Julia Henker

Bond University

Associate Professor

Gold Coast, QLD 4229

Australia

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 24,917

SSRN RANKINGS

Top 24,917

in Total Papers Downloads

3,059

SSRN CITATIONS
Rank 29,007

SSRN RANKINGS

Top 29,007

in Total Papers Citations

10

CROSSREF CITATIONS

20

Scholarly Papers (11)

1.

Do Investors Herd Intraday in the Australian Equities Market?

Number of pages: 38 Posted: 02 Jan 2004
Julia Henker, Thomas Henker and Anna Mitsios
Bond University, Bond University and affiliation not provided to SSRN
Downloads 590 (68,683)
Citation 10

Abstract:

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Herding, behavioral finance, excess volatility

2.

The Effect of the Ban on Short Selling on Market Efficiency and Volatility

Number of pages: 55 Posted: 15 Mar 2010 Last Revised: 01 Sep 2010
Uwe Helmes, Julia Henker and Thomas Henker
UNSW Business School, Bond University and Bond University
Downloads 575 (70,844)
Citation 3

Abstract:

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short selling ban, market quality

3.

The Effect of the Ban on Short Selling on Market Efficiency and Volatility

Number of pages: 55 Posted: 08 Oct 2010
Uwe Helmes, Julia Henker and Thomas Henker
UNSW Business School, Bond University and Bond University
Downloads 552 (74,507)
Citation 12

Abstract:

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Short-Selling, Short Selling Ban, Market Quality, Global Financial Crisis, GFC

4.

Survivorship Bias and Alternative Explanations of Momentum Effect

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 38 Posted: 25 Aug 2010 Last Revised: 04 Dec 2014
Julia Henker and Thomas Henker
Bond University and Bond University
Downloads 272 (165,480)
Citation 2

Abstract:

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Momentum, abnormal returns, portfolio selection, momentum portfolio

5.

Bubbles and Buyers: Are Individual Investors the Culprits?

Number of pages: 40 Posted: 23 Aug 2007
Julia Henker and Thomas Henker
Bond University and Bond University
Downloads 246 (182,702)

Abstract:

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retail investor, institutional investor, bubble, anomaly, cognitive error

6.

How the Australian Ban on Short Selling During the GFC Affected Market Quality and Volatility

2012 Financial Markets & Corporate Governance Conference
Number of pages: 55 Posted: 11 Dec 2011
Thomas Henker, Julia Henker and Uwe Helmes
Bond University, Bond University and UNSW Business School
Downloads 227 (197,443)
Citation 1

Abstract:

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Short-selling, short selling ban, market quality

7.

Bursting Bubbles: Linking Experimental Financial Market Results to Field Market Data

Number of pages: 28 Posted: 24 Nov 2006
Julia Henker and Sian A. Owen
Bond University and UNSW Australia Business School, School of Banking and Finance
Downloads 186 (236,648)
Citation 1

Abstract:

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Experimental Finance, Asset Price Bubbles, Order Imbalance

8.

The Effect of Investor Category Trading Imbalances on Stock Returns

Number of pages: 35 Posted: 23 Aug 2007
David B. Colwell, Julia Henker and Terry S. Walter
UNSW Australia Business School, School of Banking and Finance, Bond University and University of Sydney
Downloads 170 (255,551)
Citation 1

Abstract:

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trading imbalance, retail investor, feedback trading

9.

Idiosyncratic Volatility and Retail Investor Preferences in the Australian Market

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 52 Posted: 24 Aug 2010
Deborah Tan and Julia Henker
affiliation not provided to SSRN and Bond University
Downloads 153 (278,870)

Abstract:

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retail investors, behavioral finance, realized volatility

10.

Fragmentation and Consolidation of Dark and Lit Order Books

7th Australasian Actuarial Education and Research Symposium
Number of pages: 39 Posted: 03 Dec 2015
Jay Majtyka, Thomas Henker and Julia Henker
Bond University, Bond University and Bond University
Downloads 84 (424,575)

Abstract:

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Dark pools, off-exchange, fragmentation

11.

Effect of Investor Category Trading Imbalances on Stock Returns

International Review of Finance, Vol. 8, Nos. 3-4, pp. 179-206, September/December 2008
Number of pages: 28 Posted: 02 Dec 2008
David B. Colwell, Julia Henker and Terry Walter
UNSW Australia Business School, School of Banking and Finance, Bond University and Macquarie University
Downloads 4 (900,868)

Abstract:

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