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 8 18
Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets 0 0 0 1 1 1 14 25
Automated Liquidity Provision 0 0 0 43 9 9 17 159
Automated Liquidity Provision and the Demise of Traditional Market Making 0 0 0 69 0 1 6 192
Demand and Supply and Their Relationship to Liquidity: Evidence from the S&P 500 Change to Free Float 0 0 0 11 1 2 12 50
Determining value in a complex service setting 0 0 3 13 1 2 17 60
Differences in Ethical Perceptions of Insider Trading 0 0 0 2 2 3 19 33
Do Lead Articles Signal Higher Quality in the Digital Age? Evidence from Finance Journals 0 0 0 26 0 1 11 54
Financial risk tolerance: An analysis of unexplored factors 0 0 0 0 3 5 29 263
Liquidity issues surrounding neglected firms 0 0 0 0 0 0 7 23
Market Structure and Stock Splits 0 0 0 273 0 0 12 945
Modelling Adverse Selection on Electronic Order-Driven Markets 0 0 1 163 1 1 12 425
Real Estate Markets 0 0 0 2 1 2 10 33
Repeated LBOs: The Case of Multiple LBO Transactions 0 0 0 0 1 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 1 1 9 30
Takeovers and the Market for Corporate Control in Japanese REITs 0 0 1 7 1 1 7 25
The Holiday Anomaly: An Investigation of Firm Size versus Share Price Effects 0 0 0 0 1 2 7 48
The Role of Growth in Long Term Investment Returns 0 0 0 0 1 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 24 34 238 2,497

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 8 49
A longitudinal study of financial risk tolerance 0 0 3 72 1 2 25 354
An Insight into Overconfidence in the Forecasting Abilities of Financial Advisors 0 0 2 31 1 2 15 112
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 2 4 8 36
Are all dividends created equal? Australian evidence using dividend‐increase track records 0 0 0 4 0 1 10 37
Are foreign issuers complying with Regulation Fair Disclosure? 0 0 0 12 0 0 6 74
Automated liquidity provision 0 0 0 6 1 2 33 122
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 1 1 10 36
Dividend initiations in reverse-LBO firms 0 0 0 74 1 1 10 276
Dividend initiations in reverse‐LBO firms 0 0 0 1 0 2 4 12
Do lead articles signal higher quality in the digital age? Evidence from finance journals 0 1 1 3 0 1 10 34
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 2 11 140
Hubris amongst Japanese bidders 0 0 0 44 1 1 3 137
INVESTOR OVERREACTION DURING MARKET DECLINES: EVIDENCE FROM THE 1997 ASIAN FINANCIAL CRISIS 0 0 0 75 2 2 13 280
Individual versus institutional investors and the weekend effect 0 0 0 15 0 0 5 69
Intraday REIT Liquidity 0 0 0 126 1 1 10 517
Is Liquidity Symmetric? A Study of Newly Listed Internet and Technology Stocks 0 0 0 17 0 1 9 101
Liquidity and earnings in event studies: Does data granularity matter? 0 1 1 13 2 3 17 98
Price discovery in commodity derivatives: Speculation or hedging? 1 1 3 23 2 7 60 158
Price discovery in stock and options markets 0 0 4 26 4 7 45 168
Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework 0 0 0 3 0 1 11 52
Return predictability following different drivers of large price changes 1 1 1 13 2 3 14 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 0 2 8 68
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 1 1 9 494
The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ 0 0 2 21 1 4 18 76
The persistent holiday effect: additional evidence 0 0 2 165 3 4 44 488
The rise and fall of single-letter ticker symbols 0 0 1 9 7 19 50 110
Total Journal Articles 2 4 20 986 33 78 493 4,457

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Statistics updated 2026-09-10