معرفی
Thomas Henker is a Professor at Bond Business School, Bond University (Gold Coast, Australia). He holds a PhD in Finance from the University of Massachusetts (awarded 1999) with a dissertation on Bid and Ask Spreads in Futures Markets. His research focuses on market microstructure and investor behavior.
Henker's research examines:
- Investor decision-making patterns (retail investors, risk-taking behavior)
- Market dynamics (volatility, short selling effects, dark pool fragmentation)
- Financial instruments (hedge funds, volatility modeling)
- Market anomalies (idiosyncratic volatility puzzle)
His 29 publications (2004-2018) demonstrate consistent focus on empirical finance using methodologies like experimental design and market data analysis. Recent works investigate hedge fund clustering (2018), short-selling regulation impacts (2017), and dark pool market structure (2014).
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