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Asset market linkages : evidence from financial, commodity and real estate assets

Kam Fong Chan; Sirimon Treepongkaruna; Brooks, Robert; … - In: Journal of banking & finance 35 (2011) 6, pp. 1415-1426

Persistent link: https://www.econbiz.de/10009244977

A re-examination of the empirical performance of the Longstaff and Schwartz two-factor term structure model using real yield data

Faff, Robert W.; Sirimon Treepongkaruna - In: Australian journal of management 38 (2013) 2, pp. 333-352

Persistent link: https://www.econbiz.de/10009786619

Insider trading and the algorithmic trading environment

Chang, Millicent; Gould, John; Huang, Yuyun; Sirimon … - In: International review of finance : the official journal … 22 (2022) 4, pp. 725-750

Persistent link: https://www.econbiz.de/10013472711

Is there a banking risk premium in the US stock market?

Zeng, Liujing; Au Yong, Hue Hwa; Sirimon Treepongkaruna; … - In: Journal of financial management, markets and institutions 2 (2014) 1, pp. 27-42

Persistent link: https://www.econbiz.de/10011949651

Empirical evidence on the conditional relation between higher-order systematic co-moments and security returns

Galagedera, Don U. A.; Henry, Darren; Silvapulle, Paramsothy - In: Quarterly journal of business and economics : QJBE 42 (2003) 1/2, pp. 121-137

Persistent link: https://www.econbiz.de/10002171538

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

Value extracting in relative performance appraisal with network DEA : an application to U.S. equity mutual funds

Fukuyama, Hirofumi; Galagedera, Don U. A. - In: Data-enabled analytics : DEA for big data, (pp. 263-297). 2021

Persistent link: https://www.econbiz.de/10012880202

A new network DEA model for mutual fund performance appraisal : an application to U.S. equity mutual funds

Galagedera, Don U. A.; Roshdi, Israfil; Fukuyama, Hirofumi - In: Omega : the international journal of management science 77 (2018), pp. 168-179

Persistent link: https://www.econbiz.de/10011799217

Is There a Banking Risk Premium in the US Stock Market?

Zeng, Liujing - 2010

This paper investigates whether there is a banking risk premium that helps explain the returns of US publicly listed firms. We assess this phenomenon in the context of the capital asset pricing model and the Fama and French three-factor model. We use bank size to create the banking factor – a...

Persistent link: https://www.econbiz.de/10013140135

Dividend taxation and corporate investment: a comparative study between the classical system and imputation system of dividend taxation in the United States and Australia

Jugurnath, Bhavish; Stewart, Mark F.; Brooks, Robert - In: Review of quantitative finance and accounting 31 (2008) 2, pp. 209-224

Persistent link: https://www.econbiz.de/10003727927