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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
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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
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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
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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
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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
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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