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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
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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
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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
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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
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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
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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
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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
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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
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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
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Exchange rate volatility and India-US commodity trade : evidence of the third country effect
Iqbal, Javed; Nosheen, Misbah; Wohar, Mark E. - In: Indian economic review : official journal of Delhi … 58 (2023), pp. 359-398
Persistent link: https://www.econbiz.de/10014391781