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 2 3 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 2 2 2 110
Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities 0 0 1 182 0 0 1 490
Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities 0 0 0 191 0 3 8 453
Beta Risk and Regime Shift in Market Volatility 0 0 1 253 0 1 3 704
Beta Risk and Regime Shift in Market Volatility 0 0 0 277 1 2 4 1,060
Is systematic downside beta risk really priced? Evidence in emerging market data 0 0 0 192 2 3 6 662
Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions 0 0 1 258 0 3 4 562
Multivariate tests of asset pricing: Simulation evidence from an emerging market 0 0 0 100 1 2 2 297
Performance of Indian commercial banks (1995-2002): an application of data envelopment analysis and Malmquist productivity index 0 0 0 803 1 1 2 1,919
Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets 0 0 0 35 2 6 7 186
Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models 0 0 0 47 1 4 4 193
Testing Conditional Asset Pricing Models: An Emerging Market Perspective 0 0 0 162 1 2 2 435
Wavelet timescales and conditional relationship between higher- order systematic co-moments and portfolio returns: evidence in Australian data 0 0 0 103 3 4 5 261
Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns: evidence in Australian data 0 0 0 88 1 1 1 305
Total Working Papers 0 0 4 4,489 15 36 55 14,470

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 2 7 112
A new perspective of equity market performance 0 0 0 12 1 1 3 60
A wavelet based investigation of long memory in stock returns 0 0 0 17 1 1 1 81
AN ANALYTICAL FRAMEWORK FOR EXPLAINING RELATIVE PERFORMANCE OF CAPM BETA AND DOWNSIDE BETA 0 0 0 1 2 2 2 13
An alternative perspective on the relationship between downside beta and CAPM beta 0 0 0 119 1 1 2 322
Assessing Degree of Overall Prospect for Merger and Acquisition of Managed Funds: A Relative Performance Perspective 0 0 1 1 0 0 3 5
Assessing Overall Performance of Sports Clubs and Decomposing into Their On-Field and Off-Field Efficiency 0 0 0 0 4 7 8 10
Association between environmental factors and equity market performance: evidence from a nonparametric frontier method 0 0 0 3 2 6 7 55
Benchmarking superannuation funds based on relative performance 0 0 0 7 3 4 6 43
Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage DEA model for efficiency decomposition 0 1 3 45 1 2 6 221
Conditional Relation between Systematic Risk and Returns in the Conventional and Downside Frameworks: Evidence from the Indonesian Market 0 0 1 6 2 4 8 72
Do mutual fund managers earn their fees? New measures for performance appraisal 0 0 3 17 2 8 12 54
Do superannuation funds manage disbursements and risk efficiently in generating returns? New evidence 0 0 1 4 1 1 3 9
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 3 3 4 51
Effect of exchange rate return on volatility spill-over across trading regions 0 0 0 7 1 2 3 68
Experimental evidence on robustness of data envelopment analysis 0 0 0 2 0 1 2 15
Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data 0 0 1 124 0 1 3 323
MODELING THE RISK AND RETURN RELATION CONDITIONAL ON MARKET VOLATILITY AND MARKET CONDITIONS 0 0 1 6 5 9 10 27
Modeling leakage in two-stage DEA models: An application to US mutual fund families 0 0 0 13 1 3 4 64
Modeling risk concerns and returns preferences in performance appraisal: An application to global equity markets 0 0 0 4 3 5 5 54
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 2 21 109
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 3 3 4 180
Planning for potential increases in disbursements and risk of managed funds conditional on desired short-term performance levels 0 0 0 0 1 1 1 5
Recent trends in relative performance of global equity markets 0 0 0 10 1 3 6 108
Relationship between downside risk and return: new evidence through a multiscaling approach 0 0 1 23 2 3 5 117
Relationship between systematic-risk measured in the second-order and third-order co-moments in the downside framework 0 0 0 0 0 1 2 2
Testing conditional asset pricing models: An emerging market perspective 0 0 1 132 0 5 12 578
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 0 40 0 0 2 124
Total Journal Articles 0 1 14 730 40 81 155 3,026
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 4 14
Testing the Lower Partial Moment Asset-Pricing Models in Emerging Markets 0 0 0 0 1 2 4 5
Value Extracting in Relative Performance Appraisal with Network DEA: An Application to U.S. Equity Mutual Funds 0 0 0 0 0 4 6 11
Total Chapters 0 0 0 1 2 8 14 30

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Statistics updated 2026-01-09