Don (Tissa) U. A. Galagedera : Citation Profile


Are you Don (Tissa) U. A. Galagedera?

Monash University

7

H index

3

i10 index

129

Citations

RESEARCH PRODUCTION:

29

Articles

16

Papers

RESEARCH ACTIVITY:

   15 years (2003 - 2018). See details.
   Cites by year: 8
   Journals where Don (Tissa) U. A. Galagedera has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 14 (9.79 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pga196
   Updated: 2019-05-18    RAS profile: 2019-01-28    
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Relations with other researchers


Works with:

Watson, John (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Don (Tissa) U. A. Galagedera.

Is cited by:

Verona, Fabio (7)

Javid, Attiya (5)

Çevik, Emrah (4)

Faria, Gonçalo (4)

Kočenda, Evžen (3)

Vacha, Lukas (3)

Baruník, Jozef (3)

Weber, Anke (2)

Louçã, Francisco (2)

Panigo, Demian (2)

Nguyen, Duc Khuong (2)

Cites to:

Harvey, Campbell (21)

Fama, Eugene (13)

faff, robert (12)

Hwang, Soosung (12)

Berger, Allen (12)

Brooks, Robert (8)

Timmermann, Allan (8)

Jagannathan, Ravi (7)

Bekaert, Geert (7)

Sharpe, William (7)

Watson, John (7)

Main data


Where Don (Tissa) U. A. Galagedera has published?


Journals with more than one article published# docs
Journal of International Financial Markets, Institutions and Money3
Managerial Finance2
Applied Financial Economics2
International Journal of Theoretical and Applied Finance (IJTAF)2
Omega2
Applied Economics2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics7
Finance / University Library of Munich, Germany6
MPRA Paper / University Library of Munich, Germany2

Recent works citing Don (Tissa) U. A. Galagedera (2019 and 2018)


YearTitle of citing document
2018Evaluating the Building Blocks of a Dynamically Adaptive Systematic Trading Strategy. (2018). Srivastava, Sonam ; Bhattacharya, Ritabratta. In: Papers. RePEc:arx:papers:1812.02527.

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2018The equity risk premium and the low frequency of the term spread. (2018). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_007.

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2018DEA frontier improvement and portfolio rebalancing: An application of China mutual funds on considering sustainability information disclosure. (2018). Zhou, Zhongbao ; Liu, Wenbin ; Jin, Qianying ; Xiao, Helu. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:1:p:111-131.

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2019A partial adjustment valuation approach with stochastic and dynamic speeds of partial adjustment to measuring and evaluating the business value of information technology. (2019). Lin, Winston T ; Hung, Tingshu ; Chen, Yueh H. In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:2:p:766-779.

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2019Efficiency of mutual fund managers: A slacks-based manager efficiency index. (2019). Andreu, Laura ; Vicente, Luis ; Serrano, Miguel . In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:3:p:1180-1193.

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2019Inefficiency identification for closed series production systems. (2019). Kao, Chiang. In: European Journal of Operational Research. RePEc:eee:ejores:v:275:y:2019:i:2:p:599-607.

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2018Forecasting stock market returns by summing the frequency-decomposed parts. (2018). Verona, Fabio ; Faria, Gonalo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:228-242.

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2018Currency downside risk, liquidity, and financial stability. (2018). Chulia, Helena ; Uribe, Jorge M ; Fernandez, Julian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:89:y:2018:i:c:p:83-102.

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2019Hierarchical network systems: An application to high-technology industry in China. (2019). Zhang, Linyan ; Chen, Kun. In: Omega. RePEc:eee:jomega:v:82:y:2019:i:c:p:118-131.

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2019Primal-dual correspondence and frontier projections in two-stage network DEA models. (2019). Lim, Sungmook ; Zhu, Joe. In: Omega. RePEc:eee:jomega:v:83:y:2019:i:c:p:236-248.

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2019Dominance at the divisional efficiencies level in network DEA: The case of two-stage processes. (2019). Sotiros, Dimitris ; Despotis, Dimitris K ; Koronakos, Gregory . In: Omega. RePEc:eee:jomega:v:85:y:2019:i:c:p:144-155.

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2019Efficiency evaluation for banking systems under uncertainty: A multi-period three-stage DEA model. (2019). Zhou, Xiaoyang ; Lev, Benjamin ; Wang, Shouyang ; Yao, Liming ; Chai, Jian ; Xu, Zhongwen. In: Omega. RePEc:eee:jomega:v:85:y:2019:i:c:p:68-82.

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2019Robust multivariate and functional archetypal analysis with application to financial time series analysis. (2019). Epifanio, Irene ; Moliner, Jesus. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:519:y:2019:i:c:p:195-208.

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2018Sustainability Managed against Downside Risk and the Cost of Equity: Evidence in Korea. (2018). Thu, Truong Thi ; Kim, Jungmu. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:3969-:d:179416.

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2018Sustainability Assessment of Taiwan’s Semiconductor Industry: A New Hybrid Model Using Combined Analytic Hierarchy Process and Two-Stage Additive Network Data Envelopment Analysis. (2018). Lin, Fengyi ; Lu, Wen-Min. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:4070-:d:181011.

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2018Evaluation of Efficiency in Selected Areas of Public Services in European Union Countries. (2018). Halaskova, Martina ; Prokop, Viktor. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4592-:d:187943.

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2018Sustainable Performance of Low-Carbon Energy Infrastructure Investment on Regional Development: Evidence from China. (2018). Lin, Tzu-Yu ; Chiu, Sheng-Hsiung. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4657-:d:188619.

