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Theory
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Faff, Robert W.
82
McKenzie, Michael D.
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11
Low, Rand Kwong Yew
10
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8
Tan, Jui Keng
7
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7
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6
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4
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3
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3
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3
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3
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3
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3
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Journal of banking & finance
10
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5
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4
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4
Tydskrif vir studies in ekonomie en ekonometrie : SEE
4
Journal of quantitative economics : official journal of the Indian Econometric Society
3
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3
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2
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2
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2
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2
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2
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2
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2
25th Australasian Finance and Banking Conference 2012
1
Abacus : a journal of accounting, finance and business studies
1
Advances in investment analysis and portfolio management : a research annual
1
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1
AsFA Annual Meeting 2017
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
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1
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1
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1
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International journal of finance & economics : IJFE
1
International review of financial analysis
1
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Market : review for marketing theory and practice
1
McGraw-Hill series in advanced finance
1
PKU-NUS Conference 2018
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Research paper / University of Melbourne, Department of Economics
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ECONIS (ZBW)
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1
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:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
The effect of tick size on testing for nonlinearity in financial markets data
Mitchell, Heather
;
McKenzie, Michael D.
- In:
Journal of mathematical finance
1
(
2011
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10009533131
Saved in:
8
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
Saved in:
9
A study on stock-selection and market-timing performace : evidence from Hong Kong Mandatory Provident Funds (MPF)
Chu, Patrick Kuok-Kun
;
McKenzie, Michael D.
- In:
Review of Pacific Basin financial markets and policies
11
(
2008
)
4
,
pp. 617-649
Persistent link: https://www.econbiz.de/10003816736
Saved in:
10
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
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