||Malay Dey, Ph.D.|
Department: Accounting and Financial Studies
Rank: Associate Professor
Primary Domain of Expertise: Market microstructure and corporate finance
Education: Ph.D. - University of Massachusetts
Member of NYIT since: 2010
Administrative Title: NA
Representative Intellectual Contributions:
Dey, M. & Wang C. (2012) “Return spread and liquidity: Evidence from Hong Kong ADRs;" Research in International Business and Finance 26(2):XX-XX.
Dey, M., Stern, H. & Zhang, H. (2011) “Information content in small and large trades;” Economic Notes 40(1-2):XX-XX.
Dey, M. (2010) “Is information risk really a determinant of security return? Evidence from TORQ;" Journal of Trading 3(X):XX-XX.
Dey, M. & Kazemi, H. (2008) “Bid Ask Spread in a Competitive Market with Institutions and Order Size;” Review of Quantitative Finance and Accounting 30(4):XX-XX.
Dey, M. & Radhakrishna, B. (2008) “Who Profits from Trading Around Earnings Announcements? Evidence from TORQ Data;” Journal of Asset Management 9(4):XX-XX.
Dey, M. & Radhakrishna, B. (2007) "Who Trades Around Earnings Announcements? Evidence from TORQ Data;” Journal of Business Finance and Accounting 34(1-2):XX-XX.
Phone: 604.639.0942 X5919
Office: Room 1725B; 701 W Georgia St., Vancouver, BC