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 0 4 6 4,184
A survey on risk-return analysis 0 0 1 879 1 5 6 2,658
An analytical derivation of the relation between idiosyncratic volatility and expected stock return 0 0 0 34 0 5 5 113
Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities 0 0 0 191 0 2 8 455
Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities 0 0 0 182 1 4 4 494
Beta Risk and Regime Shift in Market Volatility 0 0 0 277 3 7 10 1,066
Beta Risk and Regime Shift in Market Volatility 0 0 1 253 0 3 6 707
Is systematic downside beta risk really priced? Evidence in emerging market data 0 0 0 192 1 4 7 664
Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions 0 0 1 258 1 6 10 568
Multivariate tests of asset pricing: Simulation evidence from an emerging market 0 0 0 100 0 2 3 298
Performance of Indian commercial banks (1995-2002): an application of data envelopment analysis and Malmquist productivity index 0 0 0 803 2 9 9 1,927
Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets 0 0 0 35 0 5 9 189
Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models 0 0 0 47 1 3 6 195
Testing Conditional Asset Pricing Models: An Emerging Market Perspective 0 0 0 162 0 5 6 439
Wavelet timescales and conditional relationship between higher- order systematic co-moments and portfolio returns: evidence in Australian data 0 0 0 103 2 7 8 265
Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns: evidence in Australian data 0 0 0 88 1 4 4 308
Total Working Papers 0 0 3 4,489 13 75 107 14,530


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 0 0 0 22 0 3 8 115
A new perspective of equity market performance 0 0 0 12 0 1 2 60
A wavelet based investigation of long memory in stock returns 0 0 0 17 0 3 3 83
AN ANALYTICAL FRAMEWORK FOR EXPLAINING RELATIVE PERFORMANCE OF CAPM BETA AND DOWNSIDE BETA 0 0 0 1 0 4 4 15
An alternative perspective on the relationship between downside beta and CAPM beta 0 0 0 119 1 5 6 326
Assessing Degree of Overall Prospect for Merger and Acquisition of Managed Funds: A Relative Performance Perspective 0 0 0 1 2 4 6 9
Assessing Overall Performance of Sports Clubs and Decomposing into Their On-Field and Off-Field Efficiency 0 0 0 0 1 7 10 13
Association between environmental factors and equity market performance: evidence from a nonparametric frontier method 0 0 0 3 2 7 11 60
Benchmarking superannuation funds based on relative performance 0 0 0 7 1 7 10 47
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 3 7 11 227
Conditional Relation between Systematic Risk and Returns in the Conventional and Downside Frameworks: Evidence from the Indonesian Market 0 0 1 6 1 6 11 76
Do mutual fund managers earn their fees? New measures for performance appraisal 0 0 2 17 0 4 13 56
Do superannuation funds manage disbursements and risk efficiently in generating returns? New evidence 0 0 0 4 2 6 7 14
Dynamics of Idiosyncratic Volatility and Market Volatility: An Emerging Market Perspective 0 0 0 13 0 3 3 41
Economic significance of downside risk in developed and emerging markets 0 0 0 12 0 4 4 52
Effect of exchange rate return on volatility spill-over across trading regions 0 0 0 7 1 6 7 73
Experimental evidence on robustness of data envelopment analysis 0 1 1 3 0 3 5 18
Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data 0 0 1 124 5 8 11 331
MODELING THE RISK AND RETURN RELATION CONDITIONAL ON MARKET VOLATILITY AND MARKET CONDITIONS 0 0 1 6 1 8 13 30
Modeling leakage in two-stage DEA models: An application to US mutual fund families 0 0 0 13 2 7 10 70
Modeling risk concerns and returns preferences in performance appraisal: An application to global equity markets 0 0 0 4 0 4 6 55
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 4 17 113
Modelling superannuation fund management function as a two-stage process for overall and stage-level performance appraisal 0 0 0 3 0 0 1 15
Multivariate tests of asset pricing: simulation evidence from an emerging market 0 0 0 34 1 6 7 183
Planning for potential increases in disbursements and risk of managed funds conditional on desired short-term performance levels 0 0 0 0 2 8 8 12
Recent trends in relative performance of global equity markets 0 0 0 10 1 3 7 110
Relationship between downside risk and return: new evidence through a multiscaling approach 0 0 1 23 0 4 6 119
Relationship between systematic-risk measured in the second-order and third-order co-moments in the downside framework 0 0 0 0 0 2 4 4
Testing conditional asset pricing models: An emerging market perspective 0 0 1 132 3 7 17 585
Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns 0 0 0 26 0 3 3 94
Wavelet-based Fuzzy Clustering of Time Series 0 0 0 40 0 1 3 125
Total Journal Articles 0 1 11 731 30 145 234 3,131
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 0 1 4 14
Testing the Lower Partial Moment Asset-Pricing Models in Emerging Markets 0 0 0 0 2 3 5 7
Value Extracting in Relative Performance Appraisal with Network DEA: An Application to U.S. Equity Mutual Funds 0 0 0 0 0 2 8 13
Total Chapters 0 0 0 1 2 6 17 34


Statistics updated 2026-03-04