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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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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
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Risk management under time varying volatility and Pareto-stable distributions
Mozumder, Sharif; Kabir, M. Humayun; Dempsey, Michael; … - In: Applied economics letters 27 (2020) 3, pp. 161-167
Persistent link: https://www.econbiz.de/10012205404
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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
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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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Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif; Choudhry, Taufiq; Dempsey, Michael - In: Computational economics 57 (2021) 4, pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
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The evolving dynamics of the Australian SPI 200 implied volatility surface
Tanha, Hassan; Dempsey, Michael - In: Journal of international financial markets, … 43 (2016), pp. 44-57
Persistent link: https://www.econbiz.de/10011673487
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Do Aussie markets smile? : implied volatility functions and determinants
Tanha, Hassan; Dempsey, Michael - In: Applied economics 47 (2015) 28/30, pp. 3143-3163
Persistent link: https://www.econbiz.de/10011289355
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The profitability of option-based contrarian strategies : an empirical analysis
Mugwagwa, Tafadzwa; Ramiah, Vikash; Moosa, Imad A. - In: International review of finance 15 (2015) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10011337049
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The challenges of ETFs and their underlying constituents
Wallace, Damien; McIver, Ron; Ramiah, Vikash - In: Financial management : methods, outcomes and challenges, (pp. 91-112). 2017
Persistent link: https://www.econbiz.de/10011711876