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 2 2 4 4,180
A survey on risk-return analysis 0 0 1 879 0 0 1 2,653
An analytical derivation of the relation between idiosyncratic volatility and expected stock return 0 0 0 34 0 0 0 108
Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities 0 0 0 191 1 2 6 451
Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities 0 0 1 182 0 0 2 490
Beta Risk and Regime Shift in Market Volatility 0 0 1 253 0 1 2 703
Beta Risk and Regime Shift in Market Volatility 0 0 0 277 0 0 2 1,058
Is systematic downside beta risk really priced? Evidence in emerging market data 0 0 0 192 1 1 4 660
Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions 0 1 1 258 1 2 2 560
Multivariate tests of asset pricing: Simulation evidence from an emerging market 0 0 0 100 0 0 1 295
Performance of Indian commercial banks (1995-2002): an application of data envelopment analysis and Malmquist productivity index 0 0 0 803 0 0 1 1,918
Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets 0 0 0 35 2 2 3 182
Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models 0 0 0 47 0 0 0 189
Testing Conditional Asset Pricing Models: An Emerging Market Perspective 0 0 0 162 0 0 0 433
Wavelet timescales and conditional relationship between higher- order systematic co-moments and portfolio returns: evidence in Australian data 0 0 0 103 0 0 1 257
Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns: evidence in Australian data 0 0 0 88 0 0 0 304
Total Working Papers 0 1 4 4,489 7 10 29 14,441

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 1 3 8 111
A new perspective of equity market performance 0 0 0 12 0 0 2 59
A wavelet based investigation of long memory in stock returns 0 0 0 17 0 0 0 80
AN ANALYTICAL FRAMEWORK FOR EXPLAINING RELATIVE PERFORMANCE OF CAPM BETA AND DOWNSIDE BETA 0 0 0 1 0 0 0 11
An alternative perspective on the relationship between downside beta and CAPM beta 0 0 0 119 0 0 2 321
Assessing Degree of Overall Prospect for Merger and Acquisition of Managed Funds: A Relative Performance Perspective 0 0 1 1 0 0 5 5
Assessing Overall Performance of Sports Clubs and Decomposing into Their On-Field and Off-Field Efficiency 0 0 0 0 1 1 4 4
Association between environmental factors and equity market performance: evidence from a nonparametric frontier method 0 0 0 3 1 1 2 50
Benchmarking superannuation funds based on relative performance 0 0 0 7 1 2 3 40
Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage DEA model for efficiency decomposition 1 1 3 45 1 1 5 220
Conditional Relation between Systematic Risk and Returns in the Conventional and Downside Frameworks: Evidence from the Indonesian Market 0 0 1 6 1 1 5 69
Do mutual fund managers earn their fees? New measures for performance appraisal 0 1 3 17 3 4 7 49
Do superannuation funds manage disbursements and risk efficiently in generating returns? New evidence 0 0 1 4 0 1 3 8
Dynamics of Idiosyncratic Volatility and Market Volatility: An Emerging Market Perspective 0 0 0 13 0 0 1 38
Economic significance of downside risk in developed and emerging markets 0 0 0 12 0 0 1 48
Effect of exchange rate return on volatility spill-over across trading regions 0 0 0 7 0 0 1 66
Experimental evidence on robustness of data envelopment analysis 0 0 0 2 1 1 2 15
Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data 0 1 1 124 0 2 3 322
MODELING THE RISK AND RETURN RELATION CONDITIONAL ON MARKET VOLATILITY AND MARKET CONDITIONS 0 1 1 6 3 4 4 21
Modeling leakage in two-stage DEA models: An application to US mutual fund families 0 0 0 13 2 2 3 63
Modeling risk concerns and returns preferences in performance appraisal: An application to global equity markets 0 0 0 4 0 0 1 49
Modelling social responsibility in mutual fund performance appraisal: A two-stage data envelopment analysis model with non-discretionary first stage output 0 0 1 27 0 1 19 107
Modelling superannuation fund management function as a two-stage process for overall and stage-level performance appraisal 0 0 0 3 0 0 2 15
Multivariate tests of asset pricing: simulation evidence from an emerging market 0 0 0 34 0 0 1 177
Planning for potential increases in disbursements and risk of managed funds conditional on desired short-term performance levels 0 0 0 0 0 0 2 4
Recent trends in relative performance of global equity markets 0 0 0 10 1 2 4 106
Relationship between downside risk and return: new evidence through a multiscaling approach 0 0 1 23 1 1 3 115
Relationship between systematic-risk measured in the second-order and third-order co-moments in the downside framework 0 0 0 0 0 1 1 1
Testing conditional asset pricing models: An emerging market perspective 0 0 1 132 1 5 8 574
Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns 0 0 0 26 0 0 0 91
Wavelet-based Fuzzy Clustering of Time Series 0 0 1 40 0 1 4 124
Total Journal Articles 1 4 15 730 18 34 106 2,963
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 1 2 3 13
Testing the Lower Partial Moment Asset-Pricing Models in Emerging Markets 0 0 0 0 1 1 3 4
Value Extracting in Relative Performance Appraisal with Network DEA: An Application to U.S. Equity Mutual Funds 0 0 0 0 1 2 3 8
Total Chapters 0 0 0 1 3 5 9 25

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Statistics updated 2025-11-08