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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

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

An analytical derivation of the relation between idiosyncratic volatility and expected stock return

Galagedera, Don U. A. - 2009

Persistent link: https://www.econbiz.de/10008661973

A comparison of developed and emerging equity market return volatility at different time scales

Maharaj, Elizabeth Ann; Galagedera, Don U. A.; Dark, … - In: Managerial finance 37 (2011) 10, pp. 940-952

Persistent link: https://www.econbiz.de/10009355226

Effect of exchange rate return on volatility spill-over across trading regions

Galagedera, Don U. A.; Kitamura, Yoshihiro - In: Japan and the world economy : international journal of … 24 (2012) 4, pp. 254-265

Persistent link: https://www.econbiz.de/10009704630

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

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

The roles of news and volatility in stock market correlations during the global financial crisis

Mun, Melissa; Brooks, Robert - In: Emerging Markets Review 13 (2012) 1, pp. 1-7

The global financial crisis has again brought the interdependencies of international financial markets to the fore, particularly during times of financial crises. This paper explores the relative roles of news and volatility in explaining the changes in correlations between national stock...

Persistent link: https://www.econbiz.de/10010574579