Michael D. McKenzie

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

Suk-Joong Kim, Robert W. Faff, R. Faff, 2005 .

Evidence of an Asymmetry in the Relationship between Volatility and Autocorrelation

Suk-Joong Kim, Suk-Joong Kim, Michael D. McKenzie, 2007 .