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Association between environmental factors and equity market performance : evidence from a nonparametric frontier method

Galagedera, Don U. A. - In: Financial markets and portfolio management 24 (2010) 3, pp. 245-269

Persistent link: https://www.econbiz.de/10008668597

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

Recent trends in relative performance of global equity markets

Galagedera, Don U. A. - In: Journal of international financial markets, … 22 (2012) 4, pp. 834-854

Persistent link: https://www.econbiz.de/10009582519

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

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

Association between Environmental Factors and Equity Market Performance : Evidence from a Nonparametric Frontier Method

Galagedera, Don U. A. - 2010

In this cross-sectional study, equity market performance is assessed in a multidimensional risk-adjusted return framework using a nonparametric procedure known as data envelopment analysis. Employing a censored regression procedure, the association between equity market performance and a set of...

Persistent link: https://www.econbiz.de/10013138614