Henry Leung

University of Sydney Business School

402, H69

The University of Sydney

Sydney, NSW 2006

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

10

DOWNLOADS

628

SSRN CITATIONS

3

CROSSREF CITATIONS

4

Scholarly Papers (10)

1.

The Impact of Manipulation in Internet Stock Message Boards

International Journal of Banking and Finance, Forthcoming
Number of pages: 19 Posted: 03 Nov 2009 Last Revised: 05 Aug 2014
Google Inc., Capital Markets CRC Limited, Capital Markets CRC Limited and University of Sydney Business School
Downloads 374 (98,224)
Citation 3

Abstract:

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Ramping, Market Manipulation, Internet Stock Message Boards, Event Study

2.

Organization Capital and Executive Performance Incentives

Journal of Banking & Finance, Forthcoming
Number of pages: 50 Posted: 09 Jan 2021
Mingze Gao, Henry Leung and Buhui Qiu
University of Sydney Business School, University of Sydney Business School and University of Sydney Business School
Downloads 87 (351,894)

Abstract:

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Organization Capital; Executive Pay-for-Performance Sensitivity

3.

A Machine Learning Attack on Illegal Trading

Number of pages: 58 Posted: 21 Jan 2021 Last Revised: 16 Jun 2021
Robert James, Henry Leung and Artem Prokhorov
The University of Sydney, University of Sydney Business School and University of Sydney Business School
Downloads 76 (381,045)

Abstract:

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Market Manipulation, Dynamic Time Warping, Market Microstructure, Machine Learning, Limit Order Books

4.

Who Values Economist Forecasts? Evidence From Trading in Treasury Markets

Number of pages: 64 Posted: 20 Nov 2019 Last Revised: 24 Aug 2020
Robert James, Elvis Jarnecic and Henry Leung
The University of Sydney, The University of Sydney and University of Sydney Business School
Downloads 32 (552,853)

Abstract:

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Over-The-Counter markets, Market microstructure, Treasury Bond markets, Macroeconomic information, Research analyst forecasts

5.

Do Intra-day Auctions Improve Market Liquidity?

Finance Research Letters, Forthcoming
Number of pages: 18 Posted: 16 Jul 2020 Last Revised: 02 Oct 2020
Quan Gan, Henry Leung and Zhou Zhou
The University of Sydney - Discipline of Finance, University of Sydney Business School and The University of Sydney, Business School, Discipline of Finance, Students
Downloads 30 (563,973)

Abstract:

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intra-day auction, market liquidity, platform competition

6.

Supplementary Material for "A Machine Learning Attack on Illegal Trading"

Number of pages: 7 Posted: 21 Jan 2021 Last Revised: 24 Jan 2021
Robert James, Henry Leung and Artem Prokhorov
The University of Sydney, University of Sydney Business School and University of Sydney Business School
Downloads 17 (649,652)

Abstract:

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7.

Social Media Management: Evidence on Seasoned Equity Offerings

Number of pages: 49 Posted: 24 Jul 2021
Henry Leung, Ruiqi Mao and Buhui Qiu
University of Sydney Business School, University of Sydney Business School and University of Sydney Business School
Downloads 10 (710,093)

Abstract:

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Social Media, Seasoned Equity Offerings, SEO Underpricing, Textual Analysis, Machine Learning, Investor Sentiment

8.

Forecasting Tail Risk Measures for Financial Time Series: An Extreme Value Approach With Covariates

Number of pages: 37
The University of Sydney, University of Sydney Business School, The University of Sydney and University of Sydney Business School
Downloads 2

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Value-at-Risk, Expected Shortfall, GARCH models, extreme value theory, variable selection, regularization

9.

Determinants of Household Broker Choice and the Impact on Performance

28th Australasian Finance and Banking Conference
Posted: 21 Aug 2015 Last Revised: 22 Jul 2019
University of New South Wales - School of Banking and Finance, Darmstadt University of Technology, University of Sydney Business School and University of Sydney Business School

Abstract:

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broker choice, demographics, household investor

10.

Unequal Access to Analyst Research

Australian Journal of Management, Vol. 38, No. 2, 2013
Posted: 30 Jul 2013
Andrew Lepone, Henry Leung and J. George Li
University of Sydney, University of Sydney Business School and University of Sydney - School of Economics and Business, Discipline of Finance

Abstract:

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Equity analysts, information asymmetry, information leakage