Henry Leung

University of Sydney Business School

402, H69

The University of Sydney

Sydney, NSW 2006

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

11

DOWNLOADS

991

SSRN CITATIONS

3

CROSSREF CITATIONS

4

Scholarly Papers (11)

1.

The Impact of Manipulation in Internet Stock Message Boards

International Journal of Banking and Finance, Forthcoming
Number of pages: 19 Posted: 03 Nov 2009 Last Revised: 05 Aug 2014
Capital Markets CRC LimitedGoogle Inc., Capital Markets CRC Limited, Capital Markets CRC Limited and University of Sydney Business School
Downloads 414 (97,460)
Citation 3

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Ramping, Market Manipulation, Internet Stock Message Boards, Event Study

2.

Organization Capital and Executive Performance Incentives

Journal of Banking & Finance, Forthcoming
Number of pages: 50 Posted: 09 Jan 2021
Mingze Gao, Henry Leung and Buhui Qiu
University of Sydney Business School, University of Sydney Business School and University of Sydney Business School
Downloads 130 (294,349)

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Organization Capital; Executive Pay-for-Performance Sensitivity

3.

A Machine Learning Attack on Illegal Trading

Number of pages: 58 Posted: 21 Jan 2021 Last Revised: 16 Jun 2021
Robert James, Henry Leung and Artem Prokhorov
The University of Sydney, University of Sydney Business School and University of Sydney Business School
Downloads 113 (325,922)

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Market Manipulation, Dynamic Time Warping, Market Microstructure, Machine Learning, Limit Order Books

4.

The Information Value of M&A Press Releases

Number of pages: 44 Posted: 16 Feb 2022
Yang Cao, Florian Kiesel and Henry Leung
Grenoble Ecole de Management, Free University of Bolzano-Bozen and University of Sydney Business School
Downloads 81 (402,717)

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M&A, Announcement effect, Textual analysis, Sentiment, Disagreement, CEO overconfidence

5.

Forecasting Tail Risk Measures for Financial Time Series: An Extreme Value Approach With Covariates

Number of pages: 42 Posted: 09 Aug 2021 Last Revised: 01 Sep 2021
The University of Sydney, University of Sydney Business School, The University of Sydney and University of Sydney Business School
Downloads 80 (408,512)

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Value-at-Risk, Expected Shortfall, GARCH models, extreme value theory, variable selection, regularization

6.

Social Media Management and Seasoned Equity Offerings

Number of pages: 55 Posted: 24 Jul 2021 Last Revised: 06 Apr 2022
Henry Leung, Ruiqi Mao and Buhui Qiu
University of Sydney Business School, University of Sydney Business School and University of Sydney Business School
Downloads 60 (472,172)

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Social Media Management; Seasoned Equity Offerings; SEO Underpricing

7.

Who Values Economist Forecasts? Evidence From Trading in Treasury Markets

Journal of Financial Intermediation, Forthcoming
Number of pages: 51 Posted: 20 Nov 2019 Last Revised: 30 Sep 2021
Robert James, Elvis Jarnecic and Henry Leung
The University of Sydney, The University of Sydney and University of Sydney Business School
Downloads 51 (508,127)

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Over-The-Counter markets, Market microstructure, Treasury Bond markets, Macroeconomic information, Research analyst forecasts

8.

Do Intra-day Auctions Improve Market Liquidity?

Finance Research Letters, Forthcoming
Number of pages: 18 Posted: 16 Jul 2020 Last Revised: 02 Oct 2020
Quan Gan, Henry Leung and Zhou Zhou
The University of Sydney - Discipline of Finance, University of Sydney Business School and The University of Sydney, Business School, Discipline of Finance, Students
Downloads 38 (569,529)

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intra-day auction, market liquidity, platform competition

9.

Supplementary Material for "A Machine Learning Attack on Illegal Trading"

Number of pages: 9 Posted: 21 Jan 2021 Last Revised: 15 Mar 2022
Robert James, Henry Leung and Artem Prokhorov
The University of Sydney, University of Sydney Business School and University of Sydney Business School
Downloads 24 (654,262)

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10.

Determinants of Household Broker Choice and the Impact on Performance

28th Australasian Finance and Banking Conference
Posted: 21 Aug 2015 Last Revised: 22 Jul 2019
University of New South Wales - School of Banking and Finance, Technical University of Darmstadt, University of Sydney Business School and University of Sydney Business School

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broker choice, demographics, household investor

11.

Unequal Access to Analyst Research

Australian Journal of Management, Vol. 38, No. 2, 2013
Posted: 30 Jul 2013
Andrew Lepone, Henry Leung and J. George Li
University of Sydney, University of Sydney Business School and University of Sydney - School of Economics and Business, Discipline of Finance

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Equity analysts, information asymmetry, information leakage