13
H index
17
i10 index
557
Citations
David Michayluk : Citation Profile
University of Technology Sydney | RESEARCH PRODUCTION: 31 Articles 21 Papers EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (1997 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with David Michayluk. | Is cited by:
| Cites to:
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Main data
Where David Michayluk has published?
| Journals with more than one article published | # docs |
|---|---|
| Pacific-Basin Finance Journal | 4 |
| Journal of Economics and Finance | 2 |
| Journal of Applied Corporate Finance | 2 |
| Journal of Financial Markets | 2 |
| Journal of Financial Research | 2 |
| International Review of Financial Analysis | 2 |
| Journal of Futures Markets | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney | 14 |
| Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney | 4 |
Recent works citing David Michayluk (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | The market risk premium in Australia: Forward‐looking evidence from the options market. (2024). Flezvias, Ester ; Foley, Sean ; Malloch, Hamish ; Svec, Jiri ; Aspris, Angelo. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3951-3972. Full description at Econpapers || Download paper |
| 2024 | Informed 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. Full description at Econpapers || Download paper |
| 2024 | Policy uncertainty, bad news disclosure, and stock price crash risk. (2024). Yi, Yao ; Wang, Jundong ; Tseng, Kevin ; Kim, Jeong-Bon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000471. Full description at Econpapers || Download paper |
| 2024 | Price 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. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2024 | The dynamic effects of debtor bankruptcy on unsecured creditors stock liquidity. (2024). Pham, Thu Phuong ; Zurbruegg, Ralf ; Tran, Ngoc Anh ; Nguyen, Dinh Trung. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924001074. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2024 | A Study of Market Efficiency and Volatility of Jeera Future Trading. (2024). Grima, Simon ; Sharma, Puja. In: Economic Alternatives. RePEc:nwe:eajour:y:2024:i:4:p:796-809. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Determinants of conventional and digital investment advisory decisions: a systematic literature review. (2024). Wagner, Fabian. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00538-7. Full description at Econpapers || Download paper |
| 2024 | Investor sentiment and the holiday effect in the cryptocurrency market: evidence from China. (2024). Huang, Jian ; Xu, Kunpeng ; Zhang, Pengcheng ; Qi, Jiayin. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00639-x. Full description at Econpapers || Download paper |
| 2024 | Market 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. Full description at Econpapers || Download paper |
David Michayluk is editor of
| Journal | |
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| International Journal of Managerial Finance |
Works by David Michayluk:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Automated Liquidity Provision and the Demise of Traditional Market Making In: Papers. [Full Text][Citation analysis] | paper | 11 |
| 2014 | Automated Liquidity Provision.(2014) In: Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2004 | Real Estate Markets In: ERES. [Full Text][Citation analysis] | paper | 50 |
| 2019 | Are all dividends created equal? Australian evidence using dividend‐increase track records In: Accounting and Finance. [Full Text][Citation analysis] | article | 2 |
| 2010 | Stock Splits and Bond Yields: Isolating the Signaling Hypothesis In: The Financial Review. [Full Text][Citation analysis] | article | 4 |
| 2008 | Is Liquidity Symmetric? A Study of Newly Listed Internet and Technology Stocks In: International Review of Finance. [Full Text][Citation analysis] | article | 5 |
| 2014 | Are Certain Dividend Increases Predictable? The Effect of Repeated Dividend Increases on Market Returns In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 2 |
| 2019 | Dividend Consistency: Rewards, Learning, and Expectations In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 2 |
| 2006 | DAY‐END EFFECT ON THE PARIS BOURSE In: Journal of Financial Research. [Full Text][Citation analysis] | article | 7 |
| 2006 | INVESTOR OVERREACTION DURING MARKET DECLINES: EVIDENCE FROM THE 1997 ASIAN FINANCIAL CRISIS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 23 |
| 2009 | French 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] | article | 2 |
| 2016 | Return predictability following different drivers of large price changes In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 5 |
| 2018 | The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 13 |
| 2020 | Price discovery in stock and options markets In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 40 |
| 2007 | Are foreign issuers complying with Regulation Fair Disclosure? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
| 2012 | A longitudinal study of financial risk tolerance In: Journal of Economic Psychology. [Full Text][Citation analysis] | article | 45 |
| 2003 | Suspicious trading halts In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 6 |
| 2008 | Hubris amongst Japanese bidders In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 6 |
| 2017 | Automated liquidity provision In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 10 |
| 2014 | Automated Liquidity Provision.(2014) In: Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2019 | Liquidity and earnings in event studies: Does data granularity matter? In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 5 |
| 2019 | Responsible 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] | article | 4 |
| 2000 | Dividend initiations in reverse-LBO firms In: Review of Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 2000 | Dividend initiations in reverse‐LBO firms.(2000) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2005 | Intraday REIT Liquidity In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 10 |
| 2004 | The Riskiness of REITs Surrounding the October 1997 Stock Market Decline In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 31 |
| 2008 | A Liquidity Motivated Algorithm for Discerning Trade Direction In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 1 |
| 2008 | An Insight into Overconfidence in the Forecasting Abilities of Financial Advisors In: Australian Journal of Management. [Full Text][Citation analysis] | article | 25 |
| 1998 | Individual versus institutional investors and the weekend effect In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 15 |
| 2010 | An analysis of Australian exchange traded options and warrants In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2014 | Do lead articles signal higher quality in the digital age? Evidence from finance journals In: Scientometrics. [Full Text][Citation analysis] | article | 4 |
| 2013 | Do 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 | |
| 1998 | The persistent holiday effect: additional evidence In: Applied Economics Letters. [Full Text][Citation analysis] | article | 49 |
| 2008 | The rise and fall of single-letter ticker symbols In: Business History. [Full Text][Citation analysis] | article | 0 |
| 1997 | The Holiday Anomaly: An Investigation of Firm Size versus Share Price Effects In: Published Paper Series. [Citation analysis] | paper | 14 |
| 2004 | Repeated LBOs: The Case of Multiple LBO Transactions In: Published Paper Series. [Citation analysis] | paper | 1 |
| 2005 | The Role of Growth in Long Term Investment Returns In: Published Paper Series. [Citation analysis] | paper | 12 |
| 2006 | Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets In: Published Paper Series. [Full Text][Citation analysis] | paper | 62 |
| 2007 | Subjectivity in Judgments: Further Evidence from the Financial Planning Industry In: Published Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Sarbannes-Oxley: Some Unintended Consequences In: Published Paper Series. [Citation analysis] | paper | 1 |
| 2008 | Liquidity issues surrounding neglected firms In: Published Paper Series. [Citation analysis] | paper | 2 |
| 2009 | What 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] | paper | 2 |
| 2011 | Demand 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] | paper | 6 |
| 2013 | Financial risk tolerance: An analysis of unexplored factors In: Published Paper Series. [Citation analysis] | paper | 34 |
| 2014 | Ambiguity in markets: A test in an Australian emissions market In: Published Paper Series. [Citation analysis] | paper | 0 |
| 2015 | Determining value in a complex service setting In: Published Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2015 | Takeovers and the Market for Corporate Control in Japanese REITs In: Published Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2021 | Differences in Ethical Perceptions of Insider Trading In: Published Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Modelling Adverse Selection on Electronic Order-Driven Markets In: Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2001 | Market Structure and Stock Splits In: Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 2 |
| 2019 | Price discovery in commodity derivatives: Speculation or hedging? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 20 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team