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The relation between trades of domestic and foreign investors and stock returns in Sri Lanka

Samarakoon, Lalith P. - In: Journal of international financial markets, … 19 (2009) 5, pp. 850-861

Persistent link: https://www.econbiz.de/10008329670

Stock market liberalization and return volatility: Evidence from the emerging market of Sri Lanka

Jaleel, Fazeel M.; Samarakoon, Lalith P. - In: Journal of multinational financial management 19 (2009) 5, pp. 409

Persistent link: https://www.econbiz.de/10008329717

Asymmetric investor behavior between buyside and sellside: Evidence from investor classes in the Sri Lankan stock market

Samarakoon, Lalith P. - In: Journal of multinational financial management 20 (2010) 2, pp. 93-114

Persistent link: https://www.econbiz.de/10008455105

The short-run underpricing of initial public offerings in the Sri Lankan stock market

Samarakoon, Lalith P. - In: Journal of multinational financial management 20 (2010) 4, pp. 197-214

Persistent link: https://www.econbiz.de/10008722911

Equity financing capacity and stock returns: Evidence from China

Fonseka, M.M.; Samarakoon, Lalith P.; Tian, Gao-Liang - In: Journal of international financial markets, … 22 (2012) 5, pp. 1277-1292

Persistent link: https://www.econbiz.de/10010032241

Stock market interdependence, contagion, and the U.S. financial crisis: The case of emerging and frontier markets

Samarakoon, Lalith P. - In: Journal of international financial markets, … 21 (2011) 5, pp. 724-743

Persistent link: https://www.econbiz.de/10009797587

The relation between trades of domestic and foreign investors and stock returns in Sri Lanka

Samarakoon, Lalith P. - In: Journal of international financial markets, … 19 (2009) 5, pp. 850-862

Persistent link: https://www.econbiz.de/10008900305

Stock market liberalization and return volatility: Evidence from the emerging market of Sri Lanka

Jaleel, Fazeel M.; Samarakoon, Lalith P. - In: Journal of multinational financial management 19 (2009) 5, pp. 409-424

Persistent link: https://www.econbiz.de/10008900634

Stock market liberalization and return volatility: Evidence from the emerging market of Sri Lanka

Jaleel, Fazeel M.; Samarakoon, Lalith P. - In: Journal of Multinational Financial Management 19 (2009) 5, pp. 409-423

This study examines the impact of liberalization of the Sri Lankan stock market on return volatility. We specify GARCH and TGARCH models of volatility, and estimate them using 16 years of weekly returns for the period from 1985 to 2000. The results show that liberalization of the market to...

Persistent link: https://www.econbiz.de/10008521311

The relation between trades of domestic and foreign investors and stock returns in Sri Lanka

Samarakoon, Lalith P. - In: Journal of International Financial Markets, … 19 (2009) 5, pp. 850-861

This study investigates the relation between equity flows and returns in Sri Lanka using daily trade data categorized by investor classes. The results show that purchases and sales of domestic and foreign investors, both institutional and individual, are positively related with past returns,...

Persistent link: https://www.econbiz.de/10008521364