Ólan Thomas Henry
Names
| first: |
Ólan |
| middle: |
Thomas |
| last: |
Henry |
Identifer
Contact
Affiliations
-
University of Liverpool
/ Management School
Research profile
author of:
- The determinants of short selling: evidence from the Hong Kong equity market (RePEc:bla:acctfi:v:52:y:2012:i::p:183-216)
by Michael McKenzie & Ólan T. Henry - The Volatility of Real Exchange Rates: The Australian Case (RePEc:bla:ausecp:v:38:y:1999:i:2:p:79-90)
by Olan T. Henry & Peter M. Summers - Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios (RePEc:bla:ausecp:v:38:y:1999:i:4:p:393-406)
by Ólan T. Henry & John Sharma - Identifying Interdependencies Between South‐East Asian Stock Markets: A Non‐Linear Approach (RePEc:bla:ausecp:v:46:y:2007:i:2:p:122-135)
by Ólan T. Henry & Nilss Olekalns & Rajith W.D. Lakshman - Web‐Based Resources for the Macroeconomist (RePEc:bla:ausecr:v:31:y:1998:i:4:p:430-434)
by Ólan T. Henry - Australian Economic Growth: Nonlinearities and International Influences (RePEc:bla:ecorec:v:76:y:2000:i:235:p:365-373)
by Ólan T. Henry & Peter M. Summers - Exchange Rate Instability: A Threshold Autoregressive Approach (RePEc:bla:ecorec:v:77:y:2001:i:237:p:160-166)
by Ólan T. Henry & Nilss Olekalns & Peter M. Summers - Are Private Sector Consumption Decisions Affected by Public Sector Consumption? (RePEc:bla:ecorec:v:77:y:2001:i:239:p:361-373)
by Ólan T. Henry & Nilss Olekalns - The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market (RePEc:bla:obuest:v:64:y:2002:i:5:p:487-507)
by Chris Brooks & Ólan T. Henry - The Asymmetric Effects of Uncertainty on Inflation and Output Growth (RePEc:ecj:ac2003:187)
by Shields, KalvInder & Kevin B Grier & Olan T Henry & Nilss Olekalns - Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia (RePEc:eee:ecmode:v:17:y:2000:i:4:p:497-513)
by Brooks, Chris & Henry, Olan T. - Rational habit modification in consumption (RePEc:eee:ecmode:v:19:y:2002:i:4:p:665-678)
by Messinis, George & Henry, Olan & Olekalns, Nilss - Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models (RePEc:eee:ecolet:v:67:y:2000:i:3:p:245-251)
by Brooks, Chris & Henry, Olan T. - Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies (RePEc:eee:ecolet:v:94:y:2007:i:3:p:383-388)
by Henry, Olan T. & Olekalns, Nilss & Suardi, Sandy - Can we forecast better in periods of low uncertainty? The role of technical indicators (RePEc:eee:empfin:v:71:y:2023:i:c:p:1-12)
by Ferrer Fernández, María & Henry, Ólan & Pybis, Sam & Stamatogiannis, Michalis P. - Regime switching in the relationship between equity returns and short-term interest rates in the UK (RePEc:eee:jbfina:v:33:y:2009:i:2:p:405-414)
by Henry, Ólan T. - Does the Australian dollar real exchange rate display mean reversion (RePEc:eee:jimfin:v:21:y:2002:i:5:p:651-666)
by Henry, Olan T. & Olekalns, Nilss - Is there a unit root in inflation? (RePEc:eee:jmacro:v:26:y:2004:i:3:p:481-500)
by Henry, Olan T. & Shields, Kalvinder - Sign and phase asymmetry: News, economic activity and the stock market (RePEc:eee:jmacro:v:32:y:2010:i:4:p:1083-1100)
by Henry, Ólan & Olekalns, Nilss & Shields, Kalvinder - Quantifying time variation and asymmetry in measures of covariance risk: a simulation approach (RePEc:elg:eechap:14545_18)
by Ólan T. Henry & Nilss Olekalns & Kalvinder K. Shields - Unknown item repec:eme:jpf000:09588689610111629
