Access Statistics for David Michayluk

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Ambiguity in markets: A test in an Australian emissions market 0 0 0 0 0 4 7 16
Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets 0 0 0 1 3 6 10 20
Automated Liquidity Provision 0 0 0 43 1 4 8 148
Automated Liquidity Provision and the Demise of Traditional Market Making 0 0 1 69 0 3 8 191
Demand and Supply and Their Relationship to Liquidity: Evidence from the S&P 500 Change to Free Float 0 0 0 11 1 8 9 46
Determining value in a complex service setting 0 0 0 10 2 6 11 51
Differences in Ethical Perceptions of Insider Trading 0 0 0 2 2 10 14 27
Do Lead Articles Signal Higher Quality in the Digital Age? Evidence from Finance Journals 0 0 0 26 2 7 10 52
Financial risk tolerance: An analysis of unexplored factors 0 0 0 0 1 12 41 254
Liquidity issues surrounding neglected firms 0 0 0 0 0 2 3 18
Market Structure and Stock Splits 0 0 0 273 0 9 11 943
Modelling Adverse Selection on Electronic Order-Driven Markets 1 1 2 163 4 6 12 420
Real Estate Markets 0 0 0 2 3 5 6 29
Repeated LBOs: The Case of Multiple LBO Transactions 0 0 0 0 0 2 5 12
Sarbannes-Oxley: Some Unintended Consequences 0 0 0 0 0 8 10 35
Subjectivity in Judgments: Further Evidence from the Financial Planning Industry 0 0 0 9 0 4 6 26
Takeovers and the Market for Corporate Control in Japanese REITs 0 1 3 7 0 4 6 22
The Holiday Anomaly: An Investigation of Firm Size versus Share Price Effects 0 0 0 0 0 4 6 45
The Role of Growth in Long Term Investment Returns 0 0 0 0 2 8 10 34
What Do Options Have to Do With It?: Inclusion of Options Market Indicators in Bid-ask Spread Decomposition 0 0 0 3 0 3 4 18
Total Working Papers 1 2 6 619 21 115 197 2,407

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Liquidity Motivated Algorithm for Discerning Trade Direction 0 0 0 5 0 5 6 47
A longitudinal study of financial risk tolerance 0 0 2 70 2 9 17 342
An Insight into Overconfidence in the Forecasting Abilities of Financial Advisors 0 0 2 30 1 5 11 106
An analysis of Australian exchange traded options and warrants 0 0 0 17 1 4 5 96
Are Certain Dividend Increases Predictable? The Effect of Repeated Dividend Increases on Market Returns 0 0 0 3 2 3 4 32
Are all dividends created equal? Australian evidence using dividend‐increase track records 0 0 0 4 0 6 11 35
Are foreign issuers complying with Regulation Fair Disclosure? 0 0 0 12 1 4 6 74
Automated liquidity provision 0 0 0 6 1 21 24 112
DAY‐END EFFECT ON THE PARIS BOURSE 0 0 0 8 0 3 4 61
Dividend Consistency: Rewards, Learning, and Expectations 0 0 0 4 2 5 7 33
Dividend initiations in reverse-LBO firms 0 0 0 74 0 4 4 270
Dividend initiations in reverse‐LBO firms 0 0 0 1 0 1 1 9
Do lead articles signal higher quality in the digital age? Evidence from finance journals 0 0 0 2 3 6 8 32
French and U.S. trading of cross-listed stocks around the period of U.S. decimalization: Volume, spreads, and depth effects 0 0 0 16 1 5 8 136
Hubris amongst Japanese bidders 0 0 0 44 1 1 1 135
INVESTOR OVERREACTION DURING MARKET DECLINES: EVIDENCE FROM THE 1997 ASIAN FINANCIAL CRISIS 0 0 0 75 2 5 9 275
Individual versus institutional investors and the weekend effect 0 0 0 15 0 3 5 69
Intraday REIT Liquidity 0 0 0 126 0 4 4 511
Is Liquidity Symmetric? A Study of Newly Listed Internet and Technology Stocks 0 0 0 17 1 3 6 97
Liquidity and earnings in event studies: Does data granularity matter? 0 0 0 12 1 7 12 91
Price discovery in commodity derivatives: Speculation or hedging? 0 1 4 22 3 27 36 131
Price discovery in stock and options markets 1 2 4 25 4 20 31 150
Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework 0 0 0 3 0 2 7 48
Return predictability following different drivers of large price changes 0 0 0 12 3 4 9 52
Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth 0 0 0 1 1 2 2 15
Stock Splits and Bond Yields: Isolating the Signaling Hypothesis 0 0 1 8 0 4 7 66
Suspicious trading halts 0 0 0 37 0 2 2 116
The Riskiness of REITs Surrounding the October 1997 Stock Market Decline 0 0 1 134 1 7 10 492
The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ 0 1 1 20 1 8 11 67
The persistent holiday effect: additional evidence 0 0 4 164 1 30 45 482
The rise and fall of single-letter ticker symbols 1 1 1 9 4 14 18 77
Total Journal Articles 2 5 20 976 37 224 331 4,259

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Statistics updated 2026-03-04