Don (Tissa) U. A. Galagedera
Names
| first: |
Don |
| middle: |
U. A. |
| last: |
Galagedera |
Identifer
Contact
Affiliations
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Monash University
/ Monash Business School
/ Department of Econometrics and Business Statistics
Research profile
author of:
- Beta Risk and Regime Shift in Market Volatility (RePEc:ecm:ausm04:126)
by Don U.A. Galagedera & Roland G. Shami - Modelling social responsibility in mutual fund performance appraisal: A two-stage data envelopment analysis model with non-discretionary first stage output (RePEc:eee:ejores:v:273:y:2019:i:1:p:376-389)
by Galagedera, Don U.A. - Do mutual fund managers earn their fees? New measures for performance appraisal (RePEc:eee:ejores:v:287:y:2020:i:2:p:653-667)
by Galagedera, Don U.A. & Fukuyama, Hirofumi & Watson, John & Tan, Eric K.M. - An alternative perspective on the relationship between downside beta and CAPM beta (RePEc:eee:ememar:v:8:y:2007:i:1:p:4-19)
by Galagedera, Don U.A. - Recent trends in relative performance of global equity markets (RePEc:eee:intfin:v:22:y:2012:i:4:p:834-854)
by Galagedera, Don U.A. - A new perspective of equity market performance (RePEc:eee:intfin:v:26:y:2013:i:c:p:333-357)
by Galagedera, Don U.A. - Modeling risk concerns and returns preferences in performance appraisal: An application to global equity markets (RePEc:eee:intfin:v:33:y:2014:i:c:p:400-416)
by Galagedera, Don U.A. - Effect of exchange rate return on volatility spill-over across trading regions (RePEc:eee:japwor:v:24:y:2012:i:4:p:254-265)
by Galagedera, Don U.A. & Kitamura, Yoshihiro - Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage DEA model for efficiency decomposition (RePEc:eee:jbfina:v:36:y:2012:i:12:p:3302-3317)
by Premachandra, I.M. & Zhu, Joe & Watson, John & Galagedera, Don U.A. - Testing conditional asset pricing models: An emerging market perspective (RePEc:eee:jimfin:v:29:y:2010:i:5:p:897-918)
by Iqbal, Javed & Brooks, Robert & Galagedera, Don U.A. - Modeling leakage in two-stage DEA models: An application to US mutual fund families (RePEc:eee:jomega:v:61:y:2016:i:c:p:62-77)
by Galagedera, Don U.A. & Watson, John & Premachandra, I.M. & Chen, Yao - A new network DEA model for mutual fund performance appraisal: An application to U.S. equity mutual funds (RePEc:eee:jomega:v:77:y:2018:i:c:p:168-179)
by Galagedera, Don U.A. & Roshdi, Israfil & Fukuyama, Hirofumi & Zhu, Joe - Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data (RePEc:eee:mulfin:v:17:y:2007:i:3:p:214-230)
by Galagedera, Don U.A. & Brooks, Robert D. - A wavelet based investigation of long memory in stock returns (RePEc:eee:phsmap:v:391:y:2012:i:7:p:2330-2341)
by Tan, Pei P. & Galagedera, Don U.A. & Maharaj, Elizabeth A. - Unknown item RePEc:eme:mf0000:03074350210768077 (article)
- Unknown item RePEc:eme:mf0000:03074350710779269 (article)
- Unknown item RePEc:eme:mf0000:03074351111161592 (article)
- Unknown item RePEc:eme:mfipps:v:33:y:2007:i:10:p:821-832 (article)
- Unknown item RePEc:eme:mfipps:v:37:y:2011:i:10:p:940-952 (article)
- Modeling Time-Varying Downside Risk (RePEc:icf:icfjfe:v:07:y:2009:i:1:p:36-51)
by Don U A Galagedera & Asmah M Jaapar - Association between environmental factors and equity market performance: evidence from a nonparametric frontier method (RePEc:kap:fmktpm:v:24:y:2010:i:3:p:245-269)
by Don Galagedera - Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities (RePEc:msh:ebswps:2003-20)
by Don U.A. Galagedera & Roland Shami - Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns: evidence in Australian data (RePEc:msh:ebswps:2004-16)
by Don U.A. Galagedera & Elizabeth A. Maharaj - Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions (RePEc:msh:ebswps:2004-8)
by Don U.A. Galagedera & Robert Faff - Is systematic downside beta risk really priced? Evidence in emerging market data (RePEc:msh:ebswps:2005-11)
by Don U.A. Galagedera & Robert D. Brooks - Multivariate tests of asset pricing: Simulation evidence from an emerging market (RePEc:msh:ebswps:2008-2)
by Javed Iqbal & Robert Brooks & Don U.A. Galagedera - Testing Conditional Asset Pricing Models: An Emerging Market Perspective (RePEc:msh:ebswps:2008-3)
by Javed Iqbal & Robert Brooks & Don U.A. Galagedera - An analytical derivation of the relation between idiosyncratic volatility and expected stock return (RePEc:msh:ebswps:2009-14)
