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~person:"Mckenzie, Michael D."
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Mckenzie, Michael D.
Wilkens, Marco
260
Entrop, Oliver
135
McKenzie, Michael D.
129
Scholz, Hendrik
88
Faff, Robert W.
36
Rohleder, Martin
35
Baule, Rainer
34
Kim, Suk-Joong
17
Memmel, Christoph
16
Ruprecht, Benedikt
15
Zeisler, Alexander
12
Eickholt, Mathias
10
Völker, Jörg
10
Simon, Stephan
9
Berkman, Henk
8
Brooks, Robert D.
8
Czaja, Marc-Gregor
8
Schulte, Dominik
8
Benz, Lukas
7
Fischer, Georg
7
Mitchell, Heather
7
Natter, Markus
7
Schiemert, Richard
7
Yao, Juan
7
Zink, Jonas
7
Baller, Stefanie
6
Brooks, Robert
6
Dietze, Leif Holger
6
Frino, Alex
6
Henry, Ólan Thomas John
6
Jacob, Andrea
6
Kick, Thomas
6
Dungey, Mardi H.
5
Fuchs, Fabian U.
5
Klein, Christian
5
Lecce, Steven
5
Lepone, Andrew
5
Merkel, Matthias F.
5
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5
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International review of financial analysis
2
Journal of multinational financial management
2
Review of quantitative finance and accounting
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Global finance journal
1
Journal of International Financial Markets, Institutions and Money
1
Journal of banking & finance
1
Journal of forecasting
1
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The tick-volatility ratio as a determinant of the compass rose: empirical evidence from decimalisation on the NYSE
Mckenzie, Michael D.
;
Frino, Alex
- In:
Accounting and finance : journal of the Accounting …
43
(
2003
)
3
,
pp. 331-344
Persistent link: https://www.econbiz.de/10006250732
Saved in:
2
A note on the Wang and Wang measure of the quality of the compass rose
Mitchell, Heather
;
Mckenzie, Michael D.
- In:
Journal of banking & finance
30
(
2006
)
12
,
pp. 3519
Persistent link: https://www.econbiz.de/10007384921
Saved in:
3
Evidence of an asymmetry in the relationship between volatility and autocorrelation
Mckenzie, Michael D.
;
Kim, Suk-Joong
- In:
International review of financial analysis
16
(
2007
)
1
,
pp. 22-40
Persistent link: https://www.econbiz.de/10007392030
Saved in:
4
Modelling return and conditional volatility exposures in global stock markets
Cai, Charlie X.
;
Faff, Robert W.
;
Hillier, David J.
; …
- In:
Review of quantitative finance and accounting
27
(
2006
)
2
,
pp. 125-142
Persistent link: https://www.econbiz.de/10007273543
Saved in:
5
A multi-country study of power ARCH models and national stock market returns
Brooks, Robert D.
;
Faff, Robert W.
;
Mckenzie, Michael D.
; …
- In:
Journal of international money and finance
19
(
2000
)
3
,
pp. 377-398
Persistent link: https://www.econbiz.de/10006907842
Saved in:
6
Chaotic behavior in national stock market indices - New evidence from the close returns test
Mckenzie, Michael D.
- In:
Global finance journal
12
(
2001
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10007670114
Saved in:
7
U.S. Banking Sector Risk in an Era of Regulatory Change: A Bivariate GARCH Approach
Brooks, Robert D.
;
Faff, Robert W.
;
Mckenzie, Michael D.
; …
- In:
Review of quantitative finance and accounting
14
(
2000
)
1
,
pp. 17-44
Persistent link: https://www.econbiz.de/10007182203
Saved in:
8
Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets
Kim, Suk-Joong
;
Mckenzie, Michael D.
;
Faff, Robert W.
- In:
Journal of multinational financial management
14
(
2004
)
3
,
pp. 217-232
Persistent link: https://www.econbiz.de/10007101964
Saved in:
9
Modeling conditional return autocorrelation
Mckenzie, Michael D.
;
Faff, Robert W.
- In:
International review of financial analysis
14
(
2005
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10007146429
Saved in:
10
The use of domestic and world market indexes in the estimation of time-varying betas
Mckenzie, Michael D.
;
Brooks, Robert D.
;
Faff, Robert W.
- In:
Journal of multinational financial management
10
(
2000
)
1
,
pp. 91
Persistent link: https://www.econbiz.de/10007119879
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