
Professor Olan Henry B.A. (Hons) Economics, M.A. Economics, Ph.D.
Professor of Finance Finance and Accounting
- +44 (0)151 795 2177
- Work email Olan.Henry@liverpool.ac.uk
- About
- Research
- Publications
- Teaching
- Professional Activities
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
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
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
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
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
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
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
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
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
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
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
- About
- Research
- Publications
- Teaching
- Professional Activities