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A novel market efficiency inde...
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1
Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices
Kuruppuarachchi, Duminda
;
Lin, Hai
;
Premachandra, I. M.
- In:
Economic modelling
77
(
2019
),
pp. 92-112
Persistent link: https://www.econbiz.de/10012198434
Saved in:
2
Intraday time-series momentum and investor trading behavior
Onishchenko, Olena
;
Zhao, Jing
;
Kuruppuarachchi, Duminda
; …
- In:
Journal of behavioral and experimental finance
31
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012815827
Saved in:
3
Global risk spillover and the predictability of sovereign CDS spread : international evidence
Srivastava, Sasha
;
Lin, Hai
;
Premachandra, I. M.
; …
- In:
International review of economics & finance : IREF
41
(
2016
),
pp. 371-390
Persistent link: https://www.econbiz.de/10011624755
Saved in:
4
Information spillover dynamics of the energy futures market sector : a novel common factor approach
Kuruppuarachchi, Duminda
;
Premachandra, I. M.
- In:
Energy economics
57
(
2016
),
pp. 277-294
Persistent link: https://www.econbiz.de/10011698469
Saved in:
5
A numerical approach for stochastic data envelopment analysis using risk
Premachandra, I. M.
-
1996
Persistent link: https://www.econbiz.de/10000966842
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6
Predicting corporate carbon footprints for climate finance risk analyses : a machine learning approach
Nguyen, Quyen
;
Diaz-Rainey, Ivan
;
Kuruppuarachchi, Duminda
- In:
Energy economics
95
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012816864
Saved in:
7
Equity risk premium puzzle : evidence from Indonesia and Sri Lanka
Morawakage, Prabath S.
;
Pulukkuttige Don Nimal
; …
- In:
Bulletin of Indonesian economic studies
55
(
2019
)
2
,
pp. 239-248
Persistent link: https://www.econbiz.de/10012262193
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8
Climate transition risk in U.S. loan portfolios : are all banks the same?
Nguyen, Quyen
;
Diaz-Rainey, Ivan
;
Kuruppuarachchi, Duminda
- In:
International review of financial analysis
85
(
2023
),
pp. 1-39
Persistent link: https://www.econbiz.de/10014235027
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9
The role of fundamentals and policy in New Zealand's carbon prices
Liao, Ling
;
Diaz-Rainey, Ivan
;
Kuruppuarachchi, Duminda
; …
- In:
Energy economics
124
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014482728
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10
Investor heterogeneity and anchoring-induced momentum
Oniščenko, Olena
;
Zhao, Jing
;
Kongahawatte, Sampath
; …
- In:
Journal of behavioral and experimental finance
42
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014547946
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