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 7 18
Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets 0 0 0 1 0 1 14 25
Automated Liquidity Provision 0 0 0 43 0 9 17 159
Automated Liquidity Provision and the Demise of Traditional Market Making 0 0 0 69 1 1 6 193
Demand and Supply and Their Relationship to Liquidity: Evidence from the S&P 500 Change to Free Float 0 0 0 11 0 2 12 50
Determining value in a complex service setting 0 0 3 13 1 2 18 61
Differences in Ethical Perceptions of Insider Trading 0 0 0 2 0 2 19 33
Do Lead Articles Signal Higher Quality in the Digital Age? Evidence from Finance Journals 0 0 0 26 1 1 12 55
Financial risk tolerance: An analysis of unexplored factors 0 0 0 0 0 4 28 263
Liquidity issues surrounding neglected firms 0 0 0 0 0 0 7 23
Market Structure and Stock Splits 0 0 0 273 1 1 13 946
Modelling Adverse Selection on Electronic Order-Driven Markets 0 0 1 163 2 3 14 427
Real Estate Markets 0 0 0 2 0 1 10 33
Repeated LBOs: The Case of Multiple LBO Transactions 0 0 0 0 0 1 7 15
Sarbannes-Oxley: Some Unintended Consequences 0 0 0 0 0 0 14 39
Subjectivity in Judgments: Further Evidence from the Financial Planning Industry 0 0 0 9 0 1 9 30
Takeovers and the Market for Corporate Control in Japanese REITs 0 0 1 7 0 1 7 25
The Holiday Anomaly: An Investigation of Firm Size versus Share Price Effects 0 0 0 0 0 1 7 48
The Role of Growth in Long Term Investment Returns 0 0 0 0 0 2 13 38
What Do Options Have to Do With It?: Inclusion of Options Market Indicators in Bid-ask Spread Decomposition 0 0 0 3 0 0 7 22
Total Working Papers 0 0 5 622 6 33 241 2,503

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 7 49
A longitudinal study of financial risk tolerance 0 0 3 72 2 4 27 356
An Insight into Overconfidence in the Forecasting Abilities of Financial Advisors 0 0 1 31 0 1 14 112
An analysis of Australian exchange traded options and warrants 0 0 0 17 0 2 9 100
Are Certain Dividend Increases Predictable? The Effect of Repeated Dividend Increases on Market Returns 0 0 0 3 0 4 8 36
Are all dividends created equal? Australian evidence using dividend‐increase track records 1 1 1 5 2 3 11 39
Are foreign issuers complying with Regulation Fair Disclosure? 0 0 0 12 0 0 6 74
Automated liquidity provision 0 0 0 6 0 2 32 122
DAY‐END EFFECT ON THE PARIS BOURSE 0 0 0 8 0 1 8 65
Dividend Consistency: Rewards, Learning, and Expectations 0 0 0 4 0 1 9 36
Dividend initiations in reverse-LBO firms 0 0 0 74 1 2 11 277
Dividend initiations in reverse‐LBO firms 0 0 0 1 1 3 5 13
Do lead articles signal higher quality in the digital age? Evidence from finance journals 0 1 1 3 2 3 11 36
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 1 11 140
Hubris amongst Japanese bidders 0 0 0 44 1 2 4 138
INVESTOR OVERREACTION DURING MARKET DECLINES: EVIDENCE FROM THE 1997 ASIAN FINANCIAL CRISIS 0 0 0 75 0 2 13 280
Individual versus institutional investors and the weekend effect 0 0 0 15 1 1 6 70
Intraday REIT Liquidity 0 0 0 126 0 1 10 517
Is Liquidity Symmetric? A Study of Newly Listed Internet and Technology Stocks 0 0 0 17 0 1 8 101
Liquidity and earnings in event studies: Does data granularity matter? 0 0 1 13 0 2 17 98
Price discovery in commodity derivatives: Speculation or hedging? 0 1 3 23 0 4 58 158
Price discovery in stock and options markets 0 0 4 26 2 6 45 170
Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework 0 0 0 3 0 0 10 52
Return predictability following different drivers of large price changes 0 1 1 13 0 3 13 57
Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth 0 0 0 1 0 0 3 16
Stock Splits and Bond Yields: Isolating the Signaling Hypothesis 0 0 0 8 1 2 9 69
Suspicious trading halts 0 0 0 37 0 1 7 121
The Riskiness of REITs Surrounding the October 1997 Stock Market Decline 0 0 0 134 0 1 9 494
The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ 0 0 2 21 2 4 20 78
The persistent holiday effect: additional evidence 0 0 2 165 3 6 47 491
The rise and fall of single-letter ticker symbols 0 0 1 9 0 13 49 110
Total Journal Articles 1 4 20 987 18 76 497 4,475

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11