by Don U.A. Galagedera - Experimental evidence on robustness of data envelopment analysis (RePEc:pal:jorsoc:v:54:y:2003:i:6:d:10.1057_palgrave.jors.2601507)
by D U A Galagedera & P Silvapulle - Testing the Lower Partial Moment Asset-Pricing Models in Emerging Markets (RePEc:pal:palchp:978-0-230-29810-1_6)
by Javed Iqbal & Robert D. Brooks & Don U. A. Galagedera - Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models (RePEc:pra:mprapa:25020)
by Iqbal, Javed & Brooks, Robert & Galagedera, Don UA - Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets (RePEc:pra:mprapa:25349)
by Iqbal, Javed & Brooks, Robert & Galagedera, Don UA - Conditional Relation between Systematic Risk and Returns in the Conventional and Downside Frameworks: Evidence from the Indonesian Market (RePEc:sae:emffin:v:11:y:2012:i:3:p:271-300)
by Nurjannah & Don U.A. Galagedera & Robert Brooks - Assessing Degree of Overall Prospect for Merger and Acquisition of Managed Funds: A Relative Performance Perspective (RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241256953)
by Don U. A. Galagedera & Jessica Leung & Farshid Vahid - Mutual Fund Industry Performance: A Network Data Envelopment Analysis Approach (RePEc:spr:isochp:978-1-4899-7684-0_7)
by I. M. Premachandra & Joe Zhu & John Watson & Don U. A. Galagedera - Value Extracting in Relative Performance Appraisal with Network DEA: An Application to U.S. Equity Mutual Funds (RePEc:spr:isochp:978-3-030-75162-3_10)
by Hirofumi Fukuyama & Don U. A. Galagedera - Wavelet-based Fuzzy Clustering of Time Series (RePEc:spr:jclass:v:27:y:2010:i:2:p:231-275)
by Elizabeth Ann Maharaj & Pierpaolo D’Urso & Don Galagedera - Economic significance of downside risk in developed and emerging markets (RePEc:taf:apeclt:v:16:y:2009:i:16:p:1627-1632)
by Don Galagedera - Unknown item RePEc:taf:apfelt:v:3:y:2007:i:3:p:147-153 (article)
- Unknown item RePEc:taf:apfiec:v:18:y:2008:i:20:p:1623-1633 (article)
- Unknown item RePEc:taf:apfiec:v:20:y:2010:i:5:p:381-395 (article)
- Benchmarking superannuation funds based on relative performance (RePEc:taf:applec:v:47:y:2015:i:28:p:2959-2973)
by Don U. A. Galagedera & John Watson - Modelling superannuation fund management function as a two-stage process for overall and stage-level performance appraisal (RePEc:taf:applec:v:50:y:2018:i:22:p:2439-2458)
by Don U.A. Galagedera - Do superannuation funds manage disbursements and risk efficiently in generating returns? New evidence (RePEc:taf:applec:v:53:y:2021:i:34:p:3931-3947)
by Chengyun Sun & Don U.A. Galagedera - Planning for potential increases in disbursements and risk of managed funds conditional on desired short-term performance levels (RePEc:taf:applec:v:56:y:2024:i:28:p:3385-3400)
by Don U.A. Galagedera - Dynamics of Idiosyncratic Volatility and Market Volatility: An Emerging Market Perspective (RePEc:taf:glecrv:v:44:y:2015:i:1:p:74-100)
by Pei Pei Tan & Don U.A. Galagedera - Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns (RePEc:taf:quantf:v:8:y:2008:i:2:p:201-215)
by Don Galagedera & Elizabeth Maharaj - Relationship between systematic-risk measured in the second-order and third-order co-moments in the downside framework (RePEc:taf:raflxx:v:3:y:2007:i:3:p:147-153)
by Don U. A. Galagedera - A survey on risk-return analysis (RePEc:wpa:wuwpfi:0406010)
by Don U.A. Galagedera - Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities (RePEc:wpa:wuwpfi:0406011)
by Don U.A. Galagedera & Roland Shami - Beta Risk and Regime Shift in Market Volatility (RePEc:wpa:wuwpfi:0406012)
by Roland Shami & Don U.A. Galagedera - A Survey On Investment Performance Appraisal Methods With Special Reference To Data Envelopment Analysis (RePEc:wpa:wuwpfi:0406013)
by Don U.A. Galagedera - Performance of Indian commercial banks (1995-2002): an application of data envelopment analysis and Malmquist productivity index (RePEc:wpa:wuwpfi:0408006)
by Don U.A. Galagedera & Piyadasa Edirisuriya - Wavelet timescales and conditional relationship between higher- order systematic co-moments and portfolio returns: evidence in Australian data (RePEc:wpa:wuwpfi:0409056)
by Don U.A. Galagedera & Elizabeth A. Maharaj - Modeling The Risk And Return Relation Conditional On Market Volatility And Market Conditions (RePEc:wsi:ijtafx:v:08:y:2005:i:01:n:s0219024905002901)
by Don U. A. Galagedera & Robert Faff - An Analytical Framework For Explaining Relative Performance Of Capm Beta And Downside Beta (RePEc:wsi:ijtafx:v:12:y:2009:i:03:n:s0219024909005257)
by Don U. A. Galagedera