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 0 0 9
Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets 0 0 0 1 0 0 1 10
Automated Liquidity Provision 0 0 0 43 0 0 2 140
Automated Liquidity Provision and the Demise of Traditional Market Making 0 0 0 68 0 1 3 183
Demand and Supply and Their Relationship to Liquidity: Evidence from the S&P 500 Change to Free Float 0 0 1 11 0 0 3 37
Determining value in a complex service setting 0 0 0 10 0 0 1 40
Differences in Ethical Perceptions of Insider Trading 0 0 0 2 0 0 2 13
Do Lead Articles Signal Higher Quality in the Digital Age? Evidence from Finance Journals 0 0 0 26 0 0 0 42
Financial risk tolerance: An analysis of unexplored factors 0 0 0 0 3 7 40 213
Liquidity issues surrounding neglected firms 0 0 0 0 1 1 1 15
Market Structure and Stock Splits 0 0 0 273 0 0 0 932
Modelling Adverse Selection on Electronic Order-Driven Markets 0 0 2 161 1 4 13 408
Real Estate Markets 0 0 0 2 0 0 1 23
Repeated LBOs: The Case of Multiple LBO Transactions 0 0 0 0 1 1 2 7
Sarbannes-Oxley: Some Unintended Consequences 0 0 0 0 0 0 1 25
Subjectivity in Judgments: Further Evidence from the Financial Planning Industry 0 0 1 9 0 0 2 20
Takeovers and the Market for Corporate Control in Japanese REITs 0 1 1 4 0 2 3 16
The Holiday Anomaly: An Investigation of Firm Size versus Share Price Effects 0 0 0 0 1 2 4 39
The Role of Growth in Long Term Investment Returns 0 0 0 0 0 0 0 24
What Do Options Have to Do With It?: Inclusion of Options Market Indicators in Bid-ask Spread Decomposition 0 0 0 3 0 0 0 14
Total Working Papers 0 1 5 613 7 18 79 2,210

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 1 2 3 41
A longitudinal study of financial risk tolerance 0 0 4 68 0 0 14 325
An Insight into Overconfidence in the Forecasting Abilities of Financial Advisors 1 1 4 28 1 1 9 95
An analysis of Australian exchange traded options and warrants 0 0 0 17 0 0 0 91
Are Certain Dividend Increases Predictable? The Effect of Repeated Dividend Increases on Market Returns 0 0 0 3 2 2 2 28
Are all dividends created equal? Australian evidence using dividend‐increase track records 0 0 1 4 0 0 1 24
Are foreign issuers complying with Regulation Fair Disclosure? 0 0 0 12 0 0 0 68
Automated liquidity provision 0 0 0 6 0 1 3 88
DAY‐END EFFECT ON THE PARIS BOURSE 0 0 0 8 0 0 0 57
Dividend Consistency: Rewards, Learning, and Expectations 0 0 0 4 0 1 4 26
Dividend initiations in reverse-LBO firms 0 0 0 74 0 0 0 266
Dividend initiations in reverse‐LBO firms 0 0 0 1 0 0 0 8
Do lead articles signal higher quality in the digital age? Evidence from finance journals 0 0 0 2 0 0 0 24
French and U.S. trading of cross-listed stocks around the period of U.S. decimalization: Volume, spreads, and depth effects 0 0 1 16 0 0 1 128
Hubris amongst Japanese bidders 0 0 1 44 1 1 3 134
INVESTOR OVERREACTION DURING MARKET DECLINES: EVIDENCE FROM THE 1997 ASIAN FINANCIAL CRISIS 0 0 0 75 0 1 1 266
Individual versus institutional investors and the weekend effect 0 0 0 15 0 3 4 64
Intraday REIT Liquidity 0 0 0 126 1 1 4 507
Is Liquidity Symmetric? A Study of Newly Listed Internet and Technology Stocks 0 0 0 17 1 1 2 91
Liquidity and earnings in event studies: Does data granularity matter? 1 1 2 12 1 1 4 79
Price discovery in commodity derivatives: Speculation or hedging? 0 1 5 18 0 3 10 95
Price discovery in stock and options markets 0 0 2 21 0 1 7 119
Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework 0 0 0 3 0 0 0 41
Return predictability following different drivers of large price changes 0 0 2 12 1 2 8 43
Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth 0 0 0 1 0 0 1 13
Stock Splits and Bond Yields: Isolating the Signaling Hypothesis 0 1 1 7 2 3 3 59
Suspicious trading halts 0 0 0 37 0 1 2 114
The Riskiness of REITs Surrounding the October 1997 Stock Market Decline 0 0 1 133 0 0 1 482
The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ 0 1 3 19 0 3 5 56
The persistent holiday effect: additional evidence 0 2 5 160 1 5 11 437
The rise and fall of single-letter ticker symbols 0 1 3 8 0 1 3 59
Total Journal Articles 2 8 35 956 12 34 106 3,928

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Statistics updated 2025-03-03