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Michayluk, David's
Scholarly Papers
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Aggregate Statistics
Total 1,613
Total Citations 25
1.
The Riskiness of REITs Surrounding the October 1997 Stock Market Decline
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Glascock, John L. University of Connecticut
Michayluk, David University of Technology, Sydney
Neuhauser, Karyn George Washington University - Department of Finance
Posted:
29 Jul 03
Last Revised:
24 Oct 03
626(19,010)
5
Glascock, John L. University of Connecticut
Michayluk, David University of Technology, Sydney
Neuhauser, Karyn George Washington University - Department of Finance
626
5
Glascock, John L. University of Connecticut
Michayluk, David University of Technology, Sydney
Neuhauser, Karyn George Washington University - Department of Finance
0
2.
Mercorelli, Louis R. University of Technology Sydney
Michayluk, David University of Technology, Sydney
Hall, Tony University of Technology, Sydney
255(58,576)
bid-ask spread models, adverse selection, anonymity
3.
Gerig, Austin University of Oxford - Said Business School
Michayluk, David University of Technology, Sydney
243(61,653)
1
Algorithmic Trading, Automated Trading, High Frequency Trading, Market Making, Specialist, Statistical Arbitrage
4.
Bertin, William J. Bond University - Faculty of Business, Technology and Sustainable Development
Michayluk, David University of Technology, Sydney
Prather, Laurie Bond University - Faculty of Business, Technology and Sustainable Development
Kofman, Paul The University of Melbourne
119(119,995)
4
REIT, real estate investment trust, transaction cost, liquidity
5.
Bertin, William J. Bond University - Faculty of Business, Technology and Sustainable Development
Michayluk, David University of Technology, Sydney
Prather, Laurie Bond University - Faculty of Business, Technology and Sustainable Development
118(120,814)
Options and warrants, price discovery, error correction models
6.
Stock Splits and Bond Yields: Isolating the Signaling Hypothesis
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Michayluk, David University of Technology, Sydney
Zhao, Ruoyun University of Toronto - Rotman School of Management
Posted:
24 Aug 09
Last Revised:
15 Apr 10
107(130,165)
1
Michayluk, David University of Technology, Sydney
Zhao, Ruoyun University of Toronto - Rotman School of Management
2
1
Michayluk, David University of Technology, Sydney
Zhao, Lucy University of Technology, Sydney (UTS)
105
1
stock splits, signaling hypothesis, corporate bonds
7.
Kofman, Paul The University of Melbourne
Michayluk, David University of Technology, Sydney
Moser, James T. Kogod School of Business at American University
96(140,333)
2
price discovery, trading platforms, natural gas derivatives
8.
Michayluk, David University of Technology, Sydney
Wilson, Patrick J. University of Technology, Sydney (UTS) - School of Finance and Economics
Zurbruegg, Ralf University of Adelaide
33(237,787)
10
9.
Fernandez, Leonardo University of Technology, Sydney (UTS)
Michayluk, David University of Technology, Sydney
15(295,615)
distraction, continuous disclosure, underreaction
10.
Michayluk, David University of Technology, Sydney
Neuhauser, Karyn affiliation not provided to SSRN
1(346,610)
2
11.
Lin, Bing-Xuan University of Rhode Island
Lam, David Perpetual Ltd.
Michayluk, David University of Technology, Sydney
Economics, Market Forces of Supply and Demand, Equity Investments, Portfolio Management, Portfolio Concepts from Capital Market Theory, Efficient Market Hypothesis
12.
The Rise and Fall of Single-Letter Ticker Symbols
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Michayluk, David University of Technology, Sydney
Posted:
24 Mar 05
Last Revised:
09 Nov 09
Michayluk, David University of Technology, Sydney
0
ticker symbols, American big business, New York Stock Exchange
Michayluk, David University of Technology, Sydney
0
ticker symbol, NYSE, Nasdaq
13.
Michayluk, David University of Technology, Sydney
Prather, Laurie Bond University - Faculty of Business, Technology and Sustainable Development
Woo, Li-Anne Elizabeth Bond University - Finance
Yip, Henry University of New South Wales (UNSW)
Bid-ask spread, decomposition, Huang and Stoll
14.
Bertin, William J. Bond University - Faculty of Business, Technology and Sustainable Development
Michayluk, David University of Technology, Sydney
Prather, Laurie Bond University - Faculty of Business, Technology and Sustainable Development
neglected firm, market microstructure, earnings announcements, analyst following
15.
Michayluk, David University of Technology, Sydney
Prather, Laurie Bond University - Faculty of Business, Technology and Sustainable Development
Posted:
07 Sep 08
Last Revised:
09 Sep 08
Liquidity, trade direction algorithm, TORQ database, order placement
16.
Neuhauser, Karyn George Washington University - Department of Finance
Michayluk, David University of Technology, Sydney
Overreaction, market crisis
17.
Sanger, Gary C. Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration
Michayluk, David University of Technology, Sydney
Securities markets, microstructure, Paris Bourse
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