David Michayluk : Citation Profile


Are you David Michayluk?

University of Technology Sydney

12

H index

16

i10 index

500

Citations

RESEARCH PRODUCTION:

31

Articles

21

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 20
   Journals where David Michayluk has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 4 (0.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmi143
   Updated: 2024-01-16    RAS profile: 2022-11-23    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Patel, Vinay (4)

Walsh, Kathleen (2)

Walker, Scott (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with David Michayluk.

Is cited by:

Liow, Kim (29)

Patel, Vinay (8)

Stevenson, Simon (7)

DUMITRIU, Ramona (6)

Stefanescu, Razvan (6)

Kudryavtsev, Andrey (6)

faff, robert (6)

LI, Qiang (5)

Dimovski, Bill (5)

Zhou, Jian (5)

lucey, brian (5)

Cites to:

Lee, Charles (14)

Ready, Mark (11)

Theissen, Erik (7)

Foucault, Thierry (7)

Putnins, Talis (7)

Fama, Eugene (6)

Patel, Vinay (6)

Bessembinder, Hendrik (6)

Milgrom, Paul (6)

Moinas, Sophie (6)

Roll, Richard (5)

Main data


Where David Michayluk has published?


Journals with more than one article published# docs
Pacific-Basin Finance Journal4
Journal of Economics and Finance2
Journal of Financial Research2
Journal of Futures Markets2
Journal of Financial Markets2
Journal of Applied Corporate Finance2
International Review of Financial Analysis2

Working Papers Series with more than one paper published# docs
Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney14
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney4

Recent works citing David Michayluk (2024 and 2023)


YearTitle of citing document
2023Adaptive hedging horizon and hedging performance estimation. (2023). Han, Qing ; Di, Junpeng ; Haoyu, Wang. In: Papers. RePEc:arx:papers:2302.00251.

Full description at Econpapers || Download paper

2023Segmented financial risk tolerances within the standardised initial public offering regulatory environment of the Australian Securities Exchange. (2023). Purchase, Sharon ; Gilbey, Kylie J. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1447-1475.

Full description at Econpapers || Download paper

2023Commodity exposure in the eurozone: How EU energy security is conditioned by the Euro. (2023). Martinez-Salgueiro, Andrea ; Vivel-Bua, Milagros ; de Llano-Paz, Fernando ; Lado-Sestayo, Ruben. In: Energy. RePEc:eee:energy:v:277:y:2023:i:c:s0360544223009222.

Full description at Econpapers || Download paper

2023Cold time, cool time? Weather-induced moods and financial risk tolerance: Evidence from a real-world banking context. (2023). Osei-Tutu, Francis ; Broihanne, Marie-Hélène ; Orkut, Hava. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003501.

Full description at Econpapers || Download paper

2023Overcoming financial planners’ cognitive biases through digitalization: A qualitative study. (2023). Reppas, Dimitrios ; Laker, Benjamin ; Vaz, Daicy ; Hasan, Zahid ; Pereira, Vijay ; Athota, Vidya S. In: Journal of Business Research. RePEc:eee:jbrese:v:154:y:2023:i:c:s0148296322007445.

Full description at Econpapers || Download paper

2023Understanding value perceptions and propositions: A machine learning approach. (2023). Dickinger, Astrid ; Kolomoyets, Yuliya. In: Journal of Business Research. RePEc:eee:jbrese:v:154:y:2023:i:c:s0148296322008207.

Full description at Econpapers || Download paper

2023Do spot market auction data help price discovery?. (2023). Scott, Ayesha ; Schoen, Tilman ; Miffre, Joelle ; Fernandez-Perez, Adrian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000259.

Full description at Econpapers || Download paper

2023The impact of bank loan announcements on stock liquidity. (2023). Pham, Thu Phuong ; Vu, Van Hoang ; Singh, Harminder. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:848-864.

Full description at Econpapers || Download paper

2023Options-based systemic risk, financial distress, and macroeconomic downturns. (2023). Tunaru, Radu ; Bevilacqua, Mattia ; Vioto, Davide. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119289.

Full description at Econpapers || Download paper

2023Determinants of Financial Risk Tolerance: An Analysis of Psychological Factors. (2023). Kaium, Md Abdul ; Baigh, Tarannum Azim ; Albaity, Mohamed ; Rahman, Mahfuzur. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:74-:d:1047396.

Full description at Econpapers || Download paper

2023Do spot market auction data help price discovery?. (2023). Scott, Ayesha ; Schoen, Tilman ; Miffre, Joelle ; Fernandez-Perez, Adrian. In: Post-Print. RePEc:hal:journl:hal-04121327.

