Access Statistics for Don (Tissa) U. A. Galagedera

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A SURVEY ON INVESTMENT PERFORMANCE APPRAISAL METHODS WITH SPECIAL REFERENCE TO DATA ENVELOPMENT ANALYSIS 3 22 93 737 44 152 601 3,375
A survey on risk-return analysis 10 30 123 690 37 118 465 1,879
Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities 1 2 13 157 4 16 55 308
Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial serurities 2 2 21 165 3 3 43 426
Beta Risk and Regime Shift in Market Volatility 0 5 32 223 7 18 111 843
Beta Risk and Regime Shift in Market Volatility 3 6 24 208 6 27 79 563
Is systematic downside beta risk really priced? Evidence in emerging market data 0 2 9 156 1 5 42 515
Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions 1 5 30 200 3 11 63 408
Multivariate tests of asset pricing: Simulation evidence from an emerging market 2 5 24 49 5 12 76 125
Performance of Indian commercial banks (1995-2002): an application of data envelopment analysis and Malmquist productivity index 1 6 54 672 5 16 141 1,485
Testing Conditional Asset Pricing Models: An Emerging Market Perspective 3 9 47 75 5 17 121 192
Wavelet timescales and conditional relationship between higher- order systematic co-moments and portfolio returns: evidence in Australian data 0 1 10 81 0 2 18 176
Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns: evidence in Australian data 0 1 10 73 0 2 31 232
Total Working Papers 26 96 490 3,486 120 399 1,846 10,527

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
AN ANALYTICAL FRAMEWORK FOR EXPLAINING RELATIVE PERFORMANCE OF CAPM BETA AND DOWNSIDE BETA 4 7 9 9 7 18 22 22
An alternative perspective on the relationship between downside beta and CAPM beta 3 6 17 59 3 8 26 131
Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data 1 3 14 32 1 5 33 79
MODELING THE RISK AND RETURN RELATION CONDITIONAL ON MARKET VOLATILITY AND MARKET CONDITIONS 0 2 10 11 0 11 37 43
Modeling Time-Varying Downside Risk 0 0 0 0 6 16 50 50
Relationship between downside risk and return: new evidence through a multiscaling approach 1 1 10 10 2 7 43 43
Relationship between systematic-risk measured in the second-order and third-order co-moments in the downside framework 1 1 1 1 4 5 5 5
Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns 0 0 6 14 0 4 18 41
Total Journal Articles 10 20 67 136 23 74 234 414

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Statistics updated 2009-11-04