Photo of Professor Olan Henry

Professor Olan Henry B.A. (Hons) Economics, M.A. Economics, Ph.D.

Professor of Finance Finance and Accounting

    Publications

    2013

    Quantifying time variation and asymmetry in measures of covariance risk: a simulation approach (Chapter)

    Henry, Ó. T., Olekalns, N., & Shields, K. K. (n.d.). Quantifying time variation and asymmetry in measures of covariance risk: a simulation approach. In Unknown Book (pp. 457-476). Edward Elgar Publishing. doi:10.4337/9780857936097.00028

    DOI: 10.4337/9780857936097.00028

    2012

    The determinants of short selling: evidence from the Hong Kong equity market (Journal article)

    McKenzie, M., & Henry, Ó. T. (2012). The determinants of short selling: evidence from the Hong Kong equity market. Accounting & Finance, 52, 183-216. doi:10.1111/j.1467-629x.2011.00437.x

    DOI: 10.1111/j.1467-629x.2011.00437.x

    2010

    Sign and phase asymmetry: News, economic activity and the stock market (Journal article)

    Henry, Ó., Olekalns, N., & Shields, K. (2010). Sign and phase asymmetry: News, economic activity and the stock market. Journal of Macroeconomics, 32(4), 1083-1100. doi:10.1016/j.jmacro.2010.06.006

    DOI: 10.1016/j.jmacro.2010.06.006

    Peacock and Wiseman's displacement hypothesis: some new long-run evidence for the UK (Journal article)

    Henry, Ó., & Olekalns, N. (2010). Peacock and Wiseman's displacement hypothesis: some new long-run evidence for the UK. Applied Economics, 42(11), 1455-1460. doi:10.1080/00036841003668873

    DOI: 10.1080/00036841003668873

    2009

    Regime switching in the relationship between equity returns and short-term interest rates in the UK (Journal article)

    Henry, Ó. T. (2009). Regime switching in the relationship between equity returns and short-term interest rates in the UK. Journal of Banking & Finance, 33(2), 405-414. doi:10.1016/j.jbankfin.2008.08.001

    DOI: 10.1016/j.jbankfin.2008.08.001

    2007

    IDENTIFYING INTERDEPENDENCIES BETWEEN SOUTH-EAST ASIAN STOCK MARKETS: A NON-LINEAR APPROACH (Journal article)

    HENRY, Ó. T., OLEKALNS, N., & LAKSHMAN, R. W. D. (2007). IDENTIFYING INTERDEPENDENCIES BETWEEN SOUTH-EAST ASIAN STOCK MARKETS: A NON-LINEAR APPROACH. Australian Economic Papers, 46(2), 122-135. doi:10.1111/j.1467-8454.2007.00309.x

    DOI: 10.1111/j.1467-8454.2007.00309.x

    Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies (Journal article)

    Henry, Ó. T., Olekalns, N., & Suardi, S. (2007). Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies. Economics Letters, 94(3), 383-388. doi:10.1016/j.econlet.2006.08.024

    DOI: 10.1016/j.econlet.2006.08.024

    2006

    The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong* (Journal article)

    Henry, Ó. T., & McKenzie, M. (2006). The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong*. The Journal of Business, 79(2), 671-691. doi:10.1086/499135

    DOI: 10.1086/499135

    2005

    Measuring the Response of Macroeconomic Uncertainty to Shocks (Journal article)

    Shields, K., Olekalns, N., Henry, Ó. T., & Brooks, C. (2005). Measuring the Response of Macroeconomic Uncertainty to Shocks. Review of Economics and Statistics, 87(2), 362-370. doi:10.1162/0034653053970276

    DOI: 10.1162/0034653053970276

    2004

    Is there a unit root in inflation? (Journal article)

    Henry, Ó. T., & Shields, K. (2004). Is there a unit root in inflation?. Journal of Macroeconomics, 26(3), 481-500. doi:10.1016/j.jmacro.2003.03.003

    DOI: 10.1016/j.jmacro.2003.03.003

    The asymmetric effects of uncertainty on inflation and output growth (Journal article)

    Grier, K. B., Henry, Ó. T., Olekalns, N., & Shields, K. (2004). The asymmetric effects of uncertainty on inflation and output growth. Journal of Applied Econometrics, 19(5), 551-565. doi:10.1002/jae.763

    DOI: 10.1002/jae.763