Julia Henker

Bond University

Associate Professor

Gold Coast, QLD 4229

Australia

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 18,370

SSRN RANKINGS

Top 18,370

in Total Papers Downloads

2,548

CITATIONS
Rank 14,145

SSRN RANKINGS

Top 14,145

in Total Papers Citations

26

Scholarly Papers (13)

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 556 (47,567)
Citation 13

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 532 (50,284)
Citation 2

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 363 (80,060)
Citation 7

Abstract:

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

4.

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 227 (132,381)

Abstract:

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

5.

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 217 (138,252)

Abstract:

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Momentum, abnormal returns, portfolio selection, momentum portfolio

6.

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 178 (166,015)
Citation 1

Abstract:

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Experimental Finance, Asset Price Bubbles, Order Imbalance

7.

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 160 (182,094)
Citation 1

Abstract:

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trading imbalance, retail investor, feedback trading

8.

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 146 (196,528)

Abstract:

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Short-selling, short selling ban, market quality

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 113 (239,547)

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 52 (375,207)

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 3 (617,184)
Citation 7
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12.

Retail Investors Exonerated: The Case of the January Effect

Accounting & Finance, Vol. 52, Issue 4, pp. 1083-1099, 2012
Number of pages: 17 Posted: 14 Dec 2012
Julia Henker and Jojo Paul
Bond University and University of New South Wales (UNSW)
Downloads 1 (639,506)
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Anomaly, Behavioural finance, January effect, Market efficiency, Retail investors

13.

Effect of the Ban on Short Selling on Market Prices and Volatility

Accounting & Finance, Vol. 57, Issue 3, pp. 727-757, 2017
Number of pages: 31 Posted: 06 Sep 2017
Uwe Helmes, Julia Henker and Thomas Henker
UNSW Business School, Bond University and Bond University
Downloads 0 (657,681)
Citation 1
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Short‐selling restrictions, Price support, Market quality, Short‐selling ban