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The performance of individual investors in structured financial products

Entrop, Oliver; McKenzie, Michael D.; Wilkens, Marco; … - In: Review of quantitative finance and accounting 46 (2016) 3, pp. 569-604

Persistent link: https://www.econbiz.de/10011595479

The Performance of Individual Investors in Structured Financial Products

Entrop, Oliver - 2016

This paper is the first to measure individual investors' realized risk-adjusted performance in structured financial products, which represent one of the key financial innovations in recent times. Based on a large database of trades and portfolio holdings for 10,652 retail investors in discount...

Persistent link: https://www.econbiz.de/10013007778

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

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

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

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

Nonlinearity and smoothing in venture capital performance data

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

Persistent link: https://www.econbiz.de/10009700590

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

Converting true returns into reported returns : a general theory of linear smoothing and anti-smoothing

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

Persistent link: https://www.econbiz.de/10011285066

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