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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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The economics of exchange rate volatility asymmetry
McKenzie, Michael D. - In: International journal of finance & economics : IJFE 7 (2002) 3, pp. 247-260
Persistent link: https://www.econbiz.de/10001694050
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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
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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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The impact of short selling on the price-volume relationship : evidence from Hong Kong
Henry, Ólan Thomas John; McKenzie, Michael D. - 2003
Persistent link: https://www.econbiz.de/10001739272
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An empirical examination of the relationship between central bank intervention and exchange rate volatility : some Australian evidence
McKenzie, Michael D. - In: Australian economic papers 43 (2004) 1, pp. 59-74
Persistent link: https://www.econbiz.de/10001976159
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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
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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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A variable rate goods and services tax (GST) for Australia?
Stewart, Mark F.; Shannon, John H.; McKenzie, Michael D. - In: Economic papers : a journal of applied economics and policy 18 (1999) 2, pp. 78-94
Persistent link: https://www.econbiz.de/10001463519
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Power ARCH modelling of commodity futures data on the London metal exchange
McKenzie, Michael D. (contributor) - In: The European journal of finance 7 (2001) 1, pp. 22-38
Persistent link: https://www.econbiz.de/10001542130