Henry Leung
Names
Identifer
Contact
Affiliations
-
University of Sydney
/ Business School
/ Discipline of Finance
Research profile
author of:
- Comovement of dairy product futures and firm value: returns and volatility (RePEc:ags:aareaj:338504)
by Leung, Henry & Furfaro, Frank - Comovement of dairy product futures and firm value: returns and volatility (RePEc:bla:ajarec:v:64:y:2020:i:3:p:632-654)
by Henry Leung & Frank Furfaro - Agreeing to Disagree: Informativeness of Sentiments in Internet Message Boards (RePEc:dar:wpaper:150251)
by Ton, Thai & Leung, Henry & Gao, Yang & Schiereck, Dirk - The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks (RePEc:dar:wpaper:85516)
by Leung, H. & Ton, T. - CEO traders and corporate acquisitions (RePEc:eee:corfin:v:54:y:2019:i:c:p:107-127)
by Leung, Henry & Tse, Jeffrey & Westerholm, P. Joakim - The information value of M&A press releases (RePEc:eee:corfin:v:82:y:2023:i:c:s0929119923001141)
by Cao, Yang & Kiesel, Florian & Leung, Henry - Volatility spillovers and determinants of contagion: Exchange rate and equity markets during crises (RePEc:eee:ecmode:v:61:y:2017:i:c:p:169-180)
by Leung, Henry & Schiereck, Dirk & Schroeder, Florian - Forecasting tail risk measures for financial time series: An extreme value approach with covariates (RePEc:eee:empfin:v:71:y:2023:i:c:p:29-50)
by James, Robert & Leung, Henry & Leung, Jessica Wai Yin & Prokhorov, Artem - Closer than ever: Growing business-level connections between Australia and Europe (RePEc:eee:eurman:v:41:y:2023:i:2:p:181-190)
by Choy, S.T. Boris & Davis, Teresa & Ding, Hanyun & Gao, Mingze & Garbuio, Massimo & Hardy, Catherine & Leung, Henry & Luong, Thanh & Patmore, Greg & Peter, Sandra & Qiu, Buhui & Riemer, Kai & Shields, - Do intra-day auctions improve market liquidity? (RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320315889)
by Gan, Quan & Leung, Henry & Zhou, Zhou - Consumer behaviour and credit supply: Evidence from an Australian FinTech lender (RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005779)
by Gao, Mingze & Leung, Henry & Liu, Linhui & Qiu, Buhui - Determinants of household broker choices and their impacts on performance (RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426619301402)
by Fong, Kingsley & Krug, Juliane D. & Leung, Henry & Westerholm, Joakim P. - Organization capital and executive performance incentives (RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302788)
by Gao, Mingze & Leung, Henry & Qiu, Buhui - Partial moment momentum (RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003125)
by Gao, Yang & Leung, Henry & Satchell, Stephen - A machine learning attack on illegal trading (RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003156)
by James, Robert & Leung, Henry & Prokhorov, Artem - The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks (RePEc:eee:jbfina:v:55:y:2015:i:c:p:37-55)
by Leung, Henry & Ton, Thai - Who Values Economist Forecasts? Evidence From Trading in Treasury Markets (RePEc:eee:jfinin:v:49:y:2022:i:c:s1042957321000358)
by James, Robert & Jarnecic, Elvis & Leung, Henry - Impact of short selling restrictions on informed momentum trading: Australian evidence (RePEc:eee:pacfin:v:45:y:2017:i:c:p:103-115)
by Gao, Yang & Leung, Henry - Agreeing to disagree: Informativeness of sentiments in internet message boards (RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002373)
by Ton, Thai & Leung, Henry & Gao, Yang & Schiereck, Dirk - Information asymmetry and the cost of equity capital (RePEc:eee:reveco:v:27:y:2013:i:c:p:611-620)
by He, William Peng & Lepone, Andrew & Leung, Henry - Systematic Trading Behavior and the Cross-Section of Stock Returns on the OMXH (RePEc:oup:revfin:v:18:y:2014:i:6:p:2325-2374.)
by Henry Leung & Annica Rose & P. Joakim Westerholm - A critique of momentum strategies (RePEc:pal:assmgt:v:19:y:2018:i:5:d:10.1057_s41260-018-0080-0)
by Yang Gao & Henry Leung & Stephen Satchell - Unequal access to analyst research (RePEc:sae:ausman:v:38:y:2013:i:2:p:253-277)
by Andrew Lepone & Henry Leung & J George Li - Flash crash in an OTC market: trading behaviour of agents in times of market stress (RePEc:taf:eurjfi:v:26:y:2020:i:15:p:1569-1589)
by Florian Schroeder & Andrew Lepone & Henry Leung & Stephen Satchell - The role of optionābased information on StockTwits, options trading volume, and stock returns (RePEc:wly:jfutmk:v:43:y:2023:i:8:p:1091-1125)
by Zin Yau Heng & Henry Leung