Details about Henry Leung

Access statistics for papers by Henry Leung.

Last updated 2025-01-07. Update your information in the RePEc Author Service.

Short-id: ple380

Working Papers

2024

1. Agreeing to Disagree: Informativeness of Sentiments in Internet Message Boards
   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)
   See also Journal Article Agreeing to disagree: Informativeness of sentiments in internet message boards, Pacific-Basin Finance Journal, Elsevier (2024) (2024)

2015

2. 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), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) View citations (34)
   See also Journal Article The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks, Journal of Banking & Finance, Elsevier (2015) View citations (38) (2015)

Journal Articles

2024

1. Agreeing to disagree: Informativeness of sentiments in internet message boards
   Pacific-Basin Finance Journal, 2024, 87, (C)
   See also Working Paper Agreeing to Disagree: Informativeness of Sentiments in Internet Message Boards, Publications of Darmstadt Technical University, Institute for Business Studies (BWL) (2024) (2024)

2023

2. A machine learning attack on illegal trading
   Journal of Banking & Finance, 2023, 148, (C) View citations (3)
3. Closer than ever: Growing business-level connections between Australia and Europe
   European Management Journal, 2023, 41, (2), 181-190
4. Consumer behaviour and credit supply: Evidence from an Australian FinTech lender
   Finance Research Letters, 2023, 57, (C) View citations (1)
5. Forecasting tail risk measures for financial time series: An extreme value approach with covariates
   Journal of Empirical Finance, 2023, 71, (C), 29-50
6. The information value of M&A press releases
   Journal of Corporate Finance, 2023, 82, (C) View citations (1)
7. The role of option‐based information on StockTwits, options trading volume, and stock returns
   Journal of Futures Markets, 2023, 43, (8), 1091-1125 View citations (1)

2022

8. Partial moment momentum
   Journal of Banking & Finance, 2022, 135, (C) View citations (3)
9. Who Values Economist Forecasts? Evidence From Trading in Treasury Markets
   Journal of Financial Intermediation, 2022, 49, (C)

2021

10. Do intra-day auctions improve market liquidity?
    Finance Research Letters, 2021, 40, (C)
11. Organization capital and executive performance incentives
    Journal of Banking & Finance, 2021, 123, (C) View citations (20)

2020

12. Comovement of dairy product futures and firm value: returns and volatility
    Australian Journal of Agricultural and Resource Economics, 2020, 64, (3), 632-654 View citations (1)
    Also in Australian Journal of Agricultural and Resource Economics, 2020, 64, (3) (2020)
13. Determinants of household broker choices and their impacts on performance
    Journal of Banking & Finance, 2020, 112, (C) View citations (1)
14. Flash crash in an OTC market: trading behaviour of agents in times of market stress
    The European Journal of Finance, 2020, 26, (15), 1569-1589 View citations (2)

2019

15. CEO traders and corporate acquisitions
    Journal of Corporate Finance, 2019, 54, (C), 107-127 View citations (5)

2018

16. A critique of momentum strategies
    Journal of Asset Management, 2018, 19, (5), 341-350 View citations (2)

2017

17. Impact of short selling restrictions on informed momentum trading: Australian evidence
    Pacific-Basin Finance Journal, 2017, 45, (C), 103-115 View citations (5)
18. Volatility spillovers and determinants of contagion: Exchange rate and equity markets during crises
    Economic Modelling, 2017, 61, (C), 169-180 View citations (42)

2015

19. The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks
    Journal of Banking & Finance, 2015, 55, (C), 37-55 View citations (38)
    See also Working Paper 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) (2015) View citations (34) (2015)

2014

20. Systematic Trading Behavior and the Cross-Section of Stock Returns on the OMXH
    Review of Finance, 2014, 18, (6), 2325-2374 View citations (3)

2013

21. Information asymmetry and the cost of equity capital
    International Review of Economics & Finance, 2013, 27, (C), 611-620 View citations (25)
22. Unequal access to analyst research
    Australian Journal of Management, 2013, 38, (2), 253-277 View citations (7)