Full description at Econpapers || Download paper

2023Stability versus soundness: what matters for women central bank governors?. (2023). Ghosh, Saibal. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09514-8.

Full description at Econpapers || Download paper

2023Information Frictions in Real Estate Markets: Recent Evidence and Issues. (2023). Zhou, Tingyu ; Broxterman, Daniel. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:2:d:10.1007_s11146-022-09918-9.

Full description at Econpapers || Download paper

2023The impact of bank loan announcements on stock liquidity. (2023). Vu, Van Hoang ; Singh, Harminder ; Pham, Thu Phuong. In: MPRA Paper. RePEc:pra:mprapa:116398.

Full description at Econpapers || Download paper

2023COVID-19 pandemic and capital markets: the role of government responses. (2023). Pott, Christiane ; Maniora, Janine ; Beer, Christian. In: Journal of Business Economics. RePEc:spr:jbecon:v:93:y:2023:i:1:d:10.1007_s11573-022-01103-x.

Full description at Econpapers || Download paper

2023Personality traits and behaviour biases: the moderating role of risk-tolerance. (2023). Imamul, S M ; Adil, Mohd ; Singh, Yogita. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:4:d:10.1007_s11135-022-01516-4.

Full description at Econpapers || Download paper

2023Why do firms down-list or exit from securities markets?. (2023). Vendrasco, Marco ; Rapp, Marc Steffen ; Beyenbach, Johannes ; Bessler, Wolfgang. In: Review of Managerial Science. RePEc:spr:rvmgts:v:17:y:2023:i:4:d:10.1007_s11846-022-00554-4.

Full description at Econpapers || Download paper

2023Inconsistent quality signals: evidence from the regional journals. (2023). Yudkevich, Maria ; Veretennik, Elena. In: Scientometrics. RePEc:spr:scient:v:128:y:2023:i:6:d:10.1007_s11192-023-04723-4.

Full description at Econpapers || Download paper

2023Price discovery and risk management in asset class: a bibliometric analysis and research agenda. (2023). Dey, Kushankur ; Gairola, Gaurav. In: Applied Economics Letters. RePEc:taf:apeclt:v:30:y:2023:i:17:p:2320-2331.

Full description at Econpapers || Download paper

2023Beyond the Big Five: How Dynamic Personality Traits Predict Financial Risk Tolerance?. (2023). Adil, Zahoor ; Anisa, Jan ; Shakira, Mukhtar. In: Acta Universitatis Sapientiae, Economics and Business. RePEc:vrs:auseab:v:11:y:2023:i:1:p:93-114:n:7.

Full description at Econpapers || Download paper

2023The importance of staying positive: The impact of emotions on attitude to risk. (2023). Money, Kevin ; Hillenbrand, Carola ; Saraeva, Anastasiya ; Sangiorgi, Ivan ; Brooks, Chris. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3232-3261.

Full description at Econpapers || Download paper

2023Option features and price discovery in convertible bonds. (2023). Lian, Feng ; Xu, Hailun ; Peiran, LI ; Yuan, Xianghui ; Jin, Liwei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:384-403.

Full description at Econpapers || Download paper

David Michayluk is editor of


Journal
International Journal of Managerial Finance

Works by David Michayluk:


