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Share price
Australia
134
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Faff, Robert W.
49
McKenzie, Michael D.
11
Brooks, Robert
9
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6
Balachandran, Balasingham
4
Lee, John H. H.
4
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3
Cai, Charlie X.
3
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3
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3
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2
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2
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2
Nandha, Mohan
2
Nguyen, Hoa
2
Shin, Yongcheol
2
Sirimon Treepongkaruna
2
Subrahmanyam, Avanidhar
2
Tanner, Sally
2
Theobald, Michael
2
Verwijmeren, Patrick
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2
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5
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3
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2
Australian journal of management
2
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2
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2
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2
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1
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1
Tydskrif vir studies in ekonomie en ekonometrie : SEE
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ECONIS (ZBW)
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1
Modelling return and conditional volatility exposures in global stock markets
Cai, Charlie X.
;
Faff, Robert W.
;
Hillier, David
; …
- In:
Review of quantitative finance and accounting
27
(
2006
)
2
,
pp. 125-142
Persistent link: https://www.econbiz.de/10003349568
Saved in:
2
An investigation of conditional autocorrelation and cross-autocorrelation in emerging markets
Faff, Robert W.
;
Hillier, David
;
McKenzie, Michael D.
- In:
Review of Pacific Basin financial markets and policies
8
(
2005
)
3
,
pp. 467-500
Persistent link: https://www.econbiz.de/10003140301
Saved in:
3
New insights into the impact of the introduction of futures trading on stock price volatility
McKenzie, Michael D.
;
Brailsford, Timothy J.
;
Faff, …
- In:
The journal of futures markets
21
(
2001
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10001556709
Saved in:
4
Contrarian investment strategies work better for dually-traded stocks : evidence from Hong Kong
Ramiah, Vikash
;
Cheng, Ka Yeung
;
Orriols, Julien
; …
- In:
Pacific-Basin finance journal
19
(
2011
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10009271741
Saved in:
5
The impact of short selling on the price-volume relationship : evidence from Hong Kong
Henry, Ólan Thomas John
;
McKenzie, Michael D.
- In:
The journal of business : B
79
(
2006
)
2
,
pp. 671-691
Persistent link: https://www.econbiz.de/10003310332
Saved in:
6
Earnings announcements : good news for institutional investors and short sellers
Berkman, Henk
;
McKenzie, Michael D.
- In:
The financial review : the official publication of the …
47
(
2012
)
1
,
pp. 91-113
Persistent link: https://www.econbiz.de/10009500720
Saved in:
7
Naked short selling and the market impact of fails-to-deliver : evidence from the trading of real estate investment trusts
Devos, Erik
;
McInish, Thomas H.
;
McKenzie, Michael D.
; …
- In:
The journal of real estate finance and economics
49
(
2014
)
4
,
pp. 454-476
Persistent link: https://www.econbiz.de/10010422269
Saved in:
8
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
Saved in:
9
Exploring the economic rationale of extremes in GARCH generated betas : the case of US banks
McKenzie, Michael D.
(
contributor
)
- In:
The quarterly review of economics and finance : journal …
40
(
2000
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10001494511
Saved in:
10
Non-periodic Australian stock market cycles : evidence from rescaled range analysis
McKenzie, Michael D.
- In:
The economic record : er
77
(
2001
),
pp. 393-406
Persistent link: https://www.econbiz.de/10001752392
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