13
H index
14
i10 index
741
Citations
Ólan Thomas Henry : Citation Profile
University of Liverpool | RESEARCH PRODUCTION: 32 Articles 38 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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29 years (1995 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ólan Thomas Henry. | Is cited by:
| Cites to:
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Main data
Where Ólan Thomas Henry has published?
| Journals with more than one article published | # docs |
|---|---|
| Australian Economic Papers | 3 |
| Applied Financial Economics | 3 |
| The Economic Record | 3 |
| Journal of Macroeconomics | 2 |
| The Journal of Business | 2 |
| Economic Modelling | 2 |
| Economics Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / University of Tasmania, Tasmanian School of Business and Economics | 2 |
Recent works citing Ólan Thomas Henry (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Calendar Effects on Returns, Volatility and Higher Moments: Evidence from Crypto Markets. (2024). Leccadito, Arturo ; Lawuobahsumo, Kokulo ; Algieri, Bernardina. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024001. Full description at Econpapers || Download paper |
| 2024 | Consistent Specification Test of the Quantile Autoregression. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Effects of Crude Oil Price Uncertainty on Fossil Fuel Production, Clean Energy Consumption, and Output Growth: An Empirical Study of the U.S.. (2024). Rakhimov, Eshmurod ; Dhiensiri, Nont ; Avazkhodjaev, Salokhiddin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-36. Full description at Econpapers || Download paper |
| 2024 | Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach. (2024). Bosupeng, Mpho ; Naranpanawa, Athula. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323004042. Full description at Econpapers || Download paper |
| 2024 | Inflation dynamics and persistence: The importance of the uncertainty channel. (2024). Canepa, Alessandra. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000603. Full description at Econpapers || Download paper |
| 2024 | Why do firms with no leverage still have leverage and volatility feedback effects?. (2024). Smith, Geoffrey Peter. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000513. Full description at Econpapers || Download paper |
| 2024 | Impact of population aging and declining birth rates on household consumption structure: Evidence from China. (2024). Hui, Meimei ; Dou, Lei ; Fan, Shiwen. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324009620. Full description at Econpapers || Download paper |
| 2024 | Hedging inflation expectations in the cryptocurrency futures market. (2024). Valcarcel, Victor J ; Liu, Jinan. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001055. Full description at Econpapers || Download paper |
| 2024 | Multivariable degradation modeling and life prediction using multivariate fractional Brownian motion. (2024). Krishnan, Krishna ; Yuan, Liang ; Si, Wujun ; Asgari, Ali ; Wei, Wei. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:248:y:2024:i:c:s0951832024002205. Full description at Econpapers || Download paper |
| 2025 | Global Stock Markets during Covid-19: Did Rationality Prevail?. (2025). Sharma, Agam ; Hadlul, Seham ; Bragues, George ; Talebi, Alireza. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004033. Full description at Econpapers || Download paper |
Works by Ólan Thomas Henry:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | The determinants of short selling: evidence from the Hong Kong equity market In: Accounting and Finance. [Full Text][Citation analysis] | article | 4 |
| 1999 | The Volatility of Real Exchange Rates: The Australian Case In: Australian Economic Papers. [Full Text][Citation analysis] | article | 2 |
| 1999 | Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios In: Australian Economic Papers. [Full Text][Citation analysis] | article | 12 |
| 1998 | Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios.(1998) In: Department of Economics - Working Papers Series. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2007 | IDENTIFYING INTERDEPENDENCIES BETWEEN SOUTH‐EAST ASIAN STOCK MARKETS: A NON‐LINEAR APPROACH In: Australian Economic Papers. [Full Text][Citation analysis] | article | 7 |
| 1998 | Web‐Based Resources for the Macroeconomist In: Australian Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2000 | Australian Economic Growth: Nonlinearities and International Influences In: The Economic Record. [Full Text][Citation analysis] | article | 4 |
| 2000 | Australian Economic Growth: Non-Linearities and Internaitonal Influences..(2000) In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2001 | Exchange Rate Instability: A Threshold Autoregressive Approach In: The Economic Record. [Full Text][Citation analysis] | article | 9 |
| 2001 | Are Private Sector Consumption Decisions Affected by Public Sector Consumption? In: The Economic Record. [Full Text][Citation analysis] | article | 1 |
| 1999 | Are Private Sector Consumption Decisions Affected by Public Sector Consumption?..(1999) In: Department of Economics - Working Papers Series. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2002 | The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 9 |
| 2000 | The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market..(2000) In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2003 | The Asymmetric Effects of Uncertainty on Inflation and Output Growth In: Royal Economic Society Annual Conference 2003. [Full Text][Citation analysis] | paper | 197 |
| 2004 | The asymmetric effects of uncertainty on inflation and output growth.(2004) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 197 | article | |
| 2000 | Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia In: Economic Modelling. [Full Text][Citation analysis] | article | 25 |
| 1999 | Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia..(1999) In: Department of Economics - Working Papers Series. [Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2002 | Rational habit modification in consumption In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
| 2000 | Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models In: Economics Letters. [Full Text][Citation analysis] | article | 14 |
| 1999 | Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models..(1999) In: Department of Economics - Working Papers Series. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2007 | Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies In: Economics Letters. [Full Text][Citation analysis] | article | 13 |
| 2006 | Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty:Evidence from the G7 Economies.(2006) In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty: Evidence from the G7 Economies.() In: MRG Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | ||
