Follow
Don Galagedera
Title
Cited by
Cited by
Year
Australian mutual fund performance appraisal using data envelopment analysis
DUA Galagedera, P Silvapulle
Managerial Finance 28 (9), 60-73, 2002
2102002
An alternative perspective on the relationship between downside beta and CAPM beta
DUA Galagedera
Emerging markets review 8 (1), 4-19, 2007
1162007
An alternative perspective on the relationship between downside beta and CAPM beta
DUA Galagedera
Emerging markets review 8 (1), 4-19, 2007
1162007
Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage DEA model for efficiency decomposition
IM Premachandra, J Zhu, J Watson, DUA Galagedera
Journal of Banking & Finance 36 (12), 3302-3317, 2012
1142012
A review of capital asset pricing models
DUA Galagedera
Managerial Finance 33 (10), 821-832, 2007
1122007
Experimental evidence on robustness of data envelopment analysis
DUA Galagedera, P Silvapulle
Journal of the Operational Research Society 54, 654-660, 2003
902003
Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data
DUA Galagedera, RD Brooks
Journal of Multinational Financial Management 17 (3), 214-230, 2007
892007
A new network DEA model for mutual fund performance appraisal: An application to US equity mutual funds
DUA Galagedera, I Roshdi, H Fukuyama, J Zhu
Omega 77, 168-179, 2018
882018
Testing conditional asset pricing models: An emerging market perspective
J Iqbal, R Brooks, DUA Galagedera
Journal of International Money and Finance 29 (5), 897-918, 2010
782010
Performance of Indian commercial banks (1995-2002): an application of data envelopment analysis and Malmquist productivity index
DUA Galagedera, P Edirisuriya
Piyadasa, Performance of Indian Commercial Banks (1995-2002): An Application …, 2004
742004
Wavelet-based fuzzy clustering of time series
E Ann Maharaj, P D’Urso, DUA Galagedera
Journal of classification 27, 231-275, 2010
712010
Modeling leakage in two-stage DEA models: An application to US mutual fund families
DUA Galagedera, J Watson, IM Premachandra, Y Chen
Omega 61, 62-77, 2016
552016
Modelling social responsibility in mutual fund performance appraisal: A two-stage data envelopment analysis model with non-discretionary first stage output
DUA Galagedera
European Journal of Operational Research 273 (1), 376-389, 2019
482019
Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns
DTUA Galagedera, EA Maharaj
Quantitative Finance 8 (2), 201-215, 2008
382008
A wavelet based investigation of long memory in stock returns
PP Tan, DUA Galagedera, EA Maharaj
Physica A: Statistical Mechanics and its Applications 391 (7), 2330-2341, 2012
372012
Empirical evidence on the conditional relation between higher-order systematic co-moments and security returns
DUA Galagedera, D Henry, P Silvapulle
Quarterly Journal of Business and Economics, 121-137, 2003
302003
Empirical evidence on the conditional relation between higher-order systematic co-moments and security returns
DUA Galagedera, D Henry, P Silvapulle
Quarterly Journal of Business and Economics, 121-137, 2003
302003
A wavelet-based evaluation of time-varying long memory of equity markets: A paradigm in crisis
PP Tan, CW Chin, DUA Galagedera
Physica A: Statistical Mechanics and its Applications 410, 345-358, 2014
252014
Economic significance of downside risk in developed and emerging markets
DUA Galagedera
Applied Economics Letters 16 (16), 1627-1632, 2009
252009
Conditional relation between higher moments and stock returns: Evidence from Australian data
D Galagedera, D Henry, P Silvapulle
Proceedings from the Econometric Society Australian Meeting. CD Rom …, 2002
242002
The system can't perform the operation now. Try again later.
Articles 1–20