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USA
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McKenzie, Michael D.
12
Dungey, Mardi H.
4
Wilkens, Marco
4
Faff, Robert W.
3
Rohleder, Martin
3
Henry, Ólan Thomas John
2
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1
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1
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ECONIS (ZBW)
16
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1
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
Saved in:
2
From trade-to-trade in US Treasuries
Dungey, Mardi H.
;
Henry, Ólan Thomas John
;
McKenzie, …
-
2010
Persistent link: https://www.econbiz.de/10008698089
Saved in:
3
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
Saved in:
4
Venture capital fund performance
McKenzie, Michael D.
;
Janeway, Bill
- In:
The journal of alternative investments
14
(
2011/12
)
2
,
pp. 24-35
Persistent link: https://www.econbiz.de/10009383423
Saved in:
5
From trade-to-trade in US Treasuries
Dungey, Mardi H.
;
Henry, Ólan Thomas John
;
McKenzie, …
-
2010
Persistent link: https://www.econbiz.de/10009384426
Saved in:
6
Venture capital fund performance and the IPO market
McKenzie, Michael D.
;
Janeway, William
-
2008
Persistent link: https://www.econbiz.de/10009384476
Saved in:
7
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
Saved in:
8
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
Saved in:
9
The impact of stock index futures trading on daily returns seasonality : a multicountry study
Faff, Robert W.
;
McKenzie, Michael D.
- In:
The journal of business : B
75
(
2002
)
1
,
pp. 95-125
Persistent link: https://www.econbiz.de/10001641883
Saved in:
10
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
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