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 3 5 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 7 17
Automated Liquidity Provision 0 0 0 43 3 5 7 147
Automated Liquidity Provision and the Demise of Traditional Market Making 0 0 1 69 3 4 8 191
Demand and Supply and Their Relationship to Liquidity: Evidence from the S&P 500 Change to Free Float 0 0 0 11 7 7 8 45
Determining value in a complex service setting 0 0 0 10 4 6 9 49
Differences in Ethical Perceptions of Insider Trading 0 0 0 2 4 10 12 25
Do Lead Articles Signal Higher Quality in the Digital Age? Evidence from Finance Journals 0 0 0 26 3 6 8 50
Financial risk tolerance: An analysis of unexplored factors 0 0 0 0 5 17 43 253
Liquidity issues surrounding neglected firms 0 0 0 0 2 2 4 18
Market Structure and Stock Splits 0 0 0 273 5 10 11 943
Modelling Adverse Selection on Electronic Order-Driven Markets 0 0 1 162 2 2 9 416
Real Estate Markets 0 0 0 2 1 3 3 26
Repeated LBOs: The Case of Multiple LBO Transactions 0 0 0 0 1 3 6 12
Sarbannes-Oxley: Some Unintended Consequences 0 0 0 0 7 10 10 35
Subjectivity in Judgments: Further Evidence from the Financial Planning Industry 0 0 0 9 4 5 6 26
Takeovers and the Market for Corporate Control in Japanese REITs 0 1 3 7 2 4 6 22
The Holiday Anomaly: An Investigation of Firm Size versus Share Price Effects 0 0 0 0 3 4 7 45
The Role of Growth in Long Term Investment Returns 0 0 0 0 2 7 8 32
What Do Options Have to Do With It?: Inclusion of Options Market Indicators in Bid-ask Spread Decomposition 0 0 0 3 3 3 4 18
Total Working Papers 0 1 5 618 67 119 183 2,386

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 5 5 7 47
A longitudinal study of financial risk tolerance 0 0 2 70 6 10 15 340
An Insight into Overconfidence in the Forecasting Abilities of Financial Advisors 0 0 3 30 1 6 11 105
An analysis of Australian exchange traded options and warrants 0 0 0 17 3 4 4 95
Are Certain Dividend Increases Predictable? The Effect of Repeated Dividend Increases on Market Returns 0 0 0 3 0 1 4 30
Are all dividends created equal? Australian evidence using dividend‐increase track records 0 0 0 4 5 7 11 35
Are foreign issuers complying with Regulation Fair Disclosure? 0 0 0 12 2 4 5 73
Automated liquidity provision 0 0 0 6 12 21 23 111
DAY‐END EFFECT ON THE PARIS BOURSE 0 0 0 8 3 3 4 61
Dividend Consistency: Rewards, Learning, and Expectations 0 0 0 4 2 4 5 31
Dividend initiations in reverse-LBO firms 0 0 0 74 3 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 4 5 29
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 4 6 7 135
Hubris amongst Japanese bidders 0 0 0 44 0 0 1 134
INVESTOR OVERREACTION DURING MARKET DECLINES: EVIDENCE FROM THE 1997 ASIAN FINANCIAL CRISIS 0 0 0 75 3 3 7 273
Individual versus institutional investors and the weekend effect 0 0 0 15 2 4 5 69
Intraday REIT Liquidity 0 0 0 126 3 4 5 511
Is Liquidity Symmetric? A Study of Newly Listed Internet and Technology Stocks 0 0 0 17 1 2 6 96
Liquidity and earnings in event studies: Does data granularity matter? 0 0 1 12 3 9 12 90
Price discovery in commodity derivatives: Speculation or hedging? 1 2 4 22 12 28 33 128
Price discovery in stock and options markets 1 2 3 24 9 20 27 146
Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework 0 0 0 3 1 5 7 48
Return predictability following different drivers of large price changes 0 0 0 12 0 3 7 49
Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth 0 0 0 1 1 1 1 14
Stock Splits and Bond Yields: Isolating the Signaling Hypothesis 0 0 1 8 3 5 9 66
Suspicious trading halts 0 0 0 37 1 2 2 116
The Riskiness of REITs Surrounding the October 1997 Stock Market Decline 0 0 1 134 5 6 9 491
The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ 0 1 1 20 2 8 10 66
The persistent holiday effect: additional evidence 0 0 4 164 5 34 45 481
The rise and fall of single-letter ticker symbols 0 0 0 8 4 12 14 73
Total Journal Articles 2 5 20 974 104 226 306 4,222

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Statistics updated 2026-02-12