Harald Henke

European University Viadrina, Frankfurt (Oder)

Department of Finance and Capital Market Theory

Gr. Scharrnstr. 59

15230 Frankfurt (Oder)

Germany

SCHOLARLY PAPERS

6

DOWNLOADS

542

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (6)

1.

Institutional Investors and Stock Market Efficiency: The Case of the January Anomaly

European University Viadrina Postgraduate Research Programme Working Paper
Number of pages: 31 Posted: 18 Apr 2006
University of Muenster, Auckland University of Technology - Business School - Department of Finance, European University Viadrina, Frankfurt (Oder) and European Investment Bank
Downloads 451 (78,871)
Citation 3

Abstract:

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Institutional traders, individual investors, January effect, Polish and Hungarian pension fund investors

Firm-Initiated and Exchange-Initiated Transfers to Continuous Trading: Evidence from the Warsaw Stock Exchange

Number of pages: 26 Posted: 09 May 2004
Harald Henke and Beni Lauterbach
European University Viadrina, Frankfurt (Oder) and Bar-Ilan University - Graduate School of Business Administration
Downloads 91 (344,342)
Citation 3

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Firm-Initiated and Exchange-Initiated Transfers to Continuous Trading: Evidence from the Warsaw Stock Exchange

Posted: 13 Jan 2005
Harald Henke and Beni Lauterbach
European University Viadrina, Frankfurt (Oder) and Bar-Ilan University - Graduate School of Business Administration

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3.

When Continuous Trading Becomes Continuous

Posted: 03 Dec 2004
Harald Henke
European University Viadrina, Frankfurt (Oder)

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Continuous trading system, market microstructure, Polish stock market, pension funds

4.

Institutional Trading and Stock Return Autocorrelation: Empirical Evidence on Polish Pension Fund Investors' Behavior

Posted: 07 Oct 2004
Martin T. Bohl, Bartosz Gebka and Harald Henke
University of Muenster, University of Newcastle Business School and European University Viadrina, Frankfurt (Oder)

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Institutional trading, pension funds, return autocorrelation, Polish stock market

5.

Price Limits on a Call Auction Market: Evidence from the Warsaw Stock Exchange

International Review of Economics and Finance, Vol. 14, No. 4, pp. 439-453
Posted: 17 Jun 2004 Last Revised: 01 Dec 2009
Harald Henke and Svitlana Voronkova
European University Viadrina, Frankfurt (Oder) and Centre for European Economic Research (ZEW)

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Price limits, Call auction, Return autocorrelation, Volatility, Polish stock market

6.

Trading Volume and Stock Market Volatility: The Polish Case

Posted: 12 Feb 2003
Martin T. Bohl and Harald Henke
University of Muenster and European University Viadrina, Frankfurt (Oder)

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GARCH, trading volume, persistence, Polish stock market