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 2 2 9 18
Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets 0 0 0 1 2 6 12 23
Automated Liquidity Provision 0 0 0 43 2 3 10 150
Automated Liquidity Provision and the Demise of Traditional Market Making 0 0 1 69 0 0 7 191
Demand and Supply and Their Relationship to Liquidity: Evidence from the S&P 500 Change to Free Float 0 0 0 11 2 3 11 48
Determining value in a complex service setting 1 1 1 11 4 6 14 55
Differences in Ethical Perceptions of Insider Trading 0 0 0 2 2 4 16 29
Do Lead Articles Signal Higher Quality in the Digital Age? Evidence from Finance Journals 0 0 0 26 0 3 10 53
Financial risk tolerance: An analysis of unexplored factors 0 0 0 0 2 4 40 257
Liquidity issues surrounding neglected firms 0 0 0 0 2 4 7 22
Market Structure and Stock Splits 0 0 0 273 2 2 13 945
Modelling Adverse Selection on Electronic Order-Driven Markets 0 1 1 163 4 8 14 424
Real Estate Markets 0 0 0 2 2 5 8 31
Repeated LBOs: The Case of Multiple LBO Transactions 0 0 0 0 2 2 6 14
Sarbannes-Oxley: Some Unintended Consequences 0 0 0 0 4 4 14 39
Subjectivity in Judgments: Further Evidence from the Financial Planning Industry 0 0 0 9 1 3 9 29
Takeovers and the Market for Corporate Control in Japanese REITs 0 0 3 7 1 1 7 23
The Holiday Anomaly: An Investigation of Firm Size versus Share Price Effects 0 0 0 0 0 0 6 45
The Role of Growth in Long Term Investment Returns 0 0 0 0 1 4 12 36
What Do Options Have to Do With It?: Inclusion of Options Market Indicators in Bid-ask Spread Decomposition 0 0 0 3 3 4 8 22
Total Working Papers 1 2 6 620 38 68 233 2,454


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 2 2 8 49
A longitudinal study of financial risk tolerance 0 1 3 71 3 10 25 350
An Insight into Overconfidence in the Forecasting Abilities of Financial Advisors 1 1 2 31 2 5 13 110
An analysis of Australian exchange traded options and warrants 0 0 0 17 2 3 7 98
Are Certain Dividend Increases Predictable? The Effect of Repeated Dividend Increases on Market Returns 0 0 0 3 0 2 4 32
Are all dividends created equal? Australian evidence using dividend‐increase track records 0 0 0 4 1 1 12 36
Are foreign issuers complying with Regulation Fair Disclosure? 0 0 0 12 0 1 6 74
Automated liquidity provision 0 0 0 6 6 8 30 119
DAY‐END EFFECT ON THE PARIS BOURSE 0 0 0 8 3 3 7 64
Dividend Consistency: Rewards, Learning, and Expectations 0 0 0 4 1 4 9 35
Dividend initiations in reverse-LBO firms 0 0 0 74 5 5 9 275
Dividend initiations in reverse‐LBO firms 0 0 0 1 1 1 2 10
Do lead articles signal higher quality in the digital age? Evidence from finance journals 0 0 0 2 1 4 9 33
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 2 9 137
Hubris amongst Japanese bidders 0 0 0 44 0 1 1 135
INVESTOR OVERREACTION DURING MARKET DECLINES: EVIDENCE FROM THE 1997 ASIAN FINANCIAL CRISIS 0 0 0 75 1 5 12 278
Individual versus institutional investors and the weekend effect 0 0 0 15 0 0 5 69
Intraday REIT Liquidity 0 0 0 126 3 5 9 516
Is Liquidity Symmetric? A Study of Newly Listed Internet and Technology Stocks 0 0 0 17 2 4 8 100
Liquidity and earnings in event studies: Does data granularity matter? 0 0 0 12 4 5 15 95
Price discovery in commodity derivatives: Speculation or hedging? 0 0 3 22 5 20 52 148
Price discovery in stock and options markets 0 2 5 26 3 12 38 158
Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework 0 0 0 3 3 3 10 51
Return predictability following different drivers of large price changes 0 0 0 12 1 4 10 53
Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth 0 0 0 1 1 2 3 16
Stock Splits and Bond Yields: Isolating the Signaling Hypothesis 0 0 1 8 0 0 7 66
Suspicious trading halts 0 0 0 37 3 4 6 120
The Riskiness of REITs Surrounding the October 1997 Stock Market Decline 0 0 1 134 1 2 11 493
The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ 1 1 2 21 3 6 16 72
The persistent holiday effect: additional evidence 0 0 3 164 0 2 45 483
The rise and fall of single-letter ticker symbols 0 1 1 9 9 17 31 90
Total Journal Articles 2 6 21 980 67 143 429 4,365


Statistics updated 2026-05-06