| 2023 | Can we forecast better in periods of low uncertainty? The role of technical indicators In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 1 |
| 2009 | Regime switching in the relationship between equity returns and short-term interest rates in the UK In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 53 |
| 2002 | Does the Australian dollar real exchange rate display mean reversion In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 28 |
| 2004 | Is there a unit root in inflation? In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 30 |
| 2010 | Sign and phase asymmetry: News, economic activity and the stock market In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 8 |
| 2013 | Quantifying time variation and asymmetry in measures of covariance risk: a simulation approach In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2024 | Energy Flux Method for Wave Energy Converters In: Energies. [Full Text][Citation analysis] | article | 0 |
| 2004 | The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong In: Working Papers. [Full Text][Citation analysis] | paper | 23 |
| 2003 | The Impact of Short Selling on the Price–Volume Relationship: Evidence from Hong Kong.(2003) In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2006 | The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong.(2006) In: The Journal of Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
| 2007 | The Determinnts of Short Selling in the Hong Kong Equities Market In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Between The Rock and a Hard Place: Regime Switching in the RelationshipBetween Short-Term Interest Rates and Equity Returns in the UK In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Economic Activity and the Stock Market: The Asymmetric Impact of Fundamental and Non-Fundamental News In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 1995 | GARCH Models of term Structure Term Premia: A Cautionary Note. In: Department of Economics - Working Papers Series. [Citation analysis] | paper | 0 |
| 1995 | Modelling the Assymetry of Stock Market Volatility. In: Department of Economics - Working Papers Series. [Citation analysis] | paper | 8 |
| 1998 | Modelling the asymmetry of stock market volatility.(1998) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 1995 | A Variance Decomposition for the Excess Return on Australian Stocks. In: Department of Economics - Working Papers Series. [Citation analysis] | paper | 1 |
| 1998 | Does the Australian Dollar Real Exchange Rate Really Display Mean Reversion? In: Department of Economics - Working Papers Series. [Citation analysis] | paper | 0 |
| 1998 | The Volatility of U.S. Term Structure Term Premia 1952-1991 In: Department of Economics - Working Papers Series. [Citation analysis] | paper | 2 |
| 1999 | The volatility of US term structure term premia 1952 - 1991.(1999) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 1998 | Identifying Currency Crisis Using Treshold Autoregressions: Australia and the East Asian Meltdown. In: Department of Economics - Working Papers Series. [Citation analysis] | paper | 0 |
| 1999 | Optimal Hedging and the Value of News. In: Department of Economics - Working Papers Series. [Citation analysis] | paper | 4 |
| 1999 | Are Shocks to Inflation Infinitely Persistent?. In: Department of Economics - Working Papers Series. [Citation analysis] | paper | 0 |
| 1999 | A Comment on In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
| 1999 | Changes in Regime and the Long Run Fisher Effect: a Threshold Cointegration Analysis. In: Department of Economics - Working Papers Series. [Citation analysis] | paper | 1 |
| 1999 | Rational Habit Modification: the Role of Credit. In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2000 | The Effect of Recessions on the Relationship between Output Variability and Growth. In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 16 |
| 2002 | The Effect of Recessions on the Relationship between Output Variability and Growth.(2002) In: Southern Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2000 | The Displacement Hypothesis and Government Spending in the United Kingdom: some new Long-Run Evidence. In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2001 | The Effects of Uncertainty on Macroeconomic Performance: The Importance of the Conditional Covariance Model. In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Non-linear Co-Movements in Output Growth: Evidence from the United States and Australia In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Do Stock Market Returns Predict Changes to Output? Evidence from a Nonlinear Panel Data Model In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 37 |
| 2004 | Do stock market returns predict changes to output? Evidence from a nonlinear panel data model.(2004) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | article | |
| 2003 | Measuring the Response of Macroeconomic Uncertainty to Shocks In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 34 |
| 2005 | Measuring the Response of Macroeconomic Uncertainty to Shocks.(2005) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | article | |
| 2004 | TIME VARIATION AND ASYMMETRY IN THE WORLD PRICE OF COVARIANCE RISK: THE IMPLICATIONS FOR INTERNATIONAL DIVERSIFICATION In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Testing for a Level Effect in Short-Term Interest Rates In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Equity Return and Short-Term Interest Rate Volatility : Level Effects and Asymmetric Dynamics In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics.() In: MRG Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | ||
| 2005 | TESTING FOR ASYMMETRY IN INTEREST RATE VOLATILITY IN THE PRESENCE OF A NEGLECTED LEVEL EFFECT In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Long memory in stock returns: some international evidence In: Applied Financial Economics. [Full Text][Citation analysis] | article | 78 |
| 2010 | Peacock and Wisemans displacement hypothesis: some new long-run evidence for the UK In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
| 2013 | Modeling trade duration in U.S. Treasury markets In: Quantitative Finance. [Full Text][Citation analysis] | article | 6 |
| 2010 | From Trade-to-Trade in US Treasuries In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2013 | The impact of jumps and thin trading on realized hedge ratios In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | The Effect of Asymmetries on Optimal Hedge Ratios In: The Journal of Business. [Full Text][Citation analysis] | article | 96 |
| In: . [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team