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 1 7 4,185
A survey on risk-return analysis 0 0 1 879 0 2 8 2,660
An analytical derivation of the relation between idiosyncratic volatility and expected stock return 0 0 0 34 0 6 11 119
Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities 0 0 0 182 0 1 5 495
Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities 0 0 0 191 0 3 9 458
Beta Risk and Regime Shift in Market Volatility 0 0 1 253 1 3 9 710
Beta Risk and Regime Shift in Market Volatility 0 0 0 277 1 7 15 1,073
Is systematic downside beta risk really priced? Evidence in emerging market data 0 0 0 192 0 0 6 664
Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions 0 0 1 258 0 1 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 0 4 13 1,931
Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets 0 0 0 35 0 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 0 2 8 197
Testing Conditional Asset Pricing Models: An Emerging Market Perspective 0 0 0 162 1 2 8 441
Wavelet timescales and conditional relationship between higher- order systematic co-moments and portfolio returns: evidence in Australian data 0 0 0 103 1 1 9 266
Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns: evidence in Australian data 0 0 0 88 0 3 7 311
Total Working Papers 0 0 3 4,489 4 39 141 14,569


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 1 1 23 2 9 17 124
A new perspective of equity market performance 0 0 0 12 0 3 5 63
A wavelet based investigation of long memory in stock returns 0 0 0 17 1 2 5 85
AN ANALYTICAL FRAMEWORK FOR EXPLAINING RELATIVE PERFORMANCE OF CAPM BETA AND DOWNSIDE BETA 0 0 0 1 0 3 7 18
An alternative perspective on the relationship between downside beta and CAPM beta 0 0 0 119 0 2 7 328
Assessing Degree of Overall Prospect for Merger and Acquisition of Managed Funds: A Relative Performance Perspective 0 0 0 1 1 3 9 12
Assessing Overall Performance of Sports Clubs and Decomposing into Their On-Field and Off-Field Efficiency 0 0 0 0 2 5 15 18
Association between environmental factors and equity market performance: evidence from a nonparametric frontier method 0 0 0 3 0 0 11 60
Benchmarking superannuation funds based on relative performance 0 0 0 7 0 1 10 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 3 5 15 232
Conditional Relation between Systematic Risk and Returns in the Conventional and Downside Frameworks: Evidence from the Indonesian Market 0 0 0 6 1 3 12 79
Do mutual fund managers earn their fees? New measures for performance appraisal 0 0 1 17 0 1 13 57
Do superannuation funds manage disbursements and risk efficiently in generating returns? New evidence 0 0 0 4 0 2 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 2 6 54
Effect of exchange rate return on volatility spill-over across trading regions 0 0 0 7 0 1 8 74
Experimental evidence on robustness of data envelopment analysis 0 0 1 3 1 2 7 20
Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data 0 0 1 124 0 6 17 337
MODELING THE RISK AND RETURN RELATION CONDITIONAL ON MARKET VOLATILITY AND MARKET CONDITIONS 0 0 1 6 2 3 16 33
Modeling leakage in two-stage DEA models: An application to US mutual fund families 0 0 0 13 0 3 13 73
Modeling risk concerns and returns preferences in performance appraisal: An application to global equity markets 0 0 0 4 0 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 10 115
Modelling superannuation fund management function as a two-stage process for overall and stage-level performance appraisal 0 0 0 3 1 4 5 19
Multivariate tests of asset pricing: simulation evidence from an emerging market 0 0 0 34 0 2 9 185
Planning for potential increases in disbursements and risk of managed funds conditional on desired short-term performance levels 0 0 0 0 0 2 10 14
Recent trends in relative performance of global equity markets 0 0 0 10 0 2 8 112
Relationship between downside risk and return: new evidence through a multiscaling approach 0 0 1 23 0 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 0 1 5 5
Testing conditional asset pricing models: An emerging market perspective 0 0 0 132 0 4 20 589
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 0 2 4 127
Total Journal Articles 0 1 9 732 16 80 296 3,211
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 2 6 16
Testing the Lower Partial Moment Asset-Pricing Models in Emerging Markets 0 0 0 0 0 2 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 0 4 20 38


Statistics updated 2026-06-04