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An exploratory investigation of the relation between risk tolerance scores and demographic characteristics
Hallahan, Terrence; Faff, Robert W.; McKenzie, Michael D. - In: Journal of multinational financial management 13 (2003) 4/5, pp. 483-502
Persistent link: https://www.econbiz.de/10001782082
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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/10002737791
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The role of information in Hong Kong individual stock futures trading
McKenzie, Michael D.; Brooks, Robert - In: Applied financial economics 13 (2003) 2, pp. 123-131
Persistent link: https://www.econbiz.de/10001725734
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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/10002539268
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A study on stock-selection and market-timing performace : evidence from Hong Kong Mandatory Provident Funds (MPF)
Chu, Patrick Kuok-Kun; McKenzie, Michael D. - In: Review of Pacific Basin financial markets and policies 11 (2008) 4, pp. 617-649
Persistent link: https://www.econbiz.de/10003816736
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Empirical evidence on jumps in the term structure of the US Treasury Market
Dungey, Mardi H.; McKenzie, Michael D.; Smith, L. Vanessa - In: Journal of empirical finance 16 (2009) 2, pp. 430-445
Persistent link: https://www.econbiz.de/10003856815
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Flight-to-quality and asymmetric volatility responses in US treasuries
Dungey, Mardi H.; McKenzie, Michael D.; Tambakis, … - In: Global finance journal 19 (2009) 3, pp. 252-267
Persistent link: https://www.econbiz.de/10003837180
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Nonlinear linkages between financial risk tolerance and demographic characteristics
Faff, Robert W.; Hallahan, Terrence; McKenzie, Michael D. - In: Applied economics letters 16 (2009) 13/15, pp. 1329-1332
Persistent link: https://www.econbiz.de/10003894210
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From trade-to-trade in US Treasuries
Dungey, Mardi H.; Henry, Ólan Thomas John; McKenzie, … - 2010
Persistent link: https://www.econbiz.de/10008698089
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The determinants of short selling : evidence from the Hong Kong equity market
McKenzie, Michael D.; Henry, Ólan Thomas John - In: Accounting and finance : journal of the Accounting … 52 (2012), pp. 183-216
Persistent link: https://www.econbiz.de/10009669910