Michael Dempsey

Economics, Econometrics and Finance · Indiana University

Financial Markets and Investment Strategies Corporate Finance and Governance Cinema and Media Studies Financial Reporting and Valuation Research Stochastic processes and financial applications

Publications

219

Citations

901

Est. group size

—

Recurring co-author estimate

Active years

Publishing since 1969

Research summary

AI-generated

Michael Dempsey studies financial markets and investment, with work spanning asset pricing, portfolio theory, and corporate finance decisions such as how firms fund themselves (capital structure) and pay dividends. Recent work covers emerging topics like cryptocurrency investment as well as derivative instruments (financial contracts whose value depends on an underlying asset), option pricing models, and market risk. Several studies use company data from markets such as Vietnam and Australia.

Asset pricing and portfolio theoryCorporate finance and capital structureDerivatives and option pricingFinancial market risk and volatilityCryptocurrency investment

Publication activity was highest around 2019 and 2021 but has dropped sharply in the most recent years, indicating a slowing cadence.

Generated by claude-opus-4-8 from public bibliographic data · Jul 11, 2026

Publication cadence

Publications per year over the last 10 years — averaging 0.6/year recently

Recent publications

Investment in Cryptocurrencies: lessons for asset pricing and portfolio theory
Applied Economics · 2022
Stock Markets and Corporate Finance
WORLD SCIENTIFIC (EUROPE) eBooks · 2021
Financial Risk Management and Derivative Instruments
2021
The Firm’s Performance in Relation to Capital Structure and Foreign Ownership: Evidence from Vietnam
Journal of Advanced Engineering and Computation · 2021
Financial leverage and risk
2021
Derivative instruments and the global financial crisis (2007–08)
2021
Bond market risk
2021
Trading index futures
2021
The Black-Scholes model
2021
Stock market risk
2021
Interest rate futures (forwards)
2021
Option pricing
2021
Futures contracts
2021
Option Pricing Model Biases: Bayesian and Markov Chain Monte Carlo Regression Analysis
Computational Economics · 2020
Stock Market Volatility: Friend or Foe?
SSRN Electronic Journal · 2020

Publishes in

SSRN Electronic Journal×8
Journal of International Financial Markets Institutions and Money×3
Applied Economics×2
WORLD SCIENTIFIC (EUROPE) eBooks×2
Investment Management and Financial Innovations×2

This profile was generated automatically from public scholarly data (OpenAlex). Group size and activity levels are estimates derived from co-authorship patterns.

Last updated Jul 11, 2026.

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