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An alternative perspective on the relationship between downside beta and CAPM beta

Galagedera, Don U. A. - In: Emerging markets review 8 (2007) 1, pp. 4-19

Persistent link: https://www.econbiz.de/10003433042

An analytical framework for explaining relative performance of CAPM beta and downside beta

Galagedera, Don U. A. - In: International journal of theoretical and applied finance 12 (2009) 3, pp. 341-358

Persistent link: https://www.econbiz.de/10003867409

Modeling the risk and return relation conditional on markt volatility and market conditions

Galagedera, Don U. A.; Faff, Robert W. - In: International journal of theoretical and applied finance 8 (2005) 1, pp. 75-95

Persistent link: https://www.econbiz.de/10002625219

Association between Markov regime-switching market volatility and beta risk : evidence from Dow Jones industrial securities

Galagedera, Don U. A.; Shami, Roland G. - 2003

Persistent link: https://www.econbiz.de/10001892068

Modelling the risk and return relation conditional on market volatility and market conditions

Galagedera, Don U. A.; Faff, Robert W. - 2004

Persistent link: https://www.econbiz.de/10002121816

Empirical evidence on the conditional relation between higher-order systematic co-moments and security returns

Galagedera, Don U. A.; Henry, Darren; Silvapulle, Paramsothy - In: Quarterly journal of business and economics : QJBE 42 (2003) 1/2, pp. 121-137

Persistent link: https://www.econbiz.de/10002171538

Multivariate tests of asset pricing : simulation evidence from an emerging market

Iqbal, Javed; Brooks, Robert; Galagedera, Don U. A. - In: Applied financial economics 20 (2010) 4/6, pp. 381-395

The finite sample performance of the Wald, Generalized Method of Moment (GMM) and Likelihood Ratio (LR) tests of multivariate asset pricing tests have been investigated in several studies on the US financial markets. This article extends this analysis in two important ways. Firstly, considering...

Persistent link: https://www.econbiz.de/10003963264

Testing conditional asset pricing models : an emerging market perspective

Iqbal, Javed; Brooks, Robert; Galagedera, Don U. A. - In: Journal of international money and finance 29 (2010) 5, pp. 897-918

Persistent link: https://www.econbiz.de/10003989924

Conditional relation between systematic risk and returns in the conventional and downside frameworks : evidence from the Indonesian market

Nurjannah; Galagedera, Don U. A.; Brooks, Robert - In: Journal of emerging market finance 11 (2012) 3, pp. 271-300

Persistent link: https://www.econbiz.de/10010380791

Multivariate tests of asset pricing : simulation evidence from an emerging market

Iqbal, Javed (contributor); Brooks, Robert (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003778328