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Henry Leung

Personal Details

First Name:Henry
Middle Name:
Last Name:Leung
Suffix:
RePEc Short-ID:ple380
[This author has chosen not to make the email address public]

Affiliation

Discipline of Finance
Business School
University of Sydney

Sydney, Australia
http://sydney.edu.au/business/finance
RePEc:edi:dfusyau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Ton, Thai & Leung, Henry & Gao, Yang & Schiereck, Dirk, 2024. "Agreeing to Disagree: Informativeness of Sentiments in Internet Message Boards," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 150251, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  2. Leung, H. & Ton, T., 2015. "The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 85516, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).

Articles

  1. Ton, Thai & Leung, Henry & Gao, Yang & Schiereck, Dirk, 2024. "Agreeing to disagree: Informativeness of sentiments in internet message boards," Pacific-Basin Finance Journal, Elsevier, vol. 87(C).
  2. James, Robert & Leung, Henry & Prokhorov, Artem, 2023. "A machine learning attack on illegal trading," Journal of Banking & Finance, Elsevier, vol. 148(C).
  3. Gao, Mingze & Leung, Henry & Liu, Linhui & Qiu, Buhui, 2023. "Consumer behaviour and credit supply: Evidence from an Australian FinTech lender," Finance Research Letters, Elsevier, vol. 57(C).
  4. Cao, Yang & Kiesel, Florian & Leung, Henry, 2023. "The information value of M&A press releases," Journal of Corporate Finance, Elsevier, vol. 82(C).
  5. James, Robert & Leung, Henry & Leung, Jessica Wai Yin & Prokhorov, Artem, 2023. "Forecasting tail risk measures for financial time series: An extreme value approach with covariates," Journal of Empirical Finance, Elsevier, vol. 71(C), pages 29-50.
  6. Zin Yau Heng & Henry Leung, 2023. "The role of option‐based information on StockTwits, options trading volume, and stock returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(8), pages 1091-1125, August.
  7. 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, , 2023. "Closer than ever: Growing business-level connections between Australia and Europe," European Management Journal, Elsevier, vol. 41(2), pages 181-190.
  8. Gao, Yang & Leung, Henry & Satchell, Stephen, 2022. "Partial moment momentum," Journal of Banking & Finance, Elsevier, vol. 135(C).
  9. James, Robert & Jarnecic, Elvis & Leung, Henry, 2022. "Who Values Economist Forecasts? Evidence From Trading in Treasury Markets," Journal of Financial Intermediation, Elsevier, vol. 49(C).
  10. Gan, Quan & Leung, Henry & Zhou, Zhou, 2021. "Do intra-day auctions improve market liquidity?," Finance Research Letters, Elsevier, vol. 40(C).
  11. Gao, Mingze & Leung, Henry & Qiu, Buhui, 2021. "Organization capital and executive performance incentives," Journal of Banking & Finance, Elsevier, vol. 123(C).
  12. Leung, Henry & Furfaro, Frank, 2020. "Comovement of dairy product futures and firm value: returns and volatility," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 64(3), July.
  13. Florian Schroeder & Andrew Lepone & Henry Leung & Stephen Satchell, 2020. "Flash crash in an OTC market: trading behaviour of agents in times of market stress," The European Journal of Finance, Taylor & Francis Journals, vol. 26(15), pages 1569-1589, October.
  14. Fong, Kingsley & Krug, Juliane D. & Leung, Henry & Westerholm, Joakim P., 2020. "Determinants of household broker choices and their impacts on performance," Journal of Banking & Finance, Elsevier, vol. 112(C).
  15. Leung, Henry & Tse, Jeffrey & Westerholm, P. Joakim, 2019. "CEO traders and corporate acquisitions," Journal of Corporate Finance, Elsevier, vol. 54(C), pages 107-127.
  16. Yang Gao & Henry Leung & Stephen Satchell, 2018. "A critique of momentum strategies," Journal of Asset Management, Palgrave Macmillan, vol. 19(5), pages 341-350, September.
  17. Gao, Yang & Leung, Henry, 2017. "Impact of short selling restrictions on informed momentum trading: Australian evidence," Pacific-Basin Finance Journal, Elsevier, vol. 45(C), pages 103-115.
  18. Leung, Henry & Schiereck, Dirk & Schroeder, Florian, 2017. "Volatility spillovers and determinants of contagion: Exchange rate and equity markets during crises," Economic Modelling, Elsevier, vol. 61(C), pages 169-180.
  19. Leung, Henry & Ton, Thai, 2015. "The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 37-55.
  20. Henry Leung & Annica Rose & P. Joakim Westerholm, 2014. "Systematic Trading Behavior and the Cross-Section of Stock Returns on the OMXH," Review of Finance, European Finance Association, vol. 18(6), pages 2325-2374.
  21. Andrew Lepone & Henry Leung & J George Li, 2013. "Unequal access to analyst research," Australian Journal of Management, Australian School of Business, vol. 38(2), pages 253-277, August.
  22. He, William Peng & Lepone, Andrew & Leung, Henry, 2013. "Information asymmetry and the cost of equity capital," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 611-620.

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