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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/10009869089

Multivariate tests of asset pricing : simulation evidence from an emerging market

Iqbal, Javed (contributor); Brooks, Robert (contributor); … - 2008

The finite sample performance of the Wald, Generalized Method of Moment (GMM) and Likelihood Ratio (LR) tests of multivariate asset pricing tests have been investigated in several studies on the US financial markets. This article extends this analysis in two important ways. Firstly, considering...

Persistent link: https://www.econbiz.de/10003778328

Testing conditional asset pricing models : an emerging market perspective

Iqbal, Javed (contributor); Brooks, Robert (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003778329

Testing conditional asset pricing models : an emerging market perspective

Iqbal, Javed; Brooks, Robert; Galagedera, Don U. A. - In: Journal of international money and finance 29 (2010) 5, pp. 897-918

Persistent link: https://www.econbiz.de/10003989924

Is co-skewness a better measure of risk in the downside than downside beta? : evidence in emerging market data

Galagedera, Don U. A.; Brooks, Robert - In: Journal of multinational financial management 17 (2007) 3, pp. 214-230

Persistent link: https://www.econbiz.de/10003499625

Multivariate tests of asset pricing : simulation evidence from an emerging market

Iqbal, Javed; Brooks, Robert; Galagedera, Don U. A. - In: Applied financial economics 20 (2010) 4/6, pp. 381-395

Persistent link: https://www.econbiz.de/10003963264

Modeling time-varying downside risk

Galagedera, Don U. A.; Jaapar, Asmah M. - In: The Icfai University journal of financial economics 7 (2009) 1, pp. 36-51

Persistent link: https://www.econbiz.de/10003857502

Benchmarking superannuation funds based on relative performance

Galagedera, Don U. A.; Watson, John - In: Applied economics 47 (2015) 28/30, pp. 2959-2973

Persistent link: https://www.econbiz.de/10011289396

Best-performing US mutual fund families from 1993 to 2008 : evidence from a novel two-stage DEA model for efficiency decomposition

Premachandra, I. M.; Zhu, Joe; Watson, John; … - In: Journal of banking & finance 36 (2012) 12, pp. 3302-3317

Persistent link: https://www.econbiz.de/10009660488

Effect of exchange rate return on volatility spill-over across trading regions

Galagedera, Don U. A.; Kitamura, Yoshihiro - In: Japan and the world economy : international journal of … 24 (2012) 4, pp. 254-265

Persistent link: https://www.econbiz.de/10009704630