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Information about:
Don U. A. Galagedera

Personal Details | Affiliation | Works
This is information that was supplied by Don Galagedera in registering through RePEc. If you are Don U. A. Galagedera , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Don
Middle Name: U. A.
Last Name: Galagedera
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RePEc Short-ID: pga196

Email: [This author has chosen not to make the email address public]
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Javed Iqbal & Robert Brooks & Don U.A. Galagedera, 2008. "Testing Conditional Asset Pricing Models: An Emerging Market Perspective," Monash Econometrics and Business Statistics Working Papers 3/08, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  2. Javed Iqbal & Robert Brooks & Don U.A. Galagedera, 2008. "Multivariate tests of asset pricing: Simulation evidence from an emerging market," Monash Econometrics and Business Statistics Working Papers 2/08, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  3. Don U.A. Galagedera & Robert D. Brooks, 2005. "Is systematic downside beta risk really priced? Evidence in emerging market data," Monash Econometrics and Business Statistics Working Papers 11/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  4. Don U.A. Galagedera, 2004. "A Survey On Investment Performance Appraisal Methods With Special Reference To Data Envelopment Analysis," Finance 0406013, EconWPA. [Downloadable!]

  5. Don U.A. Galagedera & Roland Shami, 2004. "Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities," Finance 0406011, EconWPA. [Downloadable!]
    Other versions:

  6. Don U.A. Galagedera & Roland G. Shami, 2004. "Beta Risk and Regime Shift in Market Volatility," Econometric Society 2004 Australasian Meetings 126, Econometric Society. [Downloadable!]
    Other versions:

  7. Don U.A. Galagedera & Piyadasa Edirisuriya, 2004. "Performance of Indian commercial banks (1995-2002): an application of data envelopment analysis and Malmquist productivity index," Finance 0408006, EconWPA. [Downloadable!]

  8. Don U.A. Galagedera, 2004. "A survey on risk-return analysis," Finance 0406010, EconWPA. [Downloadable!]

  9. Don U.A. Galagedera & Robert Faff, 2004. "Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions," Monash Econometrics and Business Statistics Working Papers 8/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    Published as:

  10. Don U.A. Galagedera & Elizabeth A. Maharaj, 2004. "Wavelet timescales and conditional relationship between higher- order systematic co-moments and portfolio returns: evidence in Australian data," Finance 0409056, EconWPA. [Downloadable!]
    Other versions:

Articles

  1. Don U A Galagedera & Asmah M Jaapar, 2009. "Modeling Time-Varying Downside Risk," Icfai University Journal of Financial Economics, Icfai Press, vol. 0(1), pages 36-51, March.

  2. Don Galagedera, 2009. "Economic significance of downside risk in developed and emerging markets," Applied Economics Letters, Taylor and Francis Journals, vol. 16(16), pages 1627-1632. [Downloadable!] (restricted)

  3. Don U. A. Galagedera, 2009. "An Analytical Framework For Explaining Relative Performance Of Capm Beta And Downside Beta," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 341-358. [Downloadable!] (restricted)

  4. Don Galagedera & Elizabeth Maharaj, 2008. "Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns," Quantitative Finance, Taylor and Francis Journals, vol. 8(2), pages 201-215. [Downloadable!] (restricted)

  5. Don Galagedera & Elizabeth Maharaj & Robert Brooks, 2008. "Relationship between downside risk and return: new evidence through a multiscaling approach," Applied Financial Economics, Taylor and Francis Journals, vol. 18(20), pages 1623-1633. [Downloadable!] (restricted)

  6. Don U. A. Galagedera, 2007. "Relationship between systematic-risk measured in the second-order and third-order co-moments in the downside framework," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(3), pages 147-153. [Downloadable!] (restricted)

  7. Galagedera, Don U.A., 2007. "An alternative perspective on the relationship between downside beta and CAPM beta," Emerging Markets Review, Elsevier, vol. 8(1), pages 4-19, March. [Downloadable!] (restricted)

  8. Galagedera, Don U.A. & Brooks, Robert D., 2007. "Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data," Journal of Multinational Financial Management, Elsevier, vol. 17(3), pages 214-230, July. [Downloadable!] (restricted)

  9. Don U. A. Galagedera & Robert Faff, 2005. "Modeling The Risk And Return Relation Conditional On Market Volatility And Market Conditions," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 75-95. [Downloadable!] (restricted)
    Other versions:

NEP Fields

13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (5) 2004-01-18 2004-06-27 2004-10-30 2005-05-29 2008-05-10 Author is listed
  2. NEP-CWA: Central & Western Asia (1) 2004-08-23
  3. NEP-ECM: Econometrics (1) 2008-05-10
  4. NEP-ETS: Econometric Time Series (5) 2004-01-18 2004-06-27 2004-06-27 2004-10-18 2004-10-30 Author is listed
  5. NEP-FIN: Finance (9) 2004-01-18 2004-05-02 2004-06-27 2004-06-27 2004-06-27 2004-10-18 2004-10-21 2004-10-30 2005-05-29 Author is listed
  6. NEP-FMK: Financial Markets (1) 2004-05-02
  7. NEP-ORE: Operations Research (1) 2008-05-10
  8. NEP-RMG: Risk Management (7) 2004-01-18 2004-06-27 2004-06-27 2004-06-27 2004-10-18 2004-10-30 2005-05-29 Author is listed
Did you know? All bibliographic data on IDEAS has been put in the public domain by the publishers.

This page was last updated on 2009-11-27.

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