Information about:
Don U. A. Galagedera

Other registered authors

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Affiliation

• Department of Econometrics and Business Statistics
  Faculty of Business and Economics
  Monash University

  Location: Clayton, Australia
  Homepage: http://www.buseco.monash.edu.au/Depts/EBS/
  Email:
  Phone: 03 990 52372
  Fax: 03 990 55474
  Postal: Room 674, Menzies Building, Wellington Road, Clayton, Victoria, 3168
  Handle: RePEc:edi:dxmonau (registered authors at this institution)

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:
   • Don U.A. Galagedera & Roland Shami, 2003. "Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial serurities," Monash Econometrics and Business Statistics Working Papers 20/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

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:
   • Roland Shami & Don U.A. Galagedera, 2004. "Beta Risk and Regime Shift in Market Volatility," Finance 0406012, EconWPA. [Downloadable!]

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!]

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:
    • 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," Monash Econometrics and Business Statistics Working Papers 16/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

1. 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)

2. 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)

3. 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)

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

This page was last updated on 2008-7-23.