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Testing conditional asset pricing models : an emerging market perspective

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

Persistent link: https://www.econbiz.de/10003778329

Relationship between downside risk and return : new evidence through a multiscaling approach

Galagedera, Don U. A.; Maharaj, Elizabeth Ann; Brooks, … - In: Applied financial economics 18 (2008) 18/21, pp. 1623-1633

Persistent link: https://www.econbiz.de/10003800192

Is co-skewness a better measure of risk in the downside than downside beta? : evidence in emerging market data

Galagedera, Don U. A.; Brooks, Robert - In: Journal of multinational financial management 17 (2007) 3, pp. 214-230

Persistent link: https://www.econbiz.de/10003499625

Dynamics of idiosyncratic volatility and market volatility : an emerging market perspective

Tan, Pei Pei; Galagedera, Don U. A. - In: Global economic review 44 (2015) 1, pp. 74-100

Persistent link: https://www.econbiz.de/10010509116

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 leakage in two-stage DEA models : an application to US mutual fund families

Galagedera, Don U. A.; Watson, John; Premachandra, I. M.; … - In: Omega : the international journal of management science 61 (2016), pp. 62-77

Persistent link: https://www.econbiz.de/10011475692

Modelling price movement in trading volume-volatility relations

Pei Pei Tan; Galagedera, Don U. A.; Sze Shi Ting - In: Malaysian journal of economic studies 52 (2015) 2, pp. 135-156

Persistent link: https://www.econbiz.de/10011452838

Modeling risk concerns and returns preferences in performance appraisal : an application to global equity markets

Galagedera, Don U. A. - In: Journal of international financial markets, … 33 (2014), pp. 400-416

Persistent link: https://www.econbiz.de/10011299814

An Analytical Framework for Explaining Relative Performance of CAPM Beta and Downside Beta

Galagedera, Don U. A. - 2009

Even though investors' view of risk is generally regarded as related to the downside of the return distribution the CAPM beta is still a widely used measure of systematic risk. A number of studies compare the empirical performance of CAPM beta and downside beta in explaining the variation in...

Persistent link: https://www.econbiz.de/10013153465

An inverse DEA model for intermediate and output target setting in serially linked general two-stage processes

Kazemi, Ahmad; Galagedera, Don U. A. - In: IMA journal of management mathematics 34 (2023) 3, pp. 511-539

Persistent link: https://www.econbiz.de/10014313774