Photo of Thomas Henker

Thomas Henker

Dr

  • Bond University, Bond Business School

    4229 Gold Coast

    Australia

  • 124 Citations
  • 5 h-Index
20042018

Research output per year

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Research Output

2018

Hedge Funds Clustered by Risk, Return and Correlation

Henker, J. & Henker, T., 1 Jun 2018, In : Academy of Taiwan Business Management Review. 14, 1

Research output: Contribution to journalArticleResearchpeer-review

2017

Effect of the ban on short selling on market prices and volatility

Helmes, U., Henker, J. & Henker, T., Sep 2017, In : Accounting and Finance. 57, 3, p. 727-757 31 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)
2016

Risk-taking behaviour in a two-asset experiment under tournament incentives with well-trained participants

Burger, J., Henker, J. & Henker, T., 2016.

Research output: Contribution to conferencePaperResearchpeer-review

2014

Fragmentation and consolidation of dark order books

Henker, J., Henker, T. & Majtyka, J., 2014, p. 1-1. 1 p.

Research output: Contribution to conferenceOtherResearchpeer-review

Retail investor preferences and the idiosyncratic volatility puzzle

Henker, J., Henker, T. & Tan, D., 2014, In : Academy of Taiwan Business Management Review. 10, 3, p. 45-53 9 p.

Research output: Contribution to journalArticleResearchpeer-review

2013

Fragmentation and consolidation of dark pool order books

Henker, J., Henker, T. & Majtyka, J., 2013.

Research output: Contribution to conferenceOtherResearchpeer-review

Style drift analysis of hedge funds: With a K-means clustering algorithm

Xu, L., Henker, T. & Henker, J., 2013, Saarbrucken, Germany: Scholars' Press. 87 p.

Research output: Book/ReportBookResearchpeer-review

2012

How the Australian ban on short selling during the GFC affected market quality and volatility

Helmes, U., Henker, J. & Henker, T., 2012, Proceedings of the 3rd Conference on Financial Markets and Corporate Govenance. Melbourne: La Trobe University, p. 1-55

Research output: Chapter in Book/Report/Conference proceedingConference contributionResearchpeer-review

Open Access

Realized idiosyncratic volatility and retail investors

Henker, J., Henker, T. & Tan, D., 2012, Proceedings of the 2012 Annual Meeting of the Academy of Behavioral Finance and Economics, September 18-21, 2012, NY, USA. Academy of Behavioural Finance & Economics (ABF), p. 63-65 3 p.

Research output: Chapter in Book/Report/Conference proceedingConference contributionResearchpeer-review

Open Access

The vanishing abnormal returns of momentum strategies and 'front-running' momentum strategies

Henker, J., Henker, T., Huynh, R. & Martens, M., 1 Oct 2012, In : Journal of Accounting & Finance (2158-3625). 12, 4, p. 86-100 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
2011

Dividend drop ratios and tax theory: An intraday analysis under different tax and price quoting regimes

Balasubramaniam, V., Bertin, W., Henker, T. & Prather, L., 2011, In : Academy of Taiwan Business Management Review. 7, 2

Research output: Contribution to journalArticleResearchpeer-review

Survivorship bias and alternative explanations of momentum effect

Henker, J., Henker, T. & Huynh, T. D., 2011, Proceedings of the 2011 FMA Annual Meeting. Kose, J. (ed.). Florida, USA: Financial Management Association , p. 1-43 43 p.

Research output: Chapter in Book/Report/Conference proceedingConference contributionResearchpeer-review

Open Access
File
86 Downloads (Pure)

The effect of the ban on short selling on market efficiency and volatility

Helmes, U., Henker, J. & Henker, T., 2011, Proceedings of the 2011 FMA Annual Meeting. Kose, J. (ed.). Financial Management Association , p. 1-54 54 p.

