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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

Pricing and hedging options with GARCH-stable proxy volatilities

Mozumder, Sharif; Kabir, Humayun; Dempsey, Michael - In: Applied economics 50 (2018) 56, pp. 6034-6046

Persistent link: https://www.econbiz.de/10012063384

Stock markets, investments and corporate behavior : a conceptual framework of understanding

Dempsey, Michael; Dempsey, Michael James - 2016

Persistent link: https://www.econbiz.de/10011397147

Bank diversification, performance and stock market response : evidence from listed public banks in South Asian countries

Edirisuriya, Piyadasa; Gunasekarage, Abeyratna; … - In: Journal of Asian economics 41 (2015), pp. 69-85

Persistent link: https://www.econbiz.de/10011566485

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 information content of ASX SPI 200 implied volatility

Tanha, Hassan; Dempsey, Michael - In: Review of Pacific Basin financial markets and policies 19 (2016) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10011490536

Evidence on industry cost of equity estimators

Gharaibeh, Omar; Bornholt, Graham; Dempsey, Michael - In: The international journal of business and finance … 8 (2014) 4, pp. 1-15

Persistent link: https://www.econbiz.de/10010361336

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