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 6
Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets 0 0 0 0 0 1 1 2
Automated Liquidity Provision 0 0 1 38 1 5 15 115
Automated Liquidity Provision and the Demise of Traditional Market Making 0 0 0 66 3 3 10 174
Demand and Supply and Their Relationship to Liquidity: Evidence from the S&P 500 Change to Free Float 0 2 2 8 1 6 13 29
Determining value in a complex service setting 0 0 4 7 0 1 20 31
Do Lead Articles Signal Higher Quality in the Digital Age? Evidence from Finance Journals 0 0 0 26 0 0 3 38
Financial risk tolerance: An analysis of unexplored factors 0 0 0 0 5 15 37 72
Liquidity issues surrounding neglected firms 0 0 0 0 0 0 1 9
Market Structure and Stock Splits 0 0 1 273 0 0 8 924
Modelling Adverse Selection on Electronic Order-Driven Markets 0 1 2 154 0 1 10 377
Real Estate Markets 0 0 0 2 0 1 7 20
Repeated LBOs: The Case of Multiple LBO Transactions 0 0 0 0 0 0 0 3
Sarbannes-Oxley: Some Unintended Consequences 0 0 0 0 0 0 2 12
Subjectivity in Judgments: Further Evidence from the Financial Planning Industry 2 2 5 7 3 3 8 13
Takeovers and the Market for Corporate Control in Japanese REITs 0 0 0 0 0 0 1 3
The Holiday Anomaly: An Investigation of Firm Size versus Share Price Effects 0 0 0 0 0 1 10 21
The Role of Growth in Long Term Investment Returns 0 0 0 0 0 1 4 16
What Do Options Have to Do With It?: Inclusion of Options Market Indicators in Bid-ask Spread Decomposition 0 0 0 1 1 1 5 10
Total Working Papers 2 5 15 582 14 39 155 1,875

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 4 0 2 5 37
A longitudinal study of financial risk tolerance 1 4 8 40 13 35 59 216
An Insight into Overconfidence in the Forecasting Abilities of Financial Advisors 1 2 9 17 4 11 25 66
An analysis of Australian exchange traded options and warrants 0 0 0 17 0 1 3 89
Are Certain Dividend Increases Predictable? The Effect of Repeated Dividend Increases on Market Returns 0 0 0 3 0 0 4 20
Are all dividends created equal? Australian evidence using dividend‐increase track records 0 0 0 2 0 3 13 17
Are foreign issuers complying with Regulation Fair Disclosure? 0 0 0 12 0 0 0 67
Automated liquidity provision 0 1 3 6 3 7 20 52
DAY‐END EFFECT ON THE PARIS BOURSE 0 0 0 8 0 0 1 55
Dividend Consistency: Rewards, Learning, and Expectations 0 0 0 4 0 2 6 18
Dividend initiations in reverse-LBO firms 0 0 0 74 0 1 1 261
Dividend initiations in reverse‐LBO firms 0 1 1 1 0 1 2 2
Do lead articles signal higher quality in the digital age? Evidence from finance journals 0 0 0 0 0 0 10 20
French and U.S. trading of cross-listed stocks around the period of U.S. decimalization: Volume, spreads, and depth effects 0 0 0 15 1 1 2 120
Hubris amongst Japanese bidders 0 0 1 37 1 1 5 116
INVESTOR OVERREACTION DURING MARKET DECLINES: EVIDENCE FROM THE 1997 ASIAN FINANCIAL CRISIS 1 1 5 73 1 1 5 252
Individual versus institutional investors and the weekend effect 1 1 2 13 1 2 9 52
Intraday REIT Liquidity 0 1 1 126 0 1 5 499
Is Liquidity Symmetric? A Study of Newly Listed Internet and Technology Stocks 0 0 0 17 0 0 1 84
Liquidity and earnings in event studies: Does data granularity matter? 0 0 1 7 2 6 19 52
Price discovery in commodity derivatives: Speculation or hedging? 0 0 2 5 0 3 11 25
Price discovery in stock and options markets 0 3 9 10 6 22 51 55
Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework 0 0 1 1 1 6 18 27
Return predictability following different drivers of large price changes 0 0 0 7 0 1 2 27
Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth 0 0 0 1 1 1 2 11
Stock Splits and Bond Yields: Isolating the Signaling Hypothesis 0 0 0 6 0 1 5 50
Suspicious trading halts 0 0 1 36 0 0 1 109
The Riskiness of REITs Surrounding the October 1997 Stock Market Decline 0 0 1 131 0 1 4 472
The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ 0 0 2 11 1 5 12 31
The persistent holiday effect: additional evidence 2 4 8 138 4 10 30 381
The rise and fall of single-letter ticker symbols 0 0 0 4 0 1 13 50
Total Journal Articles 6 18 55 826 39 126 344 3,333

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Statistics updated 2021-06-03