Research output: Chapter in Book/Report/Conference proceedingConference contributionResearchpeer-review

Open Access
File
150 Downloads (Pure)
2010

Are retail investors the culprits? Evidence from Australian individual stock price bubbles

Henker, J. & Henker, T., 2010, In : European Journal of Finance. 16, 4, p. 281-304 24 p., 911094811.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Dividend drop ratios and tax theory: An intraday analysis under different tax and price quoting regimes

Balasubramaniam, V., Bertin, W., Henker, T. & Prather, L., 2010, p. 1-26. 26 p.

Research output: Contribution to conferencePaperResearchpeer-review

Open Access
File
11 Downloads (Pure)

Noise and efficient variance in the Indonesia Stock Exchange

Henker, T. & Husodo, Z. A., Apr 2010, In : Pacific Basin Finance Journal. 18, 2, p. 199-216 18 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Re-examining the dividend drop ratios with dividend capture trading

Balasubramaniam, V., Bertin, W., Henker, T. & Prather, L., 2010, Proceedings of the seventeenth annual conference of the multinational finance society. Freixas, X., Malliaris, T. & Theodossiou, P. (eds.). Multinational Finance Society, p. 1-24 24 p.

Research output: Chapter in Book/Report/Conference proceedingConference contributionResearchpeer-review

Spread decomposition with common spread components

Henker, T. & Martens, M., 6 Apr 2010, In : International Journal of Managerial Finance. 6, 2, p. 88-115 28 p.

Research output: Contribution to journalArticleResearchpeer-review

2009

Intraday speed of adjustment and the realized variance in the Indonesia stock exchange

Husodo, Z. A. & Henker, T., 2009, In : Indonesian Capital Market Review. 1, 1, p. 13-26 14 p.

Research output: Contribution to journalArticleResearch

Open Access

Migration of trading and the introduction of single stock futures on the underlying U.S. stocks

Gygax, A. F., Henker, T., Liu, W-M. & Loong, K. W., 2009, p. 1-45. 45 p.

Research output: Contribution to conferencePaperResearch

2008

Price discovery and liquidity in basket securities

Henker, T. & Martens, M., 1 May 2008, In : Financial Review. 43, 2, p. 219-239 21 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)
2007

Calling the end of the bubble: Are there trends in order imbalances?

Henker, J. & Henker, T., 2007, In : JASSA. 1, p. 36-40 5 p.

Research output: Contribution to journalArticleResearchpeer-review

2006

Do investors herd intraday in Australian equities?

Henker, J., Henker, T. & Mitsios, A., 2006, In : International Journal of Managerial Finance. 2, 3, p. 196-219 24 p.

Research output: Contribution to journalArticleResearchpeer-review

43 Citations (Scopus)

Front-running momentum strategies

Henker, T., Martens, M. & Huynh, R., 2006.

Research output: Contribution to conferencePaperResearch

Intraday analysis of the dividend drop ratio

Henker, T. & Balasubramaniam, V., 2006.

Research output: Contribution to conferencePaperResearch

On the importance of timing specifications in market microstructure research

Henker, T. & Wang, J-X., May 2006, In : Journal of Financial Markets. 9, 2, p. 162-179 18 p.

Research output: Contribution to journalArticleResearchpeer-review

27 Citations (Scopus)
2005

Index futures arbitrage before and after the introduction of sixteenths on the NYSE

Henker, T. & Martens, M., Jun 2005, In : Journal of Empirical Finance. 12, 3, p. 353-373 21 p.

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

Price discovery in HOLDR security baskets and the underlying stocks

Henker, T. & Martens, M., 2005.

Research output: Contribution to conferencePaperResearch

Open Access
2004

Mutual fund characteristics, managerial attributes, and fund performance

Prather, L., Bertin, W. J. & Henker, T., 2004, In : Review of Financial Economics. 13, 4, p. 305-326 22 p.

Research output: Contribution to journalArticleResearchpeer-review

37 Citations (Scopus)