Henry Leung : Citation Profile

Are you Henry Leung?

University of Sydney

5

H index

4

i10 index

139

Citations

RESEARCH PRODUCTION:

21

Articles

2

Papers

RESEARCH ACTIVITY:

   11 years (2013 - 2024). See details.
   Cites by year: 12
   Journals where Henry Leung has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 2 (1.42 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple380
   Updated: 2024-12-03    RAS profile: 2024-11-07    
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Relations with other researchers

Works with:

Westerholm, Joakim (2)

Prokhorov, Artem (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Henry Leung.

Is cited by:

Shen, Dehua (4)

Boubaker, Sabri (3)

Salisu, Afees (3)

Pagliari, Maria Sole (2)

Ndako, Umar (2)

Westerholm, Joakim (2)

Ferrari Minesso, Massimo (2)

Renault, Thomas (2)

Kosse, Anneke (2)

Huynh, Thanh (1)

Cortés, Lina (1)

Cites to:

French, Kenneth (10)

Odean, Terrance (9)

Bollerslev, Tim (9)

Fama, Eugene (9)

Barber, Brad (8)

Grinblatt, Mark (8)

Titman, Sheridan (8)

Stein, Jeremy (8)

Subrahmanyam, Avanidhar (8)

Engle, Robert (7)

Shleifer, Andrei (6)

Main data

Where Henry Leung has published?

Journals with more than one article published# docs
Journal of Banking & Finance5
Finance Research Letters2
Journal of Corporate Finance2
Pacific-Basin Finance Journal2

Working Papers Series with more than one paper published# docs
Publications of Darmstadt Technical University, Institute for Business Studies (BWL) / Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)2

Recent works citing Henry Leung (2024 and 2023)

YearTitle of citing document
2023ESG Reputation Risk Matters: An Event Study Based on Social Media Data. (2023). Aste, Tomaso ; Caccioli, Fabio ; Desroziers, Adrien. In: Papers. RePEc:arx:papers:2307.11571.

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2024Finding a Needle in a Haystack: A Machine Learning Framework for Anomaly Detection in Payment Systems. (2024). Kosse, Anneke ; Desai, Ajit ; Sharples, Jacob. In: Staff Working Papers. RePEc:bca:bocawp:24-15.

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2024Finding a needle in a haystack: a machine learning framework for anomaly detection in payment systems. (2024). Sharples, Jacob ; Kosse, Anneke ; Desai, Ajit. In: BIS Working Papers. RePEc:bis:biswps:1188.

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2023Shorting costs and profitability of long–short strategies. (2023). Lee, Byeungjoo ; Kim, Dongcheol. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:277-316.

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2023The impact of more able managers on corporate trade credit. (2023). Wang, Hongxia ; Ngo, Thanh ; James, Hui Liang. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:40:y:2023:i:c:s2214635023000710.

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2023Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chinho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559.

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2024Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method. (2024). Chen, Ying ; Tang, Zhenpeng ; Cai, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s106294082400072x.

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2023Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries. (2023). Xie, Chi ; Zhu, You ; Wang, Gang-Jin ; Feng, Yusen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000250.

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2024Contagion network of idiosyncratic volatility: Does corporate environmental responsibility matter?. (2024). Wang, Mengxin ; Li, Yanling ; Liao, Gaoke. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006667.

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2024Organization capital and GHG emissions. (2024). Luo, LE ; Hasan, Mostafa Monzur ; Provaty, Sagira Sultana. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s014098832400080x.

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2023State transformation of information spillover in asset markets and effective dynamic hedging strategies. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Wang, Yu-Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002880.

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2024Contagion and linkages across international currencies. (2024). Tuteja, Divya ; Bhatia, Shipra. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002333.

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2023The volatility connectedness between agricultural commodity and agri businesses: Evidence from time-varying extended joint approach. (2023). Taskin, Dilvin ; Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007310.

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2023Organizational capital and credit ratings. (2023). Narayanasamy, Arun ; Panta, Humnath. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006499.

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2023Broadband infrastructure and stock price crash risk: Evidence from a quasi-natural experiment. (2023). Feng, Zhuoan ; Cao, Yuqiang ; Chen, Zhiwu ; Shan, Yaowen ; Lu, Meiting. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323003987.

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2024ESG reputation risk matters: An event study based on social media data. (2024). Caccioli, Fabio ; Desroziers, Adrien ; Aste, Tomaso. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s154461232301084x.

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2024Supervision of not-for-profit minority institutional shareholder and the cost of equity: Evidence from a quasi-natural experiment. (2024). Cheng, Hanxiu ; Zhang, Zixi ; Sun, Qian. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003398.

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2023Do labor mobility restrictions affect debt maturity?. (2023). Cheng, Mingying ; Huang, HE ; Ee, Mong Shan. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000219.

