Ólan Thomas Henry : Citation Profile

Are you Ólan Thomas Henry?

University of Liverpool

13

H index

14

i10 index

733

Citations

RESEARCH PRODUCTION:

30

Articles

38

Papers

1

Chapters

RESEARCH ACTIVITY:

   28 years (1995 - 2023). See details.
   Cites by year: 26
   Journals where Ólan Thomas Henry has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 21 (2.79 %)

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   Permalink: http://citec.repec.org/phe111
   Updated: 2024-11-04    RAS profile: 2024-03-07    
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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:

Fountas, Stilianos (21)

Gil-Alana, Luis (20)

Miller, Stephen (17)

Serletis, Apostolos (15)

Pelloni, Alessandra (13)

Bredin, Don (12)

Caporale, Guglielmo Maria (11)

Savva, Christos (10)

Baharumshah, Ahmad Zubaidi (9)

cotter, john (8)

Annicchiarico, Barbara (7)

Cites to:

Engle, Robert (41)

Campbell, John (23)

Bollerslev, Tim (21)

Jagannathan, Ravi (21)

Olekalns, Nilss (17)

Perron, Pierre (17)

Diebold, Francis (16)

Brooks, Chris (16)

Andersen, Torben (13)

Pesaran, Mohammad (11)

shin, yongcheol (11)

Main data

Where Ólan Thomas Henry has published?

Journals with more than one article published# docs
Australian Economic Papers3
Applied Financial Economics3
The Economic Record3
Economic Modelling2
Journal of Macroeconomics2
Economics Letters2
The Journal of Business2

Working Papers Series with more than one paper published# docs
Working Papers / University of Tasmania, Tasmanian School of Business and Economics2

Recent works citing Ólan Thomas Henry (2024 and 2023)

YearTitle of citing document
2024Calendar 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.

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2024Consistent Specification Test of the Quantile Autoregression. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898.

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2023.

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2024A review of research on regulation changes in the Asia‐Pacific region. (2018). Chang, Millicent ; Wee, Marvin ; Jackson, Andrew B. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:635-667.

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2023Regime?dependent effects of uncertainty on inflation and output growth: evidence from the United Kingdom and the United States. (2018). Kundu, Srikanta ; Sarkar, Nityananda ; Chowdhury, Kushal Banik. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:65:y:2018:i:4:p:390-413.

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2023Short selling, divergence of opinion and volatility in the corporate bond market. (2023). Tian, Xiao ; Kalev, Petko S ; Duong, Huu Nhan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188922002950.

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2024Does 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.

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2024Inflation 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.

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2023Asymmetric volatility impulse response functions. (2023). Herwartz, Helmut ; Hafner, Christian M. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522004426.

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2023Selecting slacks-based data envelopment analysis models. (2023). Izadikhah, Mohammad ; Tone, Kaoru ; Toloo, Mehdi. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:3:p:1302-1318.

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2023The US-China trade war and the volatility linkages between energy and agricultural commodities. (2023). Poon, Wai-Ching ; Bouri, Elie ; Hasanov, Akram Shavkatovich ; Ling, Natalie Fang. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001032.

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2023Measuring minimum variance hedging effectiveness: Traditional vs. sophisticated models. (2023). Karmakar, Madhusudan ; Sharma, Udayan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001370.

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2023Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach. (2023). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Vellachami, Sanggetha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002314.

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2023Fresh evidence on the oil-stock interactions under heterogeneous market conditions. (2023). Garg, Bhavesh ; Chowdhury, Kushal Banik. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001009.

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2023Using fear, greed and machine learning for optimizing global portfolios: A Black-Litterman approach. (2023). Sharma, Anil K ; Barua, Ronil. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008875.

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2024Hedging 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.

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2023Forecasting real activity using cross-sectoral stock market information. (2023). Stalla-Bourdillon, Arthur ; Chinn, Menzie D ; Chatelais, Nicolas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000013.

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2023Elucidating Directed Statistical Dependencies: Investigating Global Financial Market Indices Influence on Korean Short Selling Activities. (2023). Kim, Woo Chang ; Lee, Myounggu ; Choi, Insu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000847.

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2023Assessing jump and cojumps in financial asset returns with applications in futures markets. (2023). Yun, Mu-Shu ; Yeh, Jin-Huei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002287.

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2024Multivariable 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.

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2023Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363.

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2023Risk Dependence and Risk Spillovers Effect from Crude Oil on the Chinese Stock Market and Gold Market: Implications on Portfolio Management. (2023). Wang, Guannan ; Meng, Juan ; Mo, Bin. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2141-:d:1077108.

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2023INTERLINKA TERLINKAGE OF M GE OF MACROECONOMIC UNCER CROECONOMIC UNCERTAINTY AND MACROECONOMIC PERFORMANCE: EVIDENCE FROM ASEAN-5 COUNTRIES PANEL VAR. (2023). Afin, Rifai. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:26:y:2023:i:1b:p:39-68.

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2023A Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting. (2023). Miller, Stephen ; Boubaker, Heni ; Gupta, Rangan ; Canarella, Giorgio. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10320-z.

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2023Flexible covariance dynamics, high‐frequency data, and optimal futures hedging. (2019). Lai, Yusheng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:12:p:1529-1548.

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2023The effectiveness of crude oil futures hedging during infectious disease outbreaks in the 21st century. (2023). Teo, Jiajun ; Go, Youhow ; Chan, Kam Fong. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1559-1575.

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2024Optimal futures hedging by using realized semicovariances: The information contained in signed high?frequency returns. (2023). Lai, Yusheng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:5:p:677-701.

