Ólan T. Henry

1.6k total citations
33 papers, 1.0k citations indexed

About

Ólan T. Henry is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Ólan T. Henry has authored 33 papers receiving a total of 1.0k indexed citations (citations by other indexed papers that have themselves been cited), including 29 papers in Economics and Econometrics, 25 papers in Finance and 18 papers in General Economics, Econometrics and Finance. Recurrent topics in Ólan T. Henry's work include Market Dynamics and Volatility (25 papers), Monetary Policy and Economic Impact (18 papers) and Financial Risk and Volatility Modeling (17 papers). Ólan T. Henry is often cited by papers focused on Market Dynamics and Volatility (25 papers), Monetary Policy and Economic Impact (18 papers) and Financial Risk and Volatility Modeling (17 papers). Ólan T. Henry collaborates with scholars based in Australia, United Kingdom and United States. Ólan T. Henry's co-authors include Nilss Olekalns, Chris Brooks, Kalvinder Shields, Gita Persand, Kevin Grier, Michael D. McKenzie, C.W.R. Ward, Richard Barkham, George Messinis and Sandy Suardi and has published in prestigious journals such as The Review of Economics and Statistics, Journal of Banking & Finance and The Journal of Business.

In The Last Decade

Ólan T. Henry

30 papers receiving 926 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Ólan T. Henry Australia 15 882 677 529 87 40 33 1.0k
Alan E. H. Speight United Kingdom 19 809 0.9× 584 0.9× 497 0.9× 52 0.6× 78 1.9× 72 930
Robert Tetlow United States 17 1.1k 1.3× 688 1.0× 1.3k 2.5× 83 1.0× 31 0.8× 60 1.6k
Taimur Baig United States 12 663 0.8× 843 1.2× 518 1.0× 57 0.7× 13 0.3× 22 1.0k
Celso Brunetti United States 16 788 0.9× 598 0.9× 357 0.7× 55 0.6× 49 1.2× 52 970
Thomas H. McCurdy Canada 15 872 1.0× 917 1.4× 422 0.8× 95 1.1× 120 3.0× 38 1.2k
Rochelle M. Edge United States 18 883 1.0× 593 0.9× 814 1.5× 260 3.0× 38 0.9× 54 1.3k
Martín Solà United Kingdom 20 1.1k 1.3× 858 1.3× 903 1.7× 107 1.2× 67 1.7× 68 1.4k
Paul Söderlind Switzerland 15 947 1.1× 953 1.4× 885 1.7× 158 1.8× 46 1.1× 57 1.4k
Eric Engström United States 16 812 0.9× 912 1.3× 514 1.0× 126 1.4× 56 1.4× 33 1.2k
Robert W. Rich United States 19 756 0.9× 321 0.5× 690 1.3× 48 0.6× 67 1.7× 58 935

Countries citing papers authored by Ólan T. Henry

Since Specialization
Citations

This map shows the geographic impact of Ólan T. Henry's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Ólan T. Henry with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ólan T. Henry more than expected).

Fields of papers citing papers by Ólan T. Henry

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Ólan T. Henry. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Ólan T. Henry. The network helps show where Ólan T. Henry may publish in the future.

Co-authorship network of co-authors of Ólan T. Henry

This figure shows the co-authorship network connecting the top 25 collaborators of Ólan T. Henry. A scholar is included among the top collaborators of Ólan T. Henry based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Ólan T. Henry. Ólan T. Henry is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Henry, Ólan T., et al.. (2024). Can financial uncertainty forecast aggregate stock market returns?. Financial Markets Institutions and Instruments. 33(2). 91–111.
2.
Henry, Ólan T., et al.. (2023). Can we forecast better in periods of low uncertainty? The role of technical indicators. Journal of Empirical Finance. 71. 1–12. 5 indexed citations
3.
Dungey, Mardi, Ólan T. Henry, & Michael D. McKenzie. (2013). Modeling trade duration in U.S. Treasury markets. Quantitative Finance. 13(9). 1431–1442. 6 indexed citations
4.
Henry, Ólan T., Nilss Olekalns, & Kalvinder Shields. (2010). Sign and phase asymmetry: News, economic activity and the stock market. Journal of Macroeconomics. 32(4). 1083–1100. 9 indexed citations
5.
McKenzie, Michael D. & Ólan T. Henry. (2008). The Information Content of Trading Volume and Short Sales. 2 indexed citations
6.
Henry, Ólan T., Nilss Olekalns, & Sandy Suardi. (2006). Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies. Economics Letters. 94(3). 383–388. 13 indexed citations
7.
Henry, Ólan T., Nilss Olekalns, & Sandy Suardi. (2005). Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics. Minerva Access (University of Melbourne). 1–45.
8.
Shields, Kalvinder, Nilss Olekalns, Ólan T. Henry, & Chris Brooks. (2005). Measuring the Response of Macroeconomic Uncertainty to Shocks. The Review of Economics and Statistics. 87(2). 362–370. 39 indexed citations
9.
Grier, Kevin, Ólan T. Henry, Nilss Olekalns, & Kalvinder Shields. (2004). The asymmetric effects of uncertainty on inflation and output growth. Journal of Applied Econometrics. 19(5). 551–565. 192 indexed citations
10.
Brooks, Chris, Ólan T. Henry, & Gita Persand. (2002). The Effect of Asymmetries on Optimal Hedge Ratios. CentAUR (University of Reading). 7 indexed citations
11.
Henry, Ólan T. & Nilss Olekalns. (2002). The Effect of Recessions on the Relationship between Output Variability and Growth. Southern Economic Journal. 68(3). 683–683. 44 indexed citations
12.
Henry, Ólan T.. (2002). Long memory in stock returns: some international evidence. Applied Financial Economics. 12(10). 725–729. 114 indexed citations
13.
Henry, Ólan T. & Nilss Olekalns. (2002). The Effect of Recessions on the Relationship between Output Variability and Growth. Southern Economic Journal. 68(3). 683–692. 14 indexed citations
14.
Henry, Ólan T. & Nilss Olekalns. (2002). Does the Australian dollar real exchange rate display mean reversion. Journal of International Money and Finance. 21(5). 651–666. 36 indexed citations
15.
Henry, Ólan T., Nilss Olekalns, & Peter M. Summers. (2001). Exchange Rate Instability: A Threshold Autoregressive Approach. Economic Record. 77(237). 160–166. 8 indexed citations
16.
Henry, Ólan T. & Nilss Olekalns. (2001). Are Private Sector Consumption Decisions Affected by Public Sector Consumption?. Economic Record. 77(239). 361–373. 2 indexed citations
17.
Brooks, Chris & Ólan T. Henry. (2000). Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia. Economic Modelling. 17(4). 497–513. 39 indexed citations
18.
Henry, Ólan T., et al.. (1999). Asymmetric Conditional Volatility and Firm Size: Evidence from Australian Equity Portfolios. Australian Economic Papers. 38(4). 393–406. 12 indexed citations
19.
Henry, Ólan T.. (1998). Modelling the asymmetry of stock market volatility. Applied Financial Economics. 8(2). 145–153. 41 indexed citations
20.
Barkham, Richard, C.W.R. Ward, & Ólan T. Henry. (1996). The inflation‐hedging characteristics of UK property. 7(1). 62–76. 33 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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