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Details about David Michayluk

E-mail:
Homepage:http://datasearch.uts.edu.au/business/staff/finance/details.cfm?StaffId=1330
Workplace:Finance Discipline Group, Business School, University of Technology Sydney, (more information at EDIRC)

Access statistics for papers by David Michayluk.

Last updated 2020-11-23. Update your information in the RePEc Author Service.

Short-id: pmi143


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Working Papers

2015

  1. Determining value in a complex service setting
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (2)
  2. Takeovers and the Market for Corporate Control in Japanese REITs
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (1)

2014

  1. Ambiguity in markets: A test in an Australian emissions market
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney
  2. Automated Liquidity Provision
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (6)
    Also in Papers, arXiv.org (2010) Downloads View citations (4)

    See also Journal Article in Pacific-Basin Finance Journal (2017)

2013

  1. Do Lead Articles Signal Higher Quality in the Digital Age? Evidence from Finance Journals
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads
    See also Journal Article in Scientometrics (2014)
  2. Financial risk tolerance: An analysis of unexplored factors
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (11)

2011

  1. Demand and Supply and Their Relationship to Liquidity: Evidence from the S&P 500 Change to Free Float
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (3)

2009

  1. What Do Options Have to Do With It?: Inclusion of Options Market Indicators in Bid-ask Spread Decomposition
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (2)

2008

  1. Liquidity issues surrounding neglected firms
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (3)
  2. Modelling Adverse Selection on Electronic Order-Driven Markets
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (2)

2007

  1. Sarbannes-Oxley: Some Unintended Consequences
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (1)
  2. Subjectivity in Judgments: Further Evidence from the Financial Planning Industry
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (1)

2006

  1. Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (4)

2005

  1. The Role of Growth in Long Term Investment Returns
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (11)

2004

  1. Real Estate Markets
    ERES, European Real Estate Society (ERES) Downloads View citations (51)
  2. Repeated LBOs: The Case of Multiple LBO Transactions
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (1)

2001

  1. Market Structure and Stock Splits
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (2)

1997

  1. The Holiday Anomaly: An Investigation of Firm Size versus Share Price Effects
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (12)

Journal Articles

2020

  1. Price discovery in stock and options markets
    Journal of Financial Markets, 2020, 47, (C) Downloads View citations (7)

2019

  1. Are all dividends created equal? Australian evidence using dividend‐increase track records
    Accounting and Finance, 2019, 59, (4), 2621-2643 Downloads View citations (2)
  2. Dividend Consistency: Rewards, Learning, and Expectations
    Journal of Applied Corporate Finance, 2019, 31, (4), 118-128 Downloads
  3. Liquidity and earnings in event studies: Does data granularity matter?
    Pacific-Basin Finance Journal, 2019, 54, (C), 118-131 Downloads View citations (2)
  4. Price discovery in commodity derivatives: Speculation or hedging?
    Journal of Futures Markets, 2019, 39, (9), 1107-1121 Downloads View citations (1)
  5. Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework
    Pacific-Basin Finance Journal, 2019, 56, (C), 129-150 Downloads

2018

  1. The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ
    Journal of Financial Markets, 2018, 41, (C), 17-35 Downloads View citations (1)

2017

  1. Automated liquidity provision
    Pacific-Basin Finance Journal, 2017, 45, (C), 1-13 Downloads View citations (4)
    See also Working Paper (2014)

2016

  1. Return predictability following different drivers of large price changes
    International Review of Financial Analysis, 2016, 45, (C), 202-214 Downloads View citations (2)

2014

  1. Are Certain Dividend Increases Predictable? The Effect of Repeated Dividend Increases on Market Returns
    Journal of Applied Corporate Finance, 2014, 26, (4), 118-126 Downloads
  2. Do lead articles signal higher quality in the digital age? Evidence from finance journals
    Scientometrics, 2014, 98, (2), 961-973 Downloads View citations (3)
    See also Working Paper (2013)

2012

  1. A longitudinal study of financial risk tolerance
    Journal of Economic Psychology, 2012, 33, (4), 794-800 Downloads View citations (18)

2010

  1. An analysis of Australian exchange traded options and warrants
    Journal of Economics and Finance, 2010, 34, (2), 150-172 Downloads View citations (2)
  2. Stock Splits and Bond Yields: Isolating the Signaling Hypothesis
    The Financial Review, 2010, 45, (2), 375-386 Downloads View citations (3)

2009

  1. French and U.S. trading of cross-listed stocks around the period of U.S. decimalization: Volume, spreads, and depth effects
    International Review of Financial Analysis, 2009, 18, (5), 223-231 Downloads View citations (1)
  2. Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth
    Journal of Futures Markets, 2009, 29, (12), 1130-1160 Downloads

2008

  1. A Liquidity Motivated Algorithm for Discerning Trade Direction
    Multinational Finance Journal, 2008, 12, (1-2), 45-66 Downloads View citations (1)
  2. An Insight into Overconfidence in the Forecasting Abilities of Financial Advisors
    Australian Journal of Management, 2008, 32, (3), 545-557 Downloads View citations (10)
  3. Hubris amongst Japanese bidders
    Pacific-Basin Finance Journal, 2008, 16, (1-2), 121-159 Downloads View citations (5)
  4. Is Liquidity Symmetric? A Study of Newly Listed Internet and Technology Stocks
    International Review of Finance, 2008, 8, (3‐4), 159-178 Downloads View citations (5)
  5. The rise and fall of single-letter ticker symbols
    Business History, 2008, 50, (3), 368-385 Downloads

2007

  1. Are foreign issuers complying with Regulation Fair Disclosure?
    Journal of International Financial Markets, Institutions and Money, 2007, 17, (3), 246-260 Downloads View citations (1)

2006

  1. DAY‐END EFFECT ON THE PARIS BOURSE
    Journal of Financial Research, 2006, 29, (1), 131-146 Downloads View citations (5)
  2. INVESTOR OVERREACTION DURING MARKET DECLINES: EVIDENCE FROM THE 1997 ASIAN FINANCIAL CRISIS
    Journal of Financial Research, 2006, 29, (2), 217-234 Downloads View citations (17)

2005

  1. Intraday REIT Liquidity
    Journal of Real Estate Research, 2005, 27, (2), 155-176 Downloads View citations (11)

2004

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

2003

  1. Suspicious trading halts
    Journal of Multinational Financial Management, 2003, 13, (3), 251-263 Downloads View citations (5)

2000

  1. Dividend initiations in reverse-LBO firms
    Review of Financial Economics, 2000, 9, (1), 55-63 Downloads View citations (3)
    Also in Review of Financial Economics, 2000, 9, (1), 55-63 (2000) Downloads

1998

  1. Individual versus institutional investors and the weekend effect
    Journal of Economics and Finance, 1998, 22, (1), 71-85 Downloads View citations (12)
  2. The persistent holiday effect: additional evidence
    Applied Economics Letters, 1998, 5, (4), 205-209 Downloads View citations (40)

Editor

  1. International Journal of Managerial Finance
    Emerald Group Publishing
 
Page updated 2020-11-26