- Energy Flux Method for Wave Energy Converters (RePEc:gam:jeners:v:17:y:2024:i:19:p:4991-:d:1493226)
by Gabriel Thomas Scarlett & James Cameron McNatt & Alan Henry & Abel Arredondo-Galeana - The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong (RePEc:hkm:wpaper:032004)
by Olan T. Henry & Michael McKenzie - The asymmetric effects of uncertainty on inflation and output growth (RePEc:jae:japmet:v:19:y:2004:i:5:p:551-565)
by Kevin B. Grier & Ólan T. Henry & Nilss Olekalns & Kalvinder Shields - The Determinnts of Short Selling in the Hong Kong Equities Market (RePEc:mlb:wpaper:1001)
by Michael McKenzie & Olan T. Henry - Between The Rock and a Hard Place: Regime Switching in the RelationshipBetween Short-Term Interest Rates and Equity Returns in the UK (RePEc:mlb:wpaper:1019)
by Olan T Henry - Economic Activity and the Stock Market: The Asymmetric Impact of Fundamental and Non-Fundamental News (RePEc:mlb:wpaper:1039)
by Ólan Henry & Nilss Olekalns & Kalvinder Shields - GARCH Models of term Structure Term Premia: A Cautionary Note (RePEc:mlb:wpaper:470)
by Henry, O.T.J. - Modelling the Assymetry of Stock Market Volatility (RePEc:mlb:wpaper:487)
by Henry, O.T.J. - A Variance Decomposition for the Excess Return on Australian Stocks (RePEc:mlb:wpaper:497)
by Henry, O.T.J. - Does the Australian Dollar Real Exchange Rate Really Display Mean Reversion? (RePEc:mlb:wpaper:616)
by Henry, O. - Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios (RePEc:mlb:wpaper:617)
by Henry, O. & Sharma, J. - The Volatility of U.S. Term Structure Term Premia 1952-1991 (RePEc:mlb:wpaper:620)
by Henry, O.T. - Identifying Currency Crisis Using Treshold Autoregressions: Australia and the East Asian "Meltdown" (RePEc:mlb:wpaper:655)
by Henry, O.T. & Olekalns, N. & Summers, P.M. - Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia (RePEc:mlb:wpaper:676)
by Brooks, C. & Henry, O.T. - Are Private Sector Consumption Decisions Affected by Public Sector Consumption? (RePEc:mlb:wpaper:687)
by Henry, O. & Olekalns, N. - Optimal Hedging and the Value of News (RePEc:mlb:wpaper:717)
by Brooks, C. & Henry, O.T. & Persand, G. - Are Shocks to Inflation Infinitely Persistent? (RePEc:mlb:wpaper:718)
by Henry, O.T. - A Comment on (RePEc:mlb:wpaper:719)
by Henry, O.T. & Olekalns, N. - Changes in Regime and the Long Run Fisher Effect: a Threshold Cointegration Analysis (RePEc:mlb:wpaper:720)
by Henry, O.T. - Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models (RePEc:mlb:wpaper:723)
by Brooks, C. & Henry, O.T. - Rational Habit Modification: the Role of Credit (RePEc:mlb:wpaper:729)
by Henry, O. & Messinis, G. & Olekalns, N. - The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market (RePEc:mlb:wpaper:733)
by Brooks, C. & Henry, O.T. - Australian Economic Growth: Non-Linearities and Internaitonal Influences (RePEc:mlb:wpaper:738)
by Henry, O.T. & Summers, P.M. - The Effect of Recessions on the Relationship between Output Variability and Growth (RePEc:mlb:wpaper:745)
by Henry, O.T. & Olekalns, N. - The Displacement Hypothesis and Government Spending in the United Kingdom: some new Long-Run Evidence (RePEc:mlb:wpaper:750)
by Henry, O. & Olekalns, N. - The Effects of Uncertainty on Macroeconomic Performance: The Importance of the Conditional Covariance Model (RePEc:mlb:wpaper:818)
by Grier, K.B. & Henry, O.T. & Olekalns, N. - Non-linear Co-Movements in Output Growth: Evidence from the United States and Australia (RePEc:mlb:wpaper:857)
