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 2 4 13
Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets 0 0 0 1 0 3 4 14
Automated Liquidity Provision 0 0 0 43 0 2 4 144
Automated Liquidity Provision and the Demise of Traditional Market Making 0 0 1 69 0 1 5 188
Demand and Supply and Their Relationship to Liquidity: Evidence from the S&P 500 Change to Free Float 0 0 0 11 0 0 1 38
Determining value in a complex service setting 0 0 0 10 0 2 5 45
Differences in Ethical Perceptions of Insider Trading 0 0 0 2 4 7 8 21
Do Lead Articles Signal Higher Quality in the Digital Age? Evidence from Finance Journals 0 0 0 26 2 4 5 47
Financial risk tolerance: An analysis of unexplored factors 0 0 0 0 6 13 39 248
Liquidity issues surrounding neglected firms 0 0 0 0 0 0 2 16
Market Structure and Stock Splits 0 0 0 273 4 5 6 938
Modelling Adverse Selection on Electronic Order-Driven Markets 0 0 1 162 0 1 10 414
Real Estate Markets 0 0 0 2 1 2 2 25
Repeated LBOs: The Case of Multiple LBO Transactions 0 0 0 0 1 3 5 11
Sarbannes-Oxley: Some Unintended Consequences 0 0 0 0 1 3 3 28
Subjectivity in Judgments: Further Evidence from the Financial Planning Industry 0 0 0 9 0 1 2 22
Takeovers and the Market for Corporate Control in Japanese REITs 1 1 4 7 2 2 5 20
The Holiday Anomaly: An Investigation of Firm Size versus Share Price Effects 0 0 0 0 1 1 5 42
The Role of Growth in Long Term Investment Returns 0 0 0 0 4 5 6 30
What Do Options Have to Do With It?: Inclusion of Options Market Indicators in Bid-ask Spread Decomposition 0 0 0 3 0 0 1 15
Total Working Papers 1 1 6 618 27 57 122 2,319

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 2 42
A longitudinal study of financial risk tolerance 0 1 2 70 1 5 9 334
An Insight into Overconfidence in the Forecasting Abilities of Financial Advisors 0 0 3 30 3 6 10 104
An analysis of Australian exchange traded options and warrants 0 0 0 17 0 1 1 92
Are Certain Dividend Increases Predictable? The Effect of Repeated Dividend Increases on Market Returns 0 0 0 3 1 2 4 30
Are all dividends created equal? Australian evidence using dividend‐increase track records 0 0 0 4 1 2 6 30
Are foreign issuers complying with Regulation Fair Disclosure? 0 0 0 12 1 3 3 71
Automated liquidity provision 0 0 0 6 8 9 11 99
DAY‐END EFFECT ON THE PARIS BOURSE 0 0 0 8 0 1 1 58
Dividend Consistency: Rewards, Learning, and Expectations 0 0 0 4 1 2 3 29
Dividend initiations in reverse-LBO firms 0 0 0 74 1 1 1 267
Dividend initiations in reverse‐LBO firms 0 0 0 1 1 1 1 9
Do lead articles signal higher quality in the digital age? Evidence from finance journals 0 0 0 2 0 1 2 26
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 3 131
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 3 4 270
Individual versus institutional investors and the weekend effect 0 0 0 15 1 3 6 67
Intraday REIT Liquidity 0 0 0 126 1 1 2 508
Is Liquidity Symmetric? A Study of Newly Listed Internet and Technology Stocks 0 0 0 17 1 2 5 95
Liquidity and earnings in event studies: Does data granularity matter? 0 0 1 12 3 6 9 87
Price discovery in commodity derivatives: Speculation or hedging? 0 1 4 21 12 16 23 116
Price discovery in stock and options markets 0 1 2 23 7 12 18 137
Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework 0 0 0 3 1 5 6 47
Return predictability following different drivers of large price changes 0 0 0 12 1 5 8 49
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 0 0 2 8 1 3 7 63
Suspicious trading halts 0 0 0 37 1 1 1 115
The Riskiness of REITs Surrounding the October 1997 Stock Market Decline 0 0 1 134 1 1 4 486
The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ 1 1 1 20 5 6 8 64
The persistent holiday effect: additional evidence 0 1 6 164 24 32 43 476
The rise and fall of single-letter ticker symbols 0 0 0 8 6 8 10 69
Total Journal Articles 1 5 22 972 83 140 212 4,118

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Statistics updated 2026-01-09