K; Rintamäki P; Riordan R; RITTMANNSBERGER T; Rodríguez Longarela I; Rösch D; Rognone L; Roseman B; Rosu I; Roy S; Rudolf N; Rush S; Rzayev K; Rzeźnik A; Sanford A; Sankaran H; Sarkar A; Sarno L; Scaillet O; Scharnowski S; Schenk-Hoppé KR; Schertler A; Schneider M; Schroeder F; Schürhoff N; Schuster P; Schwarz MA; Seasholes MS; Seeger N; Shachar O; Shkilko A; Shui J; Sikic M; Simion G; Smales LA; Söderlind P; Sojli E; Sokolov K; Spokeviciute L; Stefanova D; Subrahmanyam MG; Neusüss 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; Yagüe 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; Sö 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
    Preprints | 2023
    Yin H; Aryani A; Lambert G; White M; Salvador-Carulla L; Sadiq S; Sojli E; Boddy J; Murray G; Tham WW, 2023, Leveraging Artificial Intelligence Technology for Mapping Research to Sustainable Development Goals: A Case Study, ,
    Preprints |
    Agarwal S; Sojli E; Tham WW, Commute Time and Labor Supply, ,
    Preprints |
    Furche A; Sojli E, Central Bank Issued Digital Cash,
    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, ,
    Preprints |
    Sojli E; Tham WW; Wang W, Market-wide Events and Time Fixed Effects,
  • Media | 2019
    Sojli E, 2019, Libra isn’t dead yet – the killer blow will come from governments issuing their own digital currencies, ,

2019:ÌýWomen and Science research grant, Dauphine Foundation

2017-2020: Scientia fellowship

2009-2011: Marie Curie fellowshipÌý

2018:ÌýFIRN CFA Prize

Ìý Ìý Ìý Ìý Ìý ÌýNFA Best Paper in Firm Growth and Innovation

Ìý Ìý Ìý Ìý Ìý ÌýBFCM Best Paper Award

Ìý Ìý Ìý Ìý Ìý ÌýOutstanding reviewer - Journal of International Money and FinanceÌý Ìý Ìý Ìý Ìý Ìý

2016: Outstanding reviewer - Journal of Banking and Finance

2014: Crowell Second Prize by PanAgora Asset Management

2019, 14, 13: Finalist FMA Best Paper Award in Market microstructure

Media Releases

My Research Supervision

  • Leo Liu
  • Yufeng Yao
  • David Webb

My Teaching

Trading in Financial Securities,ÌýPortfolio Management,ÌýMultinational Financial Management (CEMS Program),ÌýCorporate FinanceÌý(Liberal Arts),ÌýInternational Financial Markets,ÌýBanking and Financial Intermediation, International Bank Management, Financial Intermediaries