David Michayluk

Names

first:	David
last:	Michayluk

Contact

email:
homepage:	https://profiles.uts.edu.au/david.michayluk

Affiliations

• University of Technology Sydney → Business School → Finance Discipline Group
  • website
  • location: Sydney, Australia

Research profile

author of:

• 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 authorsAman, Hiroyuki & Beekes, Wendy & Berkman, Henk & Bohmann, Marc & Bradbury, Michael & Chapple, Larelle & Chang, Millicent & Clout, Victoria & Faff, Robert & Han, Jianlei & Hillier, David & Hodgson, Allan & Howieson, Bryan & Jona, Jonathan & Linnenluecke, Martina & Loncan, Tiago & McCredie, Bronwyn & Michayluk, David & Mroczkowski, Nick & Pan, Zheyao (Terry) & Patel, Vinay & Podolski, Edward & Soderstrom, Naomi & Smith, Tom & Tanewski, George & Walsh, Kathleen & Wee, Marvin & Wright, Sue
• 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:

• International Journal of Managerial Finance
  edited by David Michayluk