David Michayluk
Names
first: | David |
last: | Michayluk |
Contact
email: | |
homepage: | https://profiles.uts.edu.au/david.michayluk |
Affiliations
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University of Technology Sydney
→ Business School
→ Finance Discipline Group
- website
- location: Sydney, Australia
Research profile
author of:
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Market Structure and Stock Splits
by David Michayluk & Paul Kofman -
Suspicious trading halts
by McDonald, Cynthia G. & Michayluk, David -
The Riskiness of REITs Surrounding the October 1997 Stock Market Decline
by John L. Glascock & David Michayluk & Karyn Neuhauser -
Dividend initiations in reverse-LBO firms
by Kosedag, Arman & Michayluk, David -
Intraday REIT Liquidity
by William Bertin & Paul Kofman & Professor David Michayluk & Laurie Prather -
Are foreign issuers complying with Regulation Fair Disclosure?
by Mathew, Prem G. & Michayluk, David & Kofman, Paul -
Hubris amongst Japanese bidders
by Lin, Bing-Xuan & Michayluk, David & Oppenheimer, Henry R. & Reid, Sean F. -
Modelling Adverse Selection on Electronic Order-Driven Markets
by Louis R. Mercorelli & David Michayluk & Anthony D. Hall -
INVESTOR OVERREACTION DURING MARKET DECLINES: EVIDENCE FROM THE 1997 ASIAN FINANCIAL CRISIS
by David Michayluk & Karyn L. Neuhauser -
DAY‐END EFFECT ON THE PARIS BOURSE
by David Michayluk & Gary C. Sanger -
An analysis of Australian exchange traded options and warrants
by William Bertin & Paul Fowler & David Michayluk & Laurie Prather -
Automated Liquidity Provision and the Demise of Traditional Market Making
by Austin Gerig & David Michayluk -
Stock Splits and Bond Yields: Isolating the Signaling Hypothesis
by David Michayluk & Ruoyun Zhao -
French and U.S. trading of cross-listed stocks around the period of U.S. decimalization: Volume, spreads, and depth effects
by Lin, Bing-Xuan & Michayluk, David & Oppenheimer, Henry R. & Sabherwal, Sanjiv -
The persistent holiday effect: additional evidence
by Paul Brockman & David Michayluk -
The rise and fall of single-letter ticker symbols
by David Michayluk -
A longitudinal study of financial risk tolerance
by Van de Venter, Gerhard & Michayluk, David & Davey, Geoff -
Do Lead Articles Signal Higher Quality in the Digital Age? Evidence from Finance Journals
by David Michayluk & Ralf Zurbruegg -
Individual versus institutional investors and the weekend effect
by Paul Brockman & David Michayluk -
An Insight into Overconfidence in the Forecasting Abilities of Financial Advisors
by Gerhard van de Venter & David Michayluk -
Automated Liquidity Provision
by Austin Gerig & David Michayluk -
A Liquidity Motivated Algorithm for Discerning Trade Direction
by David Michayluk & Laurie Prather -
Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth
by Paul Kofman & David Michayluk & James T. Moser -
Are Certain Dividend Increases Predictable? The Effect of Repeated Dividend Increases on Market Returns
by David Michayluk & Karyn Neuhauser & Scott Walker -
Return predictability following different drivers of large price changes
by Patel, Vinay & Michayluk, David -
Real Estate Markets
by Patrick Wilson & Ralf Zurbruegg & David Michayluk -
Do lead articles signal higher quality in the digital age? Evidence from finance journals
by David Michayluk & Ralf Zurbruegg -
Automated liquidity provision
by Gerig, Austin & Michayluk, David -
Takeovers and the Market for Corporate Control in Japanese REITs
by Guojie Ma & David Michayluk -
Subjectivity in Judgments: Further Evidence from the Financial Planning Industry
by David Michayluk & Gerhard Van de Venter -
Repeated LBOs: The Case of Multiple LBO Transactions
by Arman Kosedag & David Michayluk -
The Role of Growth in Long Term Investment Returns
by John Paul Broussard & David Michayluk & Walter P. Neely -
Sarbannes-Oxley: Some Unintended Consequences
by Allan Graham & Bing-Xuan Lin & David Michayluk & Pamela Stuerke -
The Holiday Anomaly: An Investigation of Firm Size versus Share Price Effects
by Paul Brockman & David Michayluk -
Demand and Supply and Their Relationship to Liquidity: Evidence from the S&P 500 Change to Free Float
by David Lam & Bing-Xuan Lin & David Michayluk -
What Do Options Have to Do With It?: Inclusion of Options Market Indicators in Bid-ask Spread Decomposition
by David Michayluk & Laurie Prather & Li-Anne E. Woo & Henry Y. K. Yip -
Liquidity issues surrounding neglected firms
by William J. Bertin & David Michayluk & Laurie Prather -
Financial risk tolerance: An analysis of unexplored factors
by Ryan Gibson & David Michayluk & Gerhard Van de Venter -
Determining value in a complex service setting
by Carolin Plewa & Jillian C. Sweeney & David Michayluk -
Ambiguity in markets: A test in an Australian emissions market
by Deborah Cotton & David Michayluk -
The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ
by Dang, Viet Anh & Michayluk, David & Pham, Thu Phuong -
Liquidity and earnings in event studies: Does data granularity matter?
by Bohmann, Marc & Michayluk, David & Patel, Vinay & Walsh, Kathleen -
Price discovery in commodity derivatives: Speculation or hedging?
by Marc J. M. Bohmann & David Michayluk & Vinay Patel -
Is Liquidity Symmetric? A Study of Newly Listed Internet and Technology Stocks
by DAVID MICHAYLUK & KARYN NEUHAUSER -
Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework
by 27 authors -
Dividend Consistency: Rewards, Learning, and Expectations
by David Michayluk & Scott Walker & Karyn Neuhauser -
Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets
by David Michayluk & Patrick J. Wilson & Ralf Zurbruegg -
Are all dividends created equal? Australian evidence using dividend‐increase track records
by David Michayluk & Karyn Neuhauser & Scott Walker -
Price discovery in stock and options markets
by Patel, Vinay & Putniņš, Tālis J. & Michayluk, David & Foley, Sean -
Dividend initiations in reverse‐LBO firms
by Arman Kosedag & David Michayluk
editor of:
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International Journal of Managerial Finance
edited by David Michayluk