| . |
Henry, Olan T.'s
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total Downloads
526 |
Total
Citations
8 |
|
|
|
|
|
1.
|
|
The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Brooks, Chris University of Reading - ICMA Centre Henry, Olan T. University of Melbourne - Department of Economics
|
|
Posted:
|
|
18 Jun 02
|
|
Last Revised:
|
|
10 Feb 03
|
|
257
(57,438)
|
|
|
|
|
|
Brooks, Chris University of Reading - ICMA Centre Henry, Olan T. University of Melbourne - Department of Economics
|
|
28
|
|
|
| |
|
| |
|
|
|
|
|
|
|
Brooks, Chris University of Reading - ICMA Centre Henry, Olan T. University of Melbourne - Department of Economics
|
|
229
|
|
|
| |
|
| |
Stock Index, Multivariate Asymmetric GARCH, News Impact Surfaces, Conditional Beta Surfaces
|
|
|
|
|
|
2.
|
|
|
McKenzie, Michael D. University of Sydney - Discipline of Finance Henry, Olan T. University of Melbourne - Department of Economics
|
|
195
(76,692)
|
8
|
|
| |
|
| |
|
|
|
3.
|
|
|
McKenzie, Michael D. University of Sydney - Discipline of Finance Henry, Olan T. University of Melbourne - Department of Economics Dungey, Mardi University of Cambridge - Cambridge Endowment for Research in Finance (CERF)
|
|
44
(211,811)
|
|
|
| |
|
| |
US Treasuries, trade duration, workups, news
|
|
|
4.
|
|
|
Henry, Olan T. University of Melbourne - Department of Economics Olekalns, Nilss University of Melbourne - Department of Economics Lakshman, Rajith W.D. University of Colombo - Department of Economics
|
|
30
(243,365)
|
|
|
| |
|
| |
|
|
|
5.
|
|
|
McKenzie, Michael D. University of Sydney - Discipline of Finance Henry, Olan T. University of Melbourne - Department of Economics
|
|
0
(349,334)
|
|
|
| |
|
| |
Short selling, Equities, Market efficiency
|
|
|
6.
|
|
|
Henry, Olan T. University of Melbourne - Department of Economics Olekalns, Nilss University of Melbourne - Department of Economics Suardi, Sandy La Trobe University
|
|
|
|
|
| |
|
| |
|
|
|
7.
|
|
|
Messinis, George Victoria University - Centre for Strategic Economic Studies Henry, Olan T. University of Melbourne - Department of Economics Olekalns, Nilss University of Melbourne - Department of Economics
|
|
|
|
|
| |
|
| |
Consumption, Habit formation, Credit, Habit modification, GMM estimation
|
|
|
8.
|
|
|
Brooks, Chris University of Reading - ICMA Centre Henry, Olan T. University of Melbourne - Department of Economics Persand, Gita University of Bristol - Department of Economics
|
|
|
|
|
| |
|
| |
|
|
Records 1 -
8
of 8 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo1 in 0.579 seconds
|