David Michayluk : Citation Profile

Are you David Michayluk?

University of Technology Sydney

12

H index

17

i10 index

540

Citations

RESEARCH PRODUCTION:

28

Articles

21

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 22
   Journals where David Michayluk has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 4 (0.74 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmi143
   Updated: 2024-12-03    RAS profile: 2022-11-23    
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Relations with other researchers

Works with:

Patel, Vinay (4)

Walsh, Kathleen (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 (31)

Patel, Vinay (8)

Stevenson, Simon (7)

DUMITRIU, Ramona (6)

faff, robert (6)

Stefanescu, Razvan (6)

Kudryavtsev, Andrey (6)

Zhou, Jian (5)

lucey, brian (5)

LI, Qiang (5)

Dimovski, Bill (5)

Cites to:

Lee, Charles (15)

Ready, Mark (11)

Foucault, Thierry (7)

Putnins, Talis (7)

Theissen, Erik (7)

Milgrom, Paul (6)

Fama, Eugene (6)

Patel, Vinay (6)

Moinas, Sophie (6)

Bessembinder, Hendrik (6)

Roll, Richard (5)

Main data

Where David Michayluk has published?

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

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.

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2023.

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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.

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2023Analysing the Factors Affecting the Long-term Investment Intention of Investors. (2023). Dickason-Koekemoer, Zandri ; Ferreira-Schenk, Sune. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-01-13.

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2023Active attention, retail investor base, and stock returns. (2023). Craig, Karen Ann ; Chen, Zhongdong. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000345.

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2024Informed options trading before FDA drug advisory meetings. (2024). Golec, Joseph ; Borochin, Paul ; Wu, Zekun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s092911992300144x.

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2023Dynamic relations between housing Markets, stock Markets, and uncertainty in global Cities: A Time-Frequency approach. (2023). Canepa, Alessandra ; Alqaralleh, Huthaifa ; Uddin, Gazi Salah. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:68:y:2023:i:c:s1062940823000736.

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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.

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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.

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2024Price discovery of the Chinese crude oil options and futures markets. (2024). Yang, Zhini ; Han, Lin ; Zou, MI. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323011819.

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2024The dynamics of informed trading around corporate bankruptcies. (2024). Pham, Thu Phuong ; Nguyen, Dinh Trung ; Dang, Viet Anh ; Zurbruegg, Ralf. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s154461232400415x.

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2023Options-based systemic risk, financial distress, and macroeconomic downturns. (2023). Vioto, Davide ; Tunaru, Radu ; Bevilacqua, Mattia. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000320.

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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.

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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.

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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.

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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.

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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.

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2023.

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2023Do investment fund managers behave rationally in the light of central bank communication? Survey evidence from Poland. (2023). Kutan, Ali ; Brzeszczyski, Janusz ; Gajdka, Jerzy ; Bolek, Monika ; Wolski, Rafa. In: Qualitative Research in Financial Markets. RePEc:eme:qrfmpp:qrfm-07-2021-0124.

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2024The Influence of Gender on Individuals’ Ability to Predict Their Own Risk Tolerance: Evidence from a European Country. (2024). Lobo, Julio. In: Administrative Sciences. RePEc:gam:jadmsc:v:14:y:2024:i:3:p:56-:d:1357525.

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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.

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2023On Asymmetric Correlations and Their Applications in Financial Markets. (2023). Liu, Conan ; Ma, Tiefeng ; Sun, Ruili ; Cao, Linyu. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:187-:d:1092699.

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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.

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2023Determinants of Corn and Soybean Futures Prices Traded on the Brazilian Stock Exchange: An ARDL Approach. (2023). Tessmann, Mathias ; Carrasco-Gutierrez, Carlos ; Lima, Alexandre Vasconcelos. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:15:y:2023:i:1:p:65.

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2023Declining trade interest in Indian commodity derivatives: a survey-based study on cardamom futures contract. (2023). Vijayakumar, A N. In: Global Business and Economics Review. RePEc:ids:gbusec:v:28:y:2023:i:3:p:333-346.

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2023Discriminants of risk tolerance among Indian investors: a dichotomous discriminant approach. (2023). Mohanty, Munmun ; Chhatoi, Biswajit Prasad. In: International Journal of Managerial and Financial Accounting. RePEc:ids:injmfa:v:15:y:2023:i:1:p:112-134.

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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.

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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.

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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.

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2024.

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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.

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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.

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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.

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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.

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2023Website- und Webshop-Marketing. (2023). Hopf, Gregor ; Greve, Goetz ; Ahrholdt, Dennis. In: Springer Books. RePEc:spr:sprchp:978-3-658-40599-1_15.

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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.

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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.

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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.

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2023Who leads in intraday gold price discovery and volatility connectedness: Spot, futures, or exchange?traded fund?. (2021). Diesting, Florent ; Sobti, Neharika ; Sehgal, Sanjay. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:7:p:1092-1123.

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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.

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2024Market sentiment and price dynamics in weak markets: A comprehensive empirical analysis of the soybean meal option market. (2024). Zhao, Yinxin ; Liang, Mengru ; Yan, BO. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:744-766.

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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]		paper50
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]		article2
2006INVESTOR OVERREACTION DURING MARKET DECLINES: EVIDENCE FROM THE 1997 ASIAN FINANCIAL CRISIS In: Journal of Financial Research.
[Full Text][Citation analysis]		article22
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]		article12
2020Price discovery in stock and options markets In: Journal of Financial Markets.
[Full Text][Citation analysis]		article38
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]		article44
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
2005Intraday REIT Liquidity In: Journal of Real Estate Research.
[Full Text][Citation analysis]		article10
2004The Riskiness of REITs Surrounding the October 1997 Stock Market Decline In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article31
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]		article24
1998Individual versus institutional investors and the weekend effect In: Journal of Economics and Finance.
[Full Text][Citation analysis]		article15
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]		article48
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]		paper14
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]		paper12
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]		paper62
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]		paper6
2013Financial risk tolerance: An analysis of unexplored factors In: Published Paper Series.
[Citation analysis]		paper34
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]		paper8
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]		article2
2019Price discovery in commodity derivatives: Speculation or hedging? In: Journal of Futures Markets.
[Full Text][Citation analysis]		article19

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