Olan T. Henry

University of Melbourne - Department of Economics

SCHOLARLY PAPERS

8

DOWNLOADS

647

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (8)

The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market

EFMA 2002 London Meetings
Number of pages: 33 Posted: 18 Jun 2002
Chris Brooks and Olan T. Henry
University of Reading - ICMA Centre and University of Melbourne - Department of Economics
Downloads 244 (128,730)

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Stock Index, Multivariate Asymmetric GARCH, News Impact Surfaces, Conditional Beta Surfaces

The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market

Oxford Bulletin of Economics and Statistics, Vol. 64, pp. 487-507, 2002
Number of pages: 21 Posted: 10 Feb 2003
Chris Brooks and Olan T. Henry
University of Reading - ICMA Centre and University of Melbourne - Department of Economics
Downloads 28 (505,555)
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2.

The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong

Data Not Availalbe, HKIMR Working Paper No. 3/2004
Number of pages: 38 Posted: 25 Jul 2003
Michael D. McKenzie and Olan T. Henry
The University of Sydney - Discipline of Finance and University of Melbourne - Department of Economics
Downloads 247 (127,692)
Citation 4

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3.

Modelling Trade Duration in U.S. Treasury Markets

Number of pages: 23 Posted: 02 Dec 2010
Michael D. McKenzie, Olan T. Henry and Mardi Dungey
The University of Sydney - Discipline of Finance, University of Melbourne - Department of Economics and University of Cambridge - Cambridge Endowment for Research in Finance (CERF)
Downloads 97 (278,687)

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US Treasuries, trade duration, workups, news

4.

Identifying Interdependencies between South-East Asian Stock Markets: A Non-Linear Approach

Australian Economic Papers, Vol. 46, No. 2, pp. 122-135, June 2007
Number of pages: 14 Posted: 01 Jun 2007
University of Melbourne - Department of Economics, University of Melbourne - Department of Economics and University of Colombo - Department of Economics
Downloads 30 (481,548)
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5.

The Determinants of Short Selling: Evidence from the Hong Kong Equity Market

Accounting & Finance, Vol. 52, pp. 183-216, 2012
Number of pages: 34 Posted: 06 Oct 2012
Michael D. McKenzie and Olan T. Henry
The University of Sydney - Discipline of Finance and University of Melbourne - Department of Economics
Downloads 1 (670,083)
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Short selling, Equities, Market efficiency

6.

Testing for Rate Dependence and Asymmetry in Inflation Uncertainty: Evidence from the G7 Economies

Economics Letters, Vol. 94, No. 3, 2007
Posted: 28 Apr 2012
Olan T. Henry, Nilss Olekalns and Sandy Suardi
University of Melbourne - Department of Economics, University of Melbourne - Department of Economics and University of Wollongong

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7.

Rational Habit Modification in Consumption

Economic Modelling, Vol. 19, No. 4, 2002
Posted: 19 Oct 2009
George Messinis, Olan T. Henry and Nilss Olekalns
Victoria University - Victoria Institute of Strategic Economic Studies, University of Melbourne - Department of Economics and University of Melbourne - Department of Economics

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Consumption, Habit formation, Credit, Habit modification, GMM estimation

8.

The Effect of Asymmetries on Optimal Hedge Ratios

The Journal of Business, Vol. 75, No. 2, April 2002
Posted: 03 Oct 2002
Chris Brooks, Olan T. Henry and Gita Persand
University of Reading - ICMA Centre, University of Melbourne - Department of Economics and University of Bristol - Department of Economics

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