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The book-to-market equity ratio as a proxy for risk: evidence from Australian markets

Dempsey, Michael - In: Australian journal of management 35 (2010) 1, pp. 7-21

Persistent link: https://www.econbiz.de/10003975378

A note on the weak form efficiency of capital markets : the application of simple technical trading rules to UK stock prices ; 1935 to 1994

Hudson, Robert - In: Journal of banking & finance 20 (1996) 6, pp. 1121-1132

Persistent link: https://www.econbiz.de/10001203097

The Fama and French three-factor model in developing markets : evidence from the Chinese markets

Li, Man; Dempsey, Michael - In: Investment management and financial innovations 15 (2018) 1, pp. 46-57

Persistent link: https://www.econbiz.de/10012001318

Fundamental indexation and the Fama-French three factor model : risk assimilation or stock mispricing?

Shi, Xiaofeng; Dempsey, Michael; Irlicht, Laurence - In: Journal of investment management : JOIM 13 (2015) 4, pp. 57-70

Persistent link: https://www.econbiz.de/10011640358

The asymmetric response of volatility to market changes and the volatility smile : evidence from Australian options

Tanha, Hassan; Dempsey, Michael - In: Research in international business and finance 34 (2015), pp. 164-176

Persistent link: https://www.econbiz.de/10011325745

Investor tax rationality and the relationship between dividend yields and equity returns : an explanatory note

Dempsey, Michael - In: Journal of banking & finance 25 (2001) 9, pp. 1681-1686

Persistent link: https://www.econbiz.de/10001603582

The effects of the Paris climate agreement on stock markets : evidence from the German stock market

Huy Pham; Van Nguyen; Ramiah, Vikash; Saleem, Kashif; … - In: Applied economics 51 (2019) 57, pp. 6068-6075

Persistent link: https://www.econbiz.de/10012197318

The effects of information disclosure regulation on stock markets : Evidence from Vietnam

Trang Cam Hoang; Huy Pham; Ramiah, Vikash; Moosa, Imad; … - In: Research in international business and finance 51 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012207261

Measuring the effect of the North Korea-U.S. summit on the South Korean stock market

Huy Pham; Al-Hares, Osama M.; Ramiah, Vikash; Moosa, Nisreen - In: Cogent economics & finance 7 (2019) 1, pp. 1-22

We examine the effects of the North Korea-U.S. summit and related events on the South Korean stock market over the period March 2018 to June 2018. Employing the event study methodology, we estimate sectoral abnormal returns following the events surrounding the summit and conduct several...

Persistent link: https://www.econbiz.de/10014232764

The effect of the royal wedding on the UK stock market

Huy Pham; Ramiah, Vikash; Le, Hanh; Moosa, Nisreen; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-12

We assess the effect of the recent royal wedding of Prince Harry and Meghan Markle on various sectors of the UK stock market over the period between November 2017 and May 2018. For this purpose, the event study methodology is used to estimate abnormal returns and conduct several robustness tests...

Persistent link: https://www.econbiz.de/10013373011