Details about David Michayluk

Access statistics for papers by David Michayluk.

Last updated 2009-11-24. Update your information in the RePEc Author Service.

Short-id: pmi143

Working Papers

2008

1. Modelling Adverse Selection on Electronic Order-Driven Markets
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney

2001

2. Market Structure and Stock Splits
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney

Journal Articles

2008

1. Hubris amongst Japanese bidders
   Pacific-Basin Finance Journal, 2008, 16, (1-2), 121-159
2. Is Liquidity Symmetric? A Study of Newly Listed Internet and Technology Stocks
   International Review of Finance, 2008, 8, (3-4), 159-178

2007

3. Are foreign issuers complying with Regulation Fair Disclosure?
   Journal of International Financial Markets, Institutions and Money, 2007, 17, (3), 246-260

2006

4. Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets
   Real Estate Economics, 2006, 34, (1), 109-131 View citations
5. DAY-END EFFECT ON THE PARIS BOURSE
   Journal of Financial Research, 2006, 29, (1), 131-146
6. INVESTOR OVERREACTION DURING MARKET DECLINES: EVIDENCE FROM THE 1997 ASIAN FINANCIAL CRISIS
   Journal of Financial Research, 2006, 29, (2), 217-234

2005

7. Editorial introduction: the value and scope of the financing decision process
   International Journal of Managerial Finance, 2005, 1, (1), 5-7
8. Intraday REIT Liquidity
   Journal of Real Estate Research, 2005, 27, (2), 155-176

2004

9. The Riskiness of REITs Surrounding the October 1997 Stock Market Decline
   The Journal of Real Estate Finance and Economics, 2004, 28, (4), 339-354

2003

10. Suspicious trading halts
    Journal of Multinational Financial Management, 2003, 13, (3), 251-263 View citations

2000

11. Dividend initiations in reverse-LBO firms
    Review of Financial Economics, 2000, 9, (1), 55-63

1998

12. The Persistent Holiday Effect: Additional Evidence
    Applied Economics Letters, 1998, 5, (4), 205-09 View citations

Editor

1. International Journal of Managerial Finance
   Emerald Group Publishing