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 0 0 0 885 1 1 7 4,185
A survey on risk-return analysis 0 0 1 879 2 3 8 2,660
An analytical derivation of the relation between idiosyncratic volatility and expected stock return 0 0 0 34 6 6 11 119
Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities 0 0 0 182 1 2 5 495
Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities 0 0 0 191 3 3 11 458
Beta Risk and Regime Shift in Market Volatility 0 0 1 253 1 2 8 709
Beta Risk and Regime Shift in Market Volatility 0 0 0 277 3 9 14 1,072
Is systematic downside beta risk really priced? Evidence in emerging market data 0 0 0 192 0 1 6 664
Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions 0 0 1 258 1 2 11 569
Multivariate tests of asset pricing: Simulation evidence from an emerging market 0 0 0 100 0 0 3 298
Performance of Indian commercial banks (1995-2002): an application of data envelopment analysis and Malmquist productivity index 0 0 0 803 3 6 13 1,931
Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets 0 0 0 35 3 3 12 192
Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models 0 0 0 47 2 3 8 197
Testing Conditional Asset Pricing Models: An Emerging Market Perspective 0 0 0 162 1 1 7 440
Wavelet timescales and conditional relationship between higher- order systematic co-moments and portfolio returns: evidence in Australian data 0 0 0 103 0 2 8 265
Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns: evidence in Australian data 0 0 0 88 3 4 7 311
Total Working Papers 0 0 3 4,489 30 48 139 14,565

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new network DEA model for mutual fund performance appraisal: An application to U.S. equity mutual funds 1 1 1 23 6 7 15 122
A new perspective of equity market performance 0 0 0 12 3 3 5 63
A wavelet based investigation of long memory in stock returns 0 0 0 17 1 1 4 84
AN ANALYTICAL FRAMEWORK FOR EXPLAINING RELATIVE PERFORMANCE OF CAPM BETA AND DOWNSIDE BETA 0 0 0 1 3 3 7 18
An alternative perspective on the relationship between downside beta and CAPM beta 0 0 0 119 1 3 8 328
Assessing Degree of Overall Prospect for Merger and Acquisition of Managed Funds: A Relative Performance Perspective 0 0 0 1 1 4 8 11
Assessing Overall Performance of Sports Clubs and Decomposing into Their On-Field and Off-Field Efficiency 0 0 0 0 3 4 13 16
Association between environmental factors and equity market performance: evidence from a nonparametric frontier method 0 0 0 3 0 2 11 60
Benchmarking superannuation funds based on relative performance 0 0 0 7 1 2 11 48
Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage DEA model for efficiency decomposition 0 0 3 45 1 5 13 229
Conditional Relation between Systematic Risk and Returns in the Conventional and Downside Frameworks: Evidence from the Indonesian Market 0 0 0 6 2 3 12 78
Do mutual fund managers earn their fees? New measures for performance appraisal 0 0 1 17 1 1 13 57
Do superannuation funds manage disbursements and risk efficiently in generating returns? New evidence 0 0 0 4 2 4 9 16
Dynamics of Idiosyncratic Volatility and Market Volatility: An Emerging Market Perspective 0 0 0 13 0 0 3 41
Economic significance of downside risk in developed and emerging markets 0 0 0 12 1 1 5 53
Effect of exchange rate return on volatility spill-over across trading regions 0 0 0 7 1 2 8 74
Experimental evidence on robustness of data envelopment analysis 0 0 1 3 1 1 6 19
Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data 0 0 1 124 1 11 17 337
MODELING THE RISK AND RETURN RELATION CONDITIONAL ON MARKET VOLATILITY AND MARKET CONDITIONS 0 0 1 6 0 2 14 31
Modeling leakage in two-stage DEA models: An application to US mutual fund families 0 0 0 13 3 5 13 73
Modeling risk concerns and returns preferences in performance appraisal: An application to global equity markets 0 0 0 4 3 3 9 58
Modelling social responsibility in mutual fund performance appraisal: A two-stage data envelopment analysis model with non-discretionary first stage output 0 0 0 27 1 2 9 114
Modelling superannuation fund management function as a two-stage process for overall and stage-level performance appraisal 0 0 0 3 3 3 4 18
Multivariate tests of asset pricing: simulation evidence from an emerging market 0 0 0 34 1 3 9 185
Planning for potential increases in disbursements and risk of managed funds conditional on desired short-term performance levels 0 0 0 0 2 4 10 14
Recent trends in relative performance of global equity markets 0 0 0 10 2 3 8 112
Relationship between downside risk and return: new evidence through a multiscaling approach 0 0 1 23 1 1 7 120
Relationship between systematic-risk measured in the second-order and third-order co-moments in the downside framework 0 0 0 0 1 1 5 5
Testing conditional asset pricing models: An emerging market perspective 0 0 1 132 0 7 21 589
Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns 0 0 0 26 0 1 4 95
Wavelet-based Fuzzy Clustering of Time Series 0 0 0 40 2 2 4 127
Total Journal Articles 1 1 10 732 48 94 285 3,195
7 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Mutual Fund Industry Performance: A Network Data Envelopment Analysis Approach 0 0 0 1 2 2 6 16
Testing the Lower Partial Moment Asset-Pricing Models in Emerging Markets 0 0 0 0 2 4 7 9
Value Extracting in Relative Performance Appraisal with Network DEA: An Application to U.S. Equity Mutual Funds 0 0 0 0 0 0 7 13
Total Chapters 0 0 0 1 4 6 20 38

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Statistics updated 2026-05-06