Thomas Henker

676 total citations
36 papers, 442 citations indexed

About

Thomas Henker is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Thomas Henker has authored 36 papers receiving a total of 442 indexed citations (citations by other indexed papers that have themselves been cited), including 34 papers in Finance, 24 papers in Economics and Econometrics and 12 papers in Accounting. Recurrent topics in Thomas Henker's work include Financial Markets and Investment Strategies (31 papers), Corporate Finance and Governance (9 papers) and Complex Systems and Time Series Analysis (9 papers). Thomas Henker is often cited by papers focused on Financial Markets and Investment Strategies (31 papers), Corporate Finance and Governance (9 papers) and Complex Systems and Time Series Analysis (9 papers). Thomas Henker collaborates with scholars based in Australia, Indonesia and United States. Thomas Henker's co-authors include Nikolaos T. Milonas, Jianxin Wang, William J. Bertin, Martin Martens, Zaäfri A. Husodo, George A. Martin, Kingsley Y. L. Fong, Hossein B. Kazemi, André F. Gygax and Wai‐Man Liu and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of Empirical Finance and Pacific-Basin Finance Journal.

In The Last Decade

Thomas Henker

34 papers receiving 397 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Thomas Henker Australia	11	356	261	164	60	47	36	442
Mondher Bellalah France	12	252 0.7×	256 1.0×	59 0.4×	70 1.2×	35 0.7×	61	366
Margaret Monroe Smoller United States	5	405 1.1×	403 1.5×	106 0.6×	118 2.0×	14 0.3×	9	540
Hitesh Doshi United States	9	304 0.9×	189 0.7×	178 1.1×	65 1.1×	19 0.4×	28	427
Timotheos Angelidis Greece	15	458 1.3×	435 1.7×	87 0.5×	136 2.3×	70 1.5×	43	581
Danny Yeung Australia	8	176 0.5×	144 0.6×	106 0.6×	37 0.6×	63 1.3×	21	289
Laurent Favre Switzerland	6	280 0.8×	230 0.9×	47 0.3×	52 0.9×	92 2.0×	10	354
Alessandra Ferrari United Kingdom	8	250 0.7×	194 0.7×	170 1.0×	27 0.5×	154 3.3×	15	366
C. Sherman Cheung Canada	8	231 0.6×	217 0.8×	105 0.6×	74 1.2×	36 0.8×	29	338
Prabina Rajib India	11	156 0.4×	157 0.6×	137 0.8×	52 0.9×	27 0.6×	31	304
Raymond Théoret Canada	13	444 1.2×	359 1.4×	138 0.8×	89 1.5×	37 0.8×	59	532

Countries citing papers authored by Thomas Henker

Since Specialization

Citations

This map shows the geographic impact of Thomas Henker'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 Thomas Henker with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Thomas Henker more than expected).

Fields of papers citing papers by Thomas Henker

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Thomas Henker. 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 Thomas Henker. The network helps show where Thomas Henker may publish in the future.

Co-authorship network of co-authors of Thomas Henker

This figure shows the co-authorship network connecting the top 25 collaborators of Thomas Henker. A scholar is included among the top collaborators of Thomas Henker 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 Thomas Henker. Thomas Henker is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Henker, Thomas, et al.. (2012). The vanishing abnormal returns of momentum strategies and 'front-running' momentum strategies. Bond University Research Portal (Bond University). 1 indexed citations

Henker, Thomas, et al.. (2012). How the Australian ban on short selling during the GFC affected market quality and volitility. e-publications@bond (Bond University). 1 indexed citations

Henker, Thomas, et al.. (2010). Survivorship Bias and Alternative Explanations of Momentum Effect. SSRN Electronic Journal. 3 indexed citations

Henker, Thomas, et al.. (2009). The Effect of the Ban on Short Selling on Market Efficiency and Volatility. SSRN Electronic Journal. 14 indexed citations

Feldman, David, et al.. (2009). Transaction sizes and spreads: An informational approach.

Henker, Thomas & Zaäfri A. Husodo. (2009). Noise and efficient variance in the Indonesia Stock Exchange. Pacific-Basin Finance Journal. 18(2). 199–216. 7 indexed citations

Henker, Thomas & Zaäfri A. Husodo. (2008). Noise and Efficient Variance in the Indonesia Stock Exchange. SSRN Electronic Journal. 4 indexed citations

Henker, Thomas & Martin Martens. (2008). Price Discovery and Liquidity in Basket Securities. Financial Review. 43(2). 219–239. 3 indexed citations

Gygax, André F., et al.. (2008). Migration of Trading and the Introduction of Single Stock Futures on the Underlying U.S. Stocks. SSRN Electronic Journal. 1 indexed citations

10.

Husodo, Zaäfri A. & Thomas Henker. (2007). Intraday Speed of Price Adjustment in the Jakarta Stock Exchange. SSRN Electronic Journal. 1 indexed citations

11.

Henker, Thomas, et al.. (2006). Do investors herd intraday in Australian equities?. International Journal of Managerial Finance. 2(3). 196–219. 84 indexed citations

12.

Henker, Thomas & Martin Martens. (2005). Index futures arbitrage before and after the introduction of sixteenths on the NYSE. Journal of Empirical Finance. 12(3). 353–373. 9 indexed citations

13.

Bertin, William J., et al.. (2004). Mutual Fund Characteristics, Managerial Attributes and Fund Performance. SSRN Electronic Journal. 5 indexed citations

14.

Bertin, William J., et al.. (2004). Mutual fund characteristics, managerial attributes, and fund performance. Review of Financial Economics. 13(4). 305–326. 71 indexed citations

15.

Henker, Thomas, et al.. (2003). Do Investors Herd Intraday in the Australian Equities Market?. SSRN Electronic Journal. 3 indexed citations

16.

Henker, Thomas & Martin Martens. (2001). Index-Futures Arbitrage Before and After the Introduction of Sixteenths on the NYSE. SSRN Electronic Journal. 4 indexed citations

17.

Milonas, Nikolaos T. & Thomas Henker. (2001). Price spread and convenience yield behaviour in the international oil market. Applied Financial Economics. 11(1). 23–36. 63 indexed citations

18.

Henker, Thomas. (1998). The Bid-Ask Spread of the FTSE-100 Futures Contract. SSRN Electronic Journal. 1 indexed citations

19.

Henker, Thomas & George A. Martin. (1998). Naive and Optimal Diversification for Managed Futures. The Journal of Alternative Investments. 1(2). 25–39. 10 indexed citations

20.

Henker, Thomas. (1998). Naive Diversification for Hedge Funds. The Journal of Alternative Investments. 1(3). 33–38. 17 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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