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2023Judgment day: Algorithmic trading around the Swiss franc cap removal. (2023). Breedon, Francis ; Vause, Nicholas ; Ranaldo, Angelo ; Chen, Louisa. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001453.

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2023Efficiency dynamics across segmented Bitcoin Markets: Evidence from a decomposition strategy. (2023). Mishra, Tapas ; Satchell, Stephen ; Gao, Yang ; Duan, Kun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000100.

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2023Local product market competition and investment home bias. (2023). Almaghrabi, Khadija S. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001142.

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2023Patented knowledge capital and implied equity risk premium. (2023). Mishra, Dev ; Hegde, Shantaram P. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003181.

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2023Do tournament incentives affect corporate dividend policy?. (2023). Rahman, Shofiqur ; Chowdhury, Hasibul. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623001012.

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2023Non?operating risk and cash holdings: Evidence from pension risk. (2023). Almaghrabi, Khadija S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623001024.

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2023Asymmetric responses of equity returns to changes in exchange rates at different market volatility levels. (2023). Orlowski, Lucjan ; Herley, Michael D ; Ritter, Mark A. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000488.

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2024Legal environment and natural resource dependence: The role of fintech and green innovation in China. (2024). Chen, Qiang ; Zheng, Long ; Zhang, Jianjiang ; Peng, Mengyin ; Li, Taoying. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000953.

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2024Information disclosure by industry and the cost of equity: Evidence from a quasi-natural experiment in China. (2024). Huang, Hao ; Zhao, Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:196-212.

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2023Common ownership and executive pay-for-performance sensitivity: Evidence from China. (2023). Zhu, Siyuan ; Xu, Longbing. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000739.

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2023The determinants of the dynamic correlation between foreign exchange and equity markets: Cross-Country comparisons. (2023). Bonga-Bonga, Lumengo ; Tshikalange, Mulanga. In: MPRA Paper. RePEc:pra:mprapa:118401.

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2024The effect of environmental, social, and governance disclosure and real earning management on the cost of financing. (2024). Marzouk, Mahmoud ; Lopezperez, Maria Victoria ; Sanchez, Raquel Garde ; Amarna, Khayria. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:31:y:2024:i:4:p:3181-3193.

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2023Co?movement of foreign exchange rate returns and stock market returns in an emerging market: Evidence from the wavelet coherence approach. (2023). Kirikkaleli, Dervis ; Abbas, Syed Kumail ; Gokmenoglu, Korhan K ; He, Xingxing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1994-2005.

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2023Does financial fraud affect implied cost of equity?. (2023). Shahbaz, Muhammad ; Rind, Asad Ali ; Kumar, Ameet ; Alias, Aitzaz Ahsan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4139-4155.

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Works by Henry Leung:

YearTitleTypeCited
2020Comovement of dairy product futures and firm value: returns and volatility In: Australian Journal of Agricultural and Resource Economics.
[Full Text][Citation analysis]		article1
2020Comovement of dairy product futures and firm value: returns and volatility.(2020) In: Australian Journal of Agricultural and Resource Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2024Agreeing to Disagree: Informativeness of Sentiments in Internet Message Boards In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Citation analysis]		paper0
2024Agreeing to disagree: Informativeness of sentiments in internet message boards.(2024) In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2015The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Citation analysis]		paper31
2015The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks.(2015) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		article
2019CEO traders and corporate acquisitions In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article5
2023The information value of M&A press releases In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article0
2017Volatility spillovers and determinants of contagion: Exchange rate and equity markets during crises In: Economic Modelling.
[Full Text][Citation analysis]		article39
2023Forecasting tail risk measures for financial time series: An extreme value approach with covariates In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2021Do intra-day auctions improve market liquidity? In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2023Consumer behaviour and credit supply: Evidence from an Australian FinTech lender In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2020Determinants of household broker choices and their impacts on performance In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2021Organization capital and executive performance incentives In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article17
2022Partial moment momentum In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2023A machine learning attack on illegal trading In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2022Who Values Economist Forecasts? Evidence From Trading in Treasury Markets In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article0
2017Impact of short selling restrictions on informed momentum trading: Australian evidence In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article4
2013Information asymmetry and the cost of equity capital In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article24
2014Systematic Trading Behavior and the Cross-Section of Stock Returns on the OMXH In: Review of Finance.
[Full Text][Citation analysis]		article2
2018A critique of momentum strategies In: Journal of Asset Management.
[Full Text][Citation analysis]		article2
2013Unequal access to analyst research In: Australian Journal of Management.
[Full Text][Citation analysis]		article7
2020Flash crash in an OTC market: trading behaviour of agents in times of market stress In: The European Journal of Finance.
[Full Text][Citation analysis]		article1

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