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Publications by Michael D. McKenzie

Macroeconomic News Announcements and the Role of Expectations: Evidence for US Bond, Stock and Foreign Exchange Markets

World Scientific Studies in International Economics

International Relations

Political Science

English

The Impact of Short Selling on the Price-Volume Relationship: Evidence From Hong Kong

SSRN Electronic Journal

English

Related publications

Effects of Macroeconomic Uncertainty on the Stock and Bond Markets

Finance Research Letters

English

The Share of Systematic Risk in Foreign Exchange and Stock Markets

SSRN Electronic Journal

English

Co-Movement and Interaction Effects Across the Monetary, Foreign Exchange and Stock Markets: Evidence From China

Journal of Financial Risk Management

English

Intraday Seasonalities and Macroeconomic News Announcements

European Financial Management

English

Macroeconomic Announcements and Stock Returns in US Portfolios Formed on Operating Profitability and Investment

Investment Management and Financial Innovations

International Management

English

Macroeconomic Factors and the Correlation of Stock and Bond Returns: Empirical Evidence From Kenya

Advances in Social Sciences Research Journal

English

U.S. Macroeconomic News and International Stock Prices: Evidence From Newspaper Coverage

Accounting and Finance Research

English

Macroeconomic News Announcements and Price Discovery: Evidence From Canadian–U.S. Cross-Listed Firms

Journal of Empirical Finance

English

The Role of Foreign Investment in the Development of Financial Markets: Iraq Stock Exchange for the Period 2010 - 2017

Journal of Business & Financial Affairs

English