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The Fama and French three-factor model and leverage : compatibility with the Modigliani and Miller propositions
Dempsey, Michael - In: Investment management and financial innovations 6 (2009) 1, pp. 48-53
Persistent link: https://www.econbiz.de/10003917319
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Consistent cash flow valuation with tax-deductible debt : a clarification
Dempsey, Michael - In: European financial management : the journal of the … 19 (2013) 4, pp. 830-836
Persistent link: https://www.econbiz.de/10010237355
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The Capital Asset Prising Model (CAPM) : the history of a failed revolutionary idea in finance
Dempsey, Michael - In: Abacus : a journal of accounting, finance and business … 49 (2013), pp. 7-23
Persistent link: https://www.econbiz.de/10009713224
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The Modigliania and Miller propositions : the history of a failed foundation for corporate finance?
Dempsey, Michael - In: Abacus : a journal of accounting, finance and business … 50 (2014) 2, pp. 279-295
Persistent link: https://www.econbiz.de/10010515609
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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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Social norms and market outcomes : the effects of religious beliefs on stock markets
Al-Awadhi, Abdullah M.; Dempsey, Michael - In: Journal of international financial markets, … 50 (2017), pp. 119-134
Persistent link: https://www.econbiz.de/10011896265
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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
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Back-testing extreme value and Lévy value-at-risk models : evidence from international futures markets
Mozumder, Sharif; Dempsey, Michael; Kabir, M. Humayun - In: Journal of risk finance : the convergence of financial … 18 (2017) 1, pp. 88-118
Persistent link: https://www.econbiz.de/10011653721
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Do coherent risk measures identify assets risk profiles similarly? : evidence from international futures markets
Mozumder, Sharif; Kabir, M. Humayun; Dempsey, Michael - In: Investment management and financial innovations 14 (2017) 3, pp. 361-380
Persistent link: https://www.econbiz.de/10011875432
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Spectral measures of risk for international futures markets : a comparison of extreme value and Lévy models
Mozumder, Sharif; Choudhry, Taufiq; Dempsey, Michael - In: Global finance journal 37 (2018), pp. 248-261
Persistent link: https://www.econbiz.de/10012125354