Similar Search Results

Trading Activity and Realized Volatility : Evidence with Decomposed Trading Volume and Order Imbalance

Ting, Sze Shih - 2010

This study investigates the relation between decomposed trading volume (number of trades and average trade size) and realized volatility and its continuous and jump components. Considering buyer-initiated and seller-initiated trades and investigate whether buyer and seller initiated trades as...

Persistent link: https://www.econbiz.de/10013138999

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

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

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

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

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

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

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

Modelling social responsibility in mutual fund performance appraisal : a two-stage data envelopment analysis model with non-discretionary first stage output

Galagedera, Don U. A. - In: European journal of operational research : EJOR 273 (2019) 1, pp. 376-389

Persistent link: https://www.econbiz.de/10011979539