Details about David Michayluk

Access statistics for papers by David Michayluk.

Last updated 2022-11-23. Update your information in the RePEc Author Service.

Short-id: pmi143

Working Papers

2021

1. Differences in Ethical Perceptions of Insider Trading
   Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney

2015

2. Determining value in a complex service setting
   Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (9)
3. Takeovers and the Market for Corporate Control in Japanese REITs
   Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (3)

2014

4. Ambiguity in markets: A test in an Australian emissions market
   Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney
5. Automated Liquidity Provision
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (6)
   Also in Papers, arXiv.org (2010) View citations (5)
   See also Journal Article Automated liquidity provision, Pacific-Basin Finance Journal, Elsevier (2017) View citations (4) (2017)

2013

6. 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
   See also Journal Article Do lead articles signal higher quality in the digital age? Evidence from finance journals, Scientometrics, Springer (2014) View citations (4) (2014)
7. Financial risk tolerance: An analysis of unexplored factors
   Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (35)

2011

8. 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 View citations (6)

2009

9. 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 View citations (2)

2008

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

2007

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

2006

14. 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 View citations (64)

2005

15. The Role of Growth in Long Term Investment Returns
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (12)

2004

16. Real Estate Markets
    ERES, European Real Estate Society (ERES) View citations (18)
17. 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

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

1997

19. 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 (14)

Journal Articles

2020

1. Price discovery in stock and options markets
   Journal of Financial Markets, 2020, 47, (C) View citations (41)

2019

2. Are all dividends created equal? Australian evidence using dividend‐increase track records
   Accounting and Finance, 2019, 59, (4), 2621-2643 View citations (2)
3. Dividend Consistency: Rewards, Learning, and Expectations
   Journal of Applied Corporate Finance, 2019, 31, (4), 118-128 View citations (2)
4. Liquidity and earnings in event studies: Does data granularity matter?
   Pacific-Basin Finance Journal, 2019, 54, (C), 118-131 View citations (6)
5. Price discovery in commodity derivatives: Speculation or hedging?
   Journal of Futures Markets, 2019, 39, (9), 1107-1121 View citations (22)
6. 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 View citations (4)

2018

7. The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ
   Journal of Financial Markets, 2018, 41, (C), 17-35 View citations (13)

2017

8. Automated liquidity provision
   Pacific-Basin Finance Journal, 2017, 45, (C), 1-13 View citations (4)
   See also Working Paper Automated Liquidity Provision, Research Paper Series (2014) View citations (6) (2014)

2016

9. Return predictability following different drivers of large price changes
   International Review of Financial Analysis, 2016, 45, (C), 202-214 View citations (6)

2014

10. Are Certain Dividend Increases Predictable? The Effect of Repeated Dividend Increases on Market Returns
    Journal of Applied Corporate Finance, 2014, 26, (4), 118-126 View citations (2)
11. Do lead articles signal higher quality in the digital age? Evidence from finance journals
    Scientometrics, 2014, 98, (2), 961-973 View citations (4)
    See also Working Paper Do Lead Articles Signal Higher Quality in the Digital Age? Evidence from Finance Journals, Working Paper Series (2013) (2013)

2012

12. A longitudinal study of financial risk tolerance
    Journal of Economic Psychology, 2012, 33, (4), 794-800 View citations (48)

2010

13. An analysis of Australian exchange traded options and warrants
    Journal of Economics and Finance, 2010, 34, (2), 150-172 View citations (3)
14. Stock Splits and Bond Yields: Isolating the Signaling Hypothesis
    The Financial Review, 2010, 45, (2), 375-386 View citations (4)

2009

15. 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 View citations (2)
16. Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth
    Journal of Futures Markets, 2009, 29, (12), 1130-1160 View citations (2)

2008

17. A Liquidity Motivated Algorithm for Discerning Trade Direction
    Multinational Finance Journal, 2008, 12, (1-2), 45-66 View citations (1)
18. An Insight into Overconfidence in the Forecasting Abilities of Financial Advisors
    Australian Journal of Management, 2008, 32, (3), 545-557 View citations (25)
19. Hubris amongst Japanese bidders
    Pacific-Basin Finance Journal, 2008, 16, (1-2), 121-159 View citations (6)
20. Is Liquidity Symmetric? A Study of Newly Listed Internet and Technology Stocks
    International Review of Finance, 2008, 8, (3‐4), 159-178 View citations (5)
21. The rise and fall of single-letter ticker symbols
    Business History, 2008, 50, (3), 368-385

2007

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

2006

23. DAY‐END EFFECT ON THE PARIS BOURSE
    Journal of Financial Research, 2006, 29, (1), 131-146 View citations (7)
24. INVESTOR OVERREACTION DURING MARKET DECLINES: EVIDENCE FROM THE 1997 ASIAN FINANCIAL CRISIS
    Journal of Financial Research, 2006, 29, (2), 217-234 View citations (24)

2005

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

2004

26. The Riskiness of REITs Surrounding the October 1997 Stock Market Decline
    The Journal of Real Estate Finance and Economics, 2004, 28, (4), 339-354 View citations (31)

2003

27. Suspicious trading halts
    Journal of Multinational Financial Management, 2003, 13, (3), 251-263 View citations (7)

2000

28. Dividend initiations in reverse-LBO firms
    Review of Financial Economics, 2000, 9, (1), 55-63 View citations (2)
    Also in Review of Financial Economics, 2000, 9, (1), 55-63 (2000)

1998

29. Individual versus institutional investors and the weekend effect
    Journal of Economics and Finance, 1998, 22, (1), 71-85 View citations (15)
30. The persistent holiday effect: additional evidence
    Applied Economics Letters, 1998, 5, (4), 205-209 View citations (49)

Editor

1. International Journal of Managerial Finance
   Emerald Group Publishing Limited