Michael D. McKenzie - Publications, H-index & Citations

Michael D. McKenzie

University of Cambridge

30H指数

133论文数

3.7K被引数

收录论文 10

发表时间

Market makers' optimal price-setting policy for exchange-traded certificates

JOURNAL OF BANKING & FINANCE

IF3.8

2016-10-01

OAAI

Baller, Stefanie; Entrop, Oliver; McKenzie, Michael; Wilkens, Marco

Hole in the Wall: Informed Short Selling Ahead of Private Placements

REVIEW OF FINANCE

IF8.4

2016-07-27

OAAI

Berkman, Henk; McKenzie, Michael D.; Verwijmeren, Patrick

How does pricing affect investors' product choice? Evidence from the market for discount certificates

JOURNAL OF BANKING & FINANCE

IF3.8

2016-07-01

OAAI

Entrop, Oliver; Fischer, Georg; McKenzie, Michael; Wilkens, Marco; Winkler, Christoph

The efficiency of the information processing in the Australian dollar market: Price discovery following scheduled and unscheduled news

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2014-03-01

PREAI

Daniel, Lawrence; Kim, Suk-Joong; McKenzie, Michael D.

The cross market effects of short sale restrictions

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2013-12-01

PREAI

Dungey, Mardi; McKenzie, Michael D.; Yalama, Abdullah

Worldwide reach of short selling regulations

JOURNAL OF FINANCIAL ECONOMICS

IF12

2013-07-01

PREAI

Jain, Archana; Jain, Pankaj K.; McInish, Thomas H.; McKenzie, Michael

The determinants of short selling: evidence from the Hong Kong equity market

ACCOUNTING AND FINANCE

IF2.6

2011-08-15

PREAI

McKenzie, Michael; Henry, Olan T.

Venture capital funds and the public equity market

ACCOUNTING AND FINANCE

IF2.6

2010-10-22

PREAI

McKenzie, Michael D.; Janeway, William H.

Power Transformation Models and Volatility Forecasting

JOURNAL OF FORECASTING

IF2.7

2008-06-06

PREAI

Sadorsky, Perry; McKenzie, Michael D.

A note on the Wang and Wang measure of the quality of the compass rose 关于指南针质量的王和王测量的注释

JOURNAL OF BANKING & FINANCE

IF3.8

2006-12-01

PREAI

Mitchell, Heather; McKenzie, Michael D.

研究方向