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David Michayluk

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This is information that was supplied by David Michayluk in registering through RePEc. If you are David Michayluk , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: David
Middle Name:
Last Name: Michayluk
Suffix:

RePEc Short-ID: pmi143

Email:
Homepage: http://datasearch.uts.edu.au/business/staff/finance/details.cfm?StaffId=1330
Postal Address:
Phone:

Affiliation

Finance Discipline Group
Business School
University of Technology Sydney
Location: Sydney, Australia
Homepage: http://www.business.uts.edu.au/finance/
Email:
Phone: +61 2 9514 7777
Fax: +61 2 9514 7711
Postal: PO Box 123, Broadway, NSW 2007
Handle: RePEc:edi:sfutsau (more details at EDIRC)

Works

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Working papers

  1. Austin Gerig & David Michayluk, 2014. "Automated Liquidity Provision," Research Paper Series 345, Quantitative Finance Research Centre, University of Technology, Sydney.
  2. David Michayluk & Ralf Zurbruegg, 2013. "Do Lead Articles Signal Higher Quality in the Digital Age? Evidence from Finance Journals," Working Paper Series 177, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  3. Austin Gerig & David Michayluk, 2010. "Automated Liquidity Provision and the Demise of Traditional Market Making," Papers 1007.2352, arXiv.org.
  4. Louis R. Mercorelli & David Michayluk & Anthony D. Hall, 2008. "Modelling Adverse Selection on Electronic Order-Driven Markets," Research Paper Series 220, Quantitative Finance Research Centre, University of Technology, Sydney.
  5. David Michayluk & Paul Kofman, 2001. "Market Structure and Stock Splits," Research Paper Series 62, Quantitative Finance Research Centre, University of Technology, Sydney.

Articles

  1. Van de Venter, Gerhard & Michayluk, David & Davey, Geoff, 2012. "A longitudinal study of financial risk tolerance," Journal of Economic Psychology, Elsevier, vol. 33(4), pages 794-800.
  2. William Bertin & Paul Fowler & David Michayluk & Laurie Prather, 2010. "An analysis of Australian exchange traded options and warrants," Journal of Economics and Finance, Springer, vol. 34(2), pages 150-172, April.
  3. David Michayluk & Ruoyun Zhao, 2010. "Stock Splits and Bond Yields: Isolating the Signaling Hypothesis," The Financial Review, Eastern Finance Association, vol. 45(2), pages 375-386, 05.
  4. Lin, Bing-Xuan & Michayluk, David & Oppenheimer, Henry R. & Sabherwal, Sanjiv, 2009. "French and U.S. trading of cross-listed stocks around the period of U.S. decimalization: Volume, spreads, and depth effects," International Review of Financial Analysis, Elsevier, vol. 18(5), pages 223-231, December.
  5. Lin, Bing-Xuan & Michayluk, David & Oppenheimer, Henry R. & Reid, Sean F., 2008. "Hubris amongst Japanese bidders," Pacific-Basin Finance Journal, Elsevier, vol. 16(1-2), pages 121-159, January.
  6. David Michayluk & Karyn Neuhauser, 2008. "Is Liquidity Symmetric? A Study of Newly Listed Internet and Technology Stocks," International Review of Finance, International Review of Finance Ltd., vol. 8(3-4), pages 159-178.
  7. David Michayluk, 2008. "The rise and fall of single-letter ticker symbols," Business History, Taylor & Francis Journals, vol. 50(3), pages 368-385.
  8. Gerhard van de Venter & David Michayluk, 2008. "An Insight into Overconfidence in the Forecasting Abilities of Financial Advisors," Australian Journal of Management, Australian School of Business, vol. 32(3), pages 545-557, March.
  9. Mathew, Prem G. & Michayluk, David & Kofman, Paul, 2007. "Are foreign issuers complying with Regulation Fair Disclosure?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(3), pages 246-260, July.
  10. David Michayluk & Karyn L. Neuhauser, 2006. "Investor Overreaction During Market Declines: Evidence From The 1997 Asian Financial Crisis," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 29(2), pages 217-234.
  11. David Michayluk & Gary C. Sanger, 2006. "Day-End Effect On The Paris Bourse," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 29(1), pages 131-146.
  12. David Michayluk & Patrick J. Wilson & Ralf Zurbruegg, 2006. "Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 34(1), pages 109-131, 03.
  13. David Michayluk & Ralf Zurbruegg, 2005. "Editorial introduction: the value and scope of the financing decision process," International Journal of Managerial Finance, Emerald Group Publishing, vol. 1(1), pages 5-7, January.
  14. William Bertin & Paul Kofman & Professor David Michayluk & Laurie Prather, 2005. "Intraday REIT Liquidity," Journal of Real Estate Research, American Real Estate Society, vol. 27(2), pages 155-176.
  15. John L. Glascock & David Michayluk & Karyn Neuhauser, 2004. "The Riskiness of REITs Surrounding the October 1997 Stock Market Decline," The Journal of Real Estate Finance and Economics, Springer, vol. 28(4), pages 339-354, 05.
  16. McDonald, Cynthia G. & Michayluk, David, 2003. "Suspicious trading halts," Journal of Multinational Financial Management, Elsevier, vol. 13(3), pages 251-263, July.
  17. Kosedag, Arman & Michayluk, David, 2000. "Dividend initiations in reverse-LBO firms," Review of Financial Economics, Elsevier, vol. 9(1), pages 55-63.
  18. Paul Brockman & David Michayluk, 1998. "Individual versus institutional investors and the weekend effect," Journal of Economics and Finance, Springer, vol. 22(1), pages 71-85, March.
  19. Paul Brockman & David Michayluk, 1998. "The persistent holiday effect: additional evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 5(4), pages 205-209.

Editor

  1. International Journal of Managerial Finance, Emerald Group Publishing.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CTA: Contract Theory & Applications (1) 2008-05-05. Author is listed
  2. NEP-CUL: Cultural Economics (1) 2013-11-29. Author is listed
  3. NEP-MST: Market Microstructure (3) 2008-05-05 2010-07-24 2014-04-18. Author is listed
  4. NEP-SOG: Sociology of Economics (1) 2013-11-29. Author is listed

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