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Works by Ólan Thomas Henry:

YearTitleTypeCited
2012The determinants of short selling: evidence from the Hong Kong equity market In: Accounting and Finance.
[Full Text][Citation analysis]		article3
1999The Volatility of Real Exchange Rates: The Australian Case. In: Australian Economic Papers.
[Full Text][Citation analysis]		article2
1999Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios. In: Australian Economic Papers.
[Full Text][Citation analysis]		article12
1998Asymmetric 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
2007IDENTIFYING INTERDEPENDENCIES BETWEEN SOUTH-EAST ASIAN STOCK MARKETS: A NON-LINEAR APPROACH In: Australian Economic Papers.
[Full Text][Citation analysis]		article6
1998Web-Based Resources for the Macroeconomist In: Australian Economic Review.
[Full Text][Citation analysis]		article0
2000Australian Economic Growth: Nonlinearities and International Influences In: The Economic Record.
[Full Text][Citation analysis]		article4
2000Australian 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
2001Exchange Rate Instability: A Threshold Autoregressive Approach In: The Economic Record.
[Full Text][Citation analysis]		article9
2001Are Private Sector Consumption Decisions Affected by Public Sector Consumption? In: The Economic Record.
[Full Text][Citation analysis]		article0
1999Are 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: 0		paper
2002The 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]		article9
2000The 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
2003The Asymmetric Effects of Uncertainty on Inflation and Output Growth In: Royal Economic Society Annual Conference 2003.
[Full Text][Citation analysis]		paper194
2004The 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: 194		article
2000Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia In: Economic Modelling.
[Full Text][Citation analysis]		article25
1999Linear 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
2002Rational habit modification in consumption In: Economic Modelling.
[Full Text][Citation analysis]		article6
2000Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models In: Economics Letters.
[Full Text][Citation analysis]		article14
1999Can 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
2007Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies In: Economics Letters.
[Full Text][Citation analysis]		article13
2006Testing 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.
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This paper has nother version. Agregated cites: 13		paper
2023Can we forecast better in periods of low uncertainty? The role of technical indicators In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article1
2009Regime switching in the relationship between equity returns and short-term interest rates in the UK In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article53
2002Does the Australian dollar real exchange rate display mean reversion In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article28
2004Is there a unit root in inflation? In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article30
2010Sign and phase asymmetry: News, economic activity and the stock market In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article8
2013Quantifying time variation and asymmetry in measures of covariance risk: a simulation approach In: Chapters.
[Full Text][Citation analysis]		chapter0
In: .
[Full Text][Citation analysis]		article0
2004The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong In: Working Papers.
[Full Text][Citation analysis]		paper23
2003The 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]
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2006The 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
2007The Determinnts of Short Selling in the Hong Kong Equities Market In: Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper1
2007Between 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]		paper0
2008Economic 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]		paper0
1995GARCH Models of term Structure Term Premia: A Cautionary Note. In: Department of Economics - Working Papers Series.
[Citation analysis]		paper0
1995Modelling the Assymetry of Stock Market Volatility. In: Department of Economics - Working Papers Series.
[Citation analysis]		paper9
1998Modelling the asymmetry of stock market volatility.(1998) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
1995A Variance Decomposition for the Excess Return on Australian Stocks. In: Department of Economics - Working Papers Series.
[Citation analysis]		paper1
1998Does the Australian Dollar Real Exchange Rate Really Display Mean Reversion? In: Department of Economics - Working Papers Series.
[Citation analysis]		paper0
1998The Volatility of U.S. Term Structure Term Premia 1952-1991 In: Department of Economics - Working Papers Series.
[Citation analysis]		paper2
1999The 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
1998Identifying Currency Crisis Using Treshold Autoregressions: Australia and the East Asian Meltdown. In: Department of Economics - Working Papers Series.
[Citation analysis]		paper0
1999Optimal Hedging and the Value of News. In: Department of Economics - Working Papers Series.
[Citation analysis]		paper4
1999Are Shocks to Inflation Infinitely Persistent?. In: Department of Economics - Working Papers Series.
[Citation analysis]		paper0
1999A Comment on In: Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper2
1999Changes in Regime and the Long Run Fisher Effect: a Threshold Cointegration Analysis. In: Department of Economics - Working Papers Series.
[Citation analysis]		paper1
1999Rational Habit Modification: the Role of Credit. In: Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper0
2000The Effect of Recessions on the Relationship between Output Variability and Growth. In: Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper16
2002The 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
2000The 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]		paper0
2001The Effects of Uncertainty on Macroeconomic Performance: The Importance of the Conditional Covariance Model. In: Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper0
2002Non-linear Co-Movements in Output Growth: Evidence from the United States and Australia In: Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper1
2003Do 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]		paper35
2004Do 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: 35		article
2003Measuring the Response of Macroeconomic Uncertainty to Shocks In: Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper34
2005Measuring 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
2004TIME 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]		paper0
2004Testing for a Level Effect in Short-Term Interest Rates In: Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper1
2005Equity Return and Short-Term Interest Rate Volatility : Level Effects and Asymmetric Dynamics In: Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper1
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
2005TESTING 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]		paper0
2002Long memory in stock returns: some international evidence In: Applied Financial Economics.
[Full Text][Citation analysis]		article78
2010Peacock and Wisemans displacement hypothesis: some new long-run evidence for the UK In: Applied Economics.
[Full Text][Citation analysis]		article3
2013Modeling trade duration in U.S. Treasury markets In: Quantitative Finance.
[Full Text][Citation analysis]		article6
2010From Trade-to-Trade in US Treasuries In: Working Papers.
[Full Text][Citation analysis]		paper3
2013The impact of jumps and thin trading on realized hedge ratios In: Working Papers.
[Full Text][Citation analysis]		paper0
2002The Effect of Asymmetries on Optimal Hedge Ratios In: The Journal of Business.
[Full Text][Citation analysis]		article95

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