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 1 1 1 10
Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets 0 0 0 1 0 1 2 11
Automated Liquidity Provision 0 0 0 43 0 0 1 140
Automated Liquidity Provision and the Demise of Traditional Market Making 0 0 0 68 0 1 4 184
Demand and Supply and Their Relationship to Liquidity: Evidence from the S&P 500 Change to Free Float 0 0 1 11 1 1 4 38
Determining value in a complex service setting 0 0 0 10 1 2 2 42
Differences in Ethical Perceptions of Insider Trading 0 0 0 2 0 0 1 13
Do Lead Articles Signal Higher Quality in the Digital Age? Evidence from Finance Journals 0 0 0 26 0 1 1 43
Financial risk tolerance: An analysis of unexplored factors 0 0 0 0 7 11 35 224
Liquidity issues surrounding neglected firms 0 0 0 0 0 0 1 15
Market Structure and Stock Splits 0 0 0 273 0 0 0 932
Modelling Adverse Selection on Electronic Order-Driven Markets 0 1 3 162 2 4 16 412
Real Estate Markets 0 0 0 2 0 0 1 23
Repeated LBOs: The Case of Multiple LBO Transactions 0 0 0 0 0 1 3 8
Sarbannes-Oxley: Some Unintended Consequences 0 0 0 0 0 0 0 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 2 2 3 6 2 2 4 18
The Holiday Anomaly: An Investigation of Firm Size versus Share Price Effects 0 0 0 0 0 0 2 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 2 3 8 616 14 25 80 2,235

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 0 3 41
A longitudinal study of financial risk tolerance 1 1 3 69 1 1 7 326
An Insight into Overconfidence in the Forecasting Abilities of Financial Advisors 0 1 5 29 0 2 10 97
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 0 0 2 28
Are all dividends created equal? Australian evidence using dividend‐increase track records 0 0 0 4 1 1 1 25
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 4 89
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 0 3 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 0 16 0 0 0 128
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 0 0 1 266
Individual versus institutional investors and the weekend effect 0 0 0 15 0 0 4 64
Intraday REIT Liquidity 0 0 0 126 0 0 2 507
Is Liquidity Symmetric? A Study of Newly Listed Internet and Technology Stocks 0 0 0 17 0 1 3 92
Liquidity and earnings in event studies: Does data granularity matter? 0 0 1 12 0 1 2 80
Price discovery in commodity derivatives: Speculation or hedging? 0 1 3 19 0 1 7 96
Price discovery in stock and options markets 0 0 1 21 0 1 4 120
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 1 12 0 0 6 43
Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth 0 0 0 1 0 0 0 13
Stock Splits and Bond Yields: Isolating the Signaling Hypothesis 1 1 2 8 1 1 4 60
Suspicious trading halts 0 0 0 37 0 0 2 114
The Riskiness of REITs Surrounding the October 1997 Stock Market Decline 0 0 0 133 0 0 0 482
The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ 0 0 1 19 0 0 3 56
The persistent holiday effect: additional evidence 1 2 6 162 2 3 13 440
The rise and fall of single-letter ticker symbols 0 0 3 8 0 0 3 59
Total Journal Articles 3 6 26 962 5 13 85 3,941

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Statistics updated 2025-06-06