by Olan T. Henry & Nilss Olekalns & Kalvinder Shields - Do Stock Market Returns Predict Changes to Output? Evidence from a Nonlinear Panel Data Model (RePEc:mlb:wpaper:868)
by Ólan T. Henry & Nilss Olekalns & Jonathan Thong - The Impact of Short Selling on the Price–Volume Relationship: Evidence from Hong Kong (RePEc:mlb:wpaper:869)
by Olan T. Henry & Michael McKenzie - Measuring the Response of Macroeconomic Uncertainty to Shocks (RePEc:mlb:wpaper:870)
by Kalvinder Shields & Nilss Olekalns & Ólan T. Henry & Chris Brooks - Time Variation And Asymmetry In The World Price Of Covariance Risk: The Implications For International Diversification (RePEc:mlb:wpaper:907)
by Olan T. Henry & Nilss Olekalns & Kalvinder Shields - Testing for a Level Effect in Short-Term Interest Rates (RePEc:mlb:wpaper:924)
by Olan T. Henry & Sandy Suardi - Equity Return and Short-Term Interest Rate Volatility : Level Effects and Asymmetric Dynamics (RePEc:mlb:wpaper:941)
by Olan T. Henry & Nilss Olekalns & Sandy Suardi - Testing For Asymmetry In Interest Rate Volatility In The Presence Of A Neglected Level Effect (RePEc:mlb:wpaper:945)
by O.T. Henry & S. Suardi - Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty:Evidence from the G7 Economies (RePEc:mlb:wpaper:959)
by Olan T. Henry & Nilss Olekalns & Sandy Suardi - Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics (RePEc:qld:uqmrg6:02)
by Sandy Suardi & O.T.Henry & N. Olekalns - Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty: Evidence from the G7 Economies (RePEc:qld:uqmrg6:03)
by Sandy Suardi & O.T.Henry & N. Olekalns - Do stock market returns predict changes to output? Evidence from a nonlinear panel data model (RePEc:spr:empeco:v:29:y:2004:i:3:p:527-540)
by Ólan T. Henry & Nilss Olekalns & Jonathan Thong - Unknown item RePEc:taf:apfiec:v:12:y:2002:i:10:p:725-729 (article)
- Unknown item RePEc:taf:apfiec:v:8:y:1998:i:2:p:145-153 (article)
- Unknown item RePEc:taf:apfiec:v:9:y:1999:i:3:p:263-271 (article)
- Peacock and Wiseman's displacement hypothesis: some new long-run evidence for the UK (RePEc:taf:applec:v:42:y:2010:i:11:p:1455-1460)
by O. Henry & N. Olekalns - Modeling trade duration in U.S. Treasury markets (RePEc:taf:quantf:v:13:y:2013:i:9:p:1431-1442)
by Mardi Dungey & Olan Henry & Michael Mckenzie - From Trade-to-Trade in US Treasuries (RePEc:tas:wpaper:10446)
by Dungey, Mardi & Henry, Olan & McKenzie, Michael - The impact of jumps and thin trading on realized hedge ratios (RePEc:tas:wpaper:16318)
by Dungey, Mardi & Henry, Olan T & Hvodzdyk, Lyudmyla - Measuring the Response of Macroeconomic Uncertainty to Shocks (RePEc:tpr:restat:v:87:y:2005:i:2:p:362-370)
by Kalvinder Shields & Nilss Olekalns & Ãlan T. Henry & Chris Brooks - The Effect of Asymmetries on Optimal Hedge Ratios (RePEc:ucp:jnlbus:v:75:y:2002:i:2:p:333-352)
by Chris Brooks & Olan T. Henry & Gita Persand - The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong (RePEc:ucp:jnlbus:v:79:y:2006:i:2:p:671-692)
by Ólan T. Henry & Michael McKenzie - Can financial uncertainty forecast aggregate stock market returns? (RePEc:wly:finmar:v:33:y:2024:i:2:p:91-111)
by Ólan Henry & Semih Kerestecioglu & Sam Pybis - The Effect of Recessions on the Relationship between Output Variability and Growth (RePEc:wly:soecon:v:68:y:2002:i:3:p:683-692)
by Ólan T. Henry & Nilss Olekalns