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Frino, Alex; Lepone, Andrew; Lepone, Grace - In: Review of Pacific Basin financial markets and policies 22 (2019) 3, pp. 1950020-1-1950020-22

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McKenzie, Michael D.; Brooks, Robert - In: Applied financial economics 13 (2003) 2, pp. 123-131

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McKenzie, Michael D.; Faff, Robert W. - In: International review of financial analysis 14 (2005) 1, pp. 23-42

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Berkman, Henk; McKenzie, Michael D. - In: The financial review : the official publication of the … 47 (2012) 1, pp. 91-113

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McKenzie, Michael D.; Satchell, Stephen; Wongwachara, … - In: Journal of empirical finance 19 (2012) 5, pp. 782-795

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Devos, Erik; McInish, Thomas H.; McKenzie, Michael D.; … - In: The journal of real estate finance and economics 49 (2014) 4, pp. 454-476

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McKenzie, Michael D.; Satchell, Stephen; Wongwachara, … - In: Journal of empirical finance 28 (2014), pp. 215-229

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Cai, Charlie X.; Faff, Robert W.; Hillier, David; … - In: Review of quantitative finance and accounting 27 (2006) 2, pp. 125-142

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Mitchell, Heather; McKenzie, Michael D. - In: Journal of banking & finance 30 (2006) 12, pp. 3519-3524

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