YearTitleTypeCited
2010Automated Liquidity Provision and the Demise of Traditional Market Making In: Papers.
[Full Text][Citation analysis]
paper11
2014Automated Liquidity Provision.(2014) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2004Real Estate Markets In: ERES.
[Full Text][Citation analysis]
paper51
2019Are all dividends created equal? Australian evidence using dividend?increase track records In: Accounting and Finance.
[Full Text][Citation analysis]
article2
2010Stock Splits and Bond Yields: Isolating the Signaling Hypothesis In: The Financial Review.
[Full Text][Citation analysis]
article4
2008Is Liquidity Symmetric? A Study of Newly Listed Internet and Technology Stocks In: International Review of Finance.
[Full Text][Citation analysis]
article5
2014Are Certain Dividend Increases Predictable? The Effect of Repeated Dividend Increases on Market Returns In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
article2
2019Dividend Consistency: Rewards, Learning, and Expectations In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
article1
2006DAY?END EFFECT ON THE PARIS BOURSE In: Journal of Financial Research.
[Full Text][Citation analysis]
article7
2006INVESTOR OVERREACTION DURING MARKET DECLINES: EVIDENCE FROM THE 1997 ASIAN FINANCIAL CRISIS In: Journal of Financial Research.
[Full Text][Citation analysis]
article21
2009French and U.S. trading of cross-listed stocks around the period of U.S. decimalization: Volume, spreads, and depth effects In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article2
2016Return predictability following different drivers of large price changes In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article5
2018The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ In: Journal of Financial Markets.
[Full Text][Citation analysis]
article7
2020Price discovery in stock and options markets In: Journal of Financial Markets.
[Full Text][Citation analysis]
article31
2007Are foreign issuers complying with Regulation Fair Disclosure? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article2
2012A longitudinal study of financial risk tolerance In: Journal of Economic Psychology.
[Full Text][Citation analysis]
article38
2003Suspicious trading halts In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
article6
2008Hubris amongst Japanese bidders In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article6
2017Automated liquidity provision In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article10
2014Automated Liquidity Provision.(2014) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2019Liquidity and earnings in event studies: Does data granularity matter? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article5
2019Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article4
2000Dividend initiations in reverse-LBO firms In: Review of Financial Economics.
[Full Text][Citation analysis]
article2
2000Dividend initiations in reverse?LBO firms.(2000) In: Review of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2005Intraday REIT Liquidity In: Journal of Real Estate Research.
[Full Text][Citation analysis]
article12
2004The Riskiness of REITs Surrounding the October 1997 Stock Market Decline In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article30
2008A Liquidity Motivated Algorithm for Discerning Trade Direction In: Multinational Finance Journal.
[Full Text][Citation analysis]
article1
2008An Insight into Overconfidence in the Forecasting Abilities of Financial Advisors In: Australian Journal of Management.
[Full Text][Citation analysis]
article18
1998Individual versus institutional investors and the weekend effect In: Journal of Economics and Finance.
[Full Text][Citation analysis]
article13
2010An analysis of Australian exchange traded options and warrants In: Journal of Economics and Finance.
[Full Text][Citation analysis]
article3
2014Do lead articles signal higher quality in the digital age? Evidence from finance journals In: Scientometrics.
[Full Text][Citation analysis]
article4
2013Do Lead Articles Signal Higher Quality in the Digital Age? Evidence from Finance Journals.(2013) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
1998The persistent holiday effect: additional evidence In: Applied Economics Letters.
[Full Text][Citation analysis]
article45
2008The rise and fall of single-letter ticker symbols In: Business History.
[Full Text][Citation analysis]
article0
1997The Holiday Anomaly: An Investigation of Firm Size versus Share Price Effects In: Published Paper Series.
[Citation analysis]
paper13
2004Repeated LBOs: The Case of Multiple LBO Transactions In: Published Paper Series.
[Citation analysis]
paper1
2005The Role of Growth in Long Term Investment Returns In: Published Paper Series.
[Citation analysis]
paper11
2006Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets In: Published Paper Series.
[Full Text][Citation analysis]
paper61
2007Subjectivity in Judgments: Further Evidence from the Financial Planning Industry In: Published Paper Series.
[Full Text][Citation analysis]
paper2
2007Sarbannes-Oxley: Some Unintended Consequences In: Published Paper Series.
[Citation analysis]
paper1
2008Liquidity issues surrounding neglected firms In: Published Paper Series.
[Citation analysis]
paper2
2009What Do Options Have to Do With It?: Inclusion of Options Market Indicators in Bid-ask Spread Decomposition In: Published Paper Series.
[Full Text][Citation analysis]
paper2
2011Demand and Supply and Their Relationship to Liquidity: Evidence from the S&P 500 Change to Free Float In: Published Paper Series.
[Full Text][Citation analysis]
paper5
2013Financial risk tolerance: An analysis of unexplored factors In: Published Paper Series.
[Citation analysis]
paper27
2014Ambiguity in markets: A test in an Australian emissions market In: Published Paper Series.
[Citation analysis]
paper0
2015Determining value in a complex service setting In: Published Paper Series.
[Full Text][Citation analysis]
paper4
2015Takeovers and the Market for Corporate Control in Japanese REITs In: Published Paper Series.
[Full Text][Citation analysis]
paper3
2021Differences in Ethical Perceptions of Insider Trading In: Published Paper Series.
[Full Text][Citation analysis]
paper0
2008Modelling Adverse Selection on Electronic Order-Driven Markets In: Research Paper Series.
[Full Text][Citation analysis]
paper2
2001Market Structure and Stock Splits In: Research Paper Series.
[Full Text][Citation analysis]
paper2
2009Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth In: Journal of Futures Markets.
[Full Text][Citation analysis]
article1
2019Price discovery in commodity derivatives: Speculation or hedging? In: Journal of Futures Markets.
[Full Text][Citation analysis]
article15

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team