Sean Foley
Macquarie University
H-index: 17
Oceania-Australia
Top articles of Sean Foley
Sharks in the dark: Quantifying HFT dark pool latency arbitrage
Journal of Economic Dynamics and Control
2024/1/1
Sean Foley
H-Index: 11
Crisis Capital: Private Placements During COVID‐19
Abacus
2023/12/11
Sean Foley
H-Index: 11
When bigger is better: The impact of a tiny tick size on undercutting behavior
Journal of Financial and Quantitative Analysis
2023/9
Sean Foley
H-Index: 11
How should we ring the closing bell? Determining optimal closing auction design
Determining Optimal Closing Auction Design (March 15, 2022)
2022/3/15
Sean Foley
H-Index: 11
Financial Uncertainty and the Cross-Section of Cryptocurrency Returns
Available at SSRN 4510856
2023/7
Joshua Della Vedova
H-Index: 0
Sean Foley
H-Index: 11
Should Underwriters Be Trusted? Reducing Agency Costs Through Primary Market Supervision
Reducing Agency Costs Through Primary Market Supervision (June 16, 2023)
2023/6/16
A better market design? applying ‘automated market makers’ to traditional financial markets
Applying ‘Automated Market Makers’ to Traditional Financial Markets (June 15, 2023)
2023/6/15
Sean Foley
H-Index: 11
Assessing the impact of battery storage on Australian electricity markets
Energy Economics
2023/4/1
Sean Foley
H-Index: 11
Stefan Trück
H-Index: 21
Tick size wars: The market quality effects of pricing grid competition
Review of Finance
2023/3/1
Sean Foley
H-Index: 11
Why so many coins? Examining the demand for privacy-preserving cryptocurrencies
2023
Not so fast: Identifying and remediating slow and imprecise cryptocurrency exchange data
Finance Research Letters
2023/1/1
Sean Foley
H-Index: 11
Vito Mollica
H-Index: 8
Identifying and Characterising Opening Auction Manipulation
Available at SSRN 4247373
2022
Huu Nhan Duong
H-Index: 10
Sean Foley
H-Index: 11
What is the expected return on Bitcoin? Extracting the term structure of returns from options prices
Economics Letters
2022/1/1
Sean Foley
H-Index: 11
Digital Assets and Markets: A Transaction-Cost analysis of market architectures
2022/12/13
Sean Foley
H-Index: 11
Who buys Bitcoin? The cultural determinants of Bitcoin activity
International Review of Financial Analysis
2022/11/1
Sean Foley
H-Index: 11
Tai-Yong Roh
H-Index: 2
Can Retail Traders Harm Market Efficiency? Evidence from Closing Price Auctions during COVID-19
Evidence from Closing Price Auctions during COVID-19 (August 16, 2022)
2022/8/16
Sean Foley
H-Index: 11
Vinay Patel
H-Index: 2
Can Bitcoin be Trusted? Quantifying the economic value of blockchain transactions
Journal of International Financial Markets, Institutions and Money
2022/7/1
Sean Foley
H-Index: 11
Contagious margin calls: How COVID-19 threatened global stock market liquidity
Journal of Financial Markets
2022/6/1
Sean Foley
H-Index: 11
HONG KONG INSTITUTE FOR MONETARY AND FINANCIAL RESEARCH
2023/12
The impact of procyclical margin requirements on financial market liquidity in Hong Kong
2022/2
Sean Foley
H-Index: 11
Co-Authors
