Narrow search
Showing 1 - 10 of 68
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Economic significance of downside risk in developed and emerging markets
Galagedera, Don U. A. - In: Applied economics letters 16 (2009) 16/18, pp. 1627-1632
Persistent link: https://www.econbiz.de/10003932128
Cover Image
Relationship between systematic-risk measured in the second-order and third-order co-moments in the downside framework
Galagedera, Don U. A. - In: Applied financial economics letters 3 (2007) 3, pp. 147-153
Persistent link: https://www.econbiz.de/10003540339
Cover Image
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
Cover Image
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
Cover Image
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