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2018Road Safety Risk Assessment: An Analysis of Transport Policy and Management for Low-, Middle-, and High-Income Asian Countries. (2018). Raheel, Syyed Adnan ; Brijs, Tom ; Basheer, Muhammad Aamir ; Pirdavani, Ali ; Shen, Yongjun ; Ahmad, Naveed. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:2:p:389-:d:129889.

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2018Performances management when modelling internal structure. (2018). Pinto, Claudio. In: MPRA Paper. RePEc:pra:mprapa:87923.

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2018The Hierarchical Spectral Merger Algorithm: A New Time Series Clustering Procedure. (2018). Euan, Carolina ; Ortega, Joaquin ; Ombao, Hernando. In: Journal of Classification. RePEc:spr:jclass:v:35:y:2018:i:1:d:10.1007_s00357-018-9250-5.

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2018Modeling Binary Time Series Using Gaussian Processes with Application to Predicting Sleep States. (2018). Gao, XU ; Ombao, Hernando ; Shahbaba, Babak. In: Journal of Classification. RePEc:spr:jclass:v:35:y:2018:i:3:d:10.1007_s00357-018-9268-8.

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2018Measuring Performance of a Three-Stage Network Structure Using Data Envelopment Analysis and Nash Bargaining Game: A Supply Chain Application. (2018). Amirkhan, Mohammad ; Hafezalkotob, Ashkan ; Khalili-Damghani, Kaveh ; Didehkhani, Hosein. In: International Journal of Information Technology & Decision Making (IJITDM). RePEc:wsi:ijitdm:v:17:y:2018:i:05:n:s0219622018500426.

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Works by Don (Tissa) U. A. Galagedera:


YearTitleTypeCited
2004Beta Risk and Regime Shift in Market Volatility In: Econometric Society 2004 Australasian Meetings.
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2004Beta Risk and Regime Shift in Market Volatility.(2004) In: Finance.
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2019Modelling social responsibility in mutual fund performance appraisal: A two-stage data envelopment analysis model with non-discretionary first stage output In: European Journal of Operational Research.
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article0
2007An alternative perspective on the relationship between downside beta and CAPM beta In: Emerging Markets Review.
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article9
2012Recent trends in relative performance of global equity markets In: Journal of International Financial Markets, Institutions and Money.
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article0
2013A new perspective of equity market performance In: Journal of International Financial Markets, Institutions and Money.
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article4
2014Modeling risk concerns and returns preferences in performance appraisal: An application to global equity markets In: Journal of International Financial Markets, Institutions and Money.
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article0
2012Effect of exchange rate return on volatility spill-over across trading regions In: Japan and the World Economy.
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article4
2012Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage DEA model for efficiency decomposition In: Journal of Banking & Finance.
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article17
2010Testing conditional asset pricing models: An emerging market perspective In: Journal of International Money and Finance.
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article15
2008Testing Conditional Asset Pricing Models: An Emerging Market Perspective.(2008) In: Monash Econometrics and Business Statistics Working Papers.
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paper
2016Modeling leakage in two-stage DEA models: An application to US mutual fund families In: Omega.
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article2
2018A new network DEA model for mutual fund performance appraisal: An application to U.S. equity mutual funds In: Omega.
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article8
2007Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data In: Journal of Multinational Financial Management.
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article9
2012A wavelet based investigation of long memory in stock returns In: Physica A: Statistical Mechanics and its Applications.
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article8
2007A review of capital asset pricing models In: Managerial Finance.
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article3
2011A comparison of developed and emerging equity market return volatility at different time scales In: Managerial Finance.
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article2
2009Modeling Time-Varying Downside Risk In: The IUP Journal of Financial Economics.
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article0
2010Association between environmental factors and equity market performance: evidence from a nonparametric frontier method In: Financial Markets and Portfolio Management.
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article1
2003Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities. In: Monash Econometrics and Business Statistics Working Papers.
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paper1
2004Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities.(2004) In: Finance.
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This paper has another version. Agregated cites: 1
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2004Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns: evidence in Australian data In: Monash Econometrics and Business Statistics Working Papers.
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2004Wavelet timescales and conditional relationship between higher- order systematic co-moments and portfolio returns: evidence in Australian data.(2004) In: Finance.
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2004Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions In: Monash Econometrics and Business Statistics Working Papers.
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2005MODELING THE RISK AND RETURN RELATION CONDITIONAL ON MARKET VOLATILITY AND MARKET CONDITIONS.(2005) In: International Journal of Theoretical and Applied Finance (IJTAF).
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article
2005Is systematic downside beta risk really priced? Evidence in emerging market data In: Monash Econometrics and Business Statistics Working Papers.
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2008Multivariate tests of asset pricing: Simulation evidence from an emerging market In: Monash Econometrics and Business Statistics Working Papers.
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paper4
2010Multivariate tests of asset pricing: simulation evidence from an emerging market.(2010) In: Applied Financial Economics.
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2009An analytical derivation of the relation between idiosyncratic volatility and expected stock return In: Monash Econometrics and Business Statistics Working Papers.
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paper0
2003Experimental evidence on robustness of data envelopment analysis In: Journal of the Operational Research Society.
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article6
2007Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models In: MPRA Paper.
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paper1
2007Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets In: MPRA Paper.
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2012Conditional Relation between Systematic Risk and Returns in the Conventional and Downside Frameworks: Evidence from the Indonesian Market In: Journal of Emerging Market Finance.
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article1
2010Wavelet-based Fuzzy Clustering of Time Series In: Journal of Classification.
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article6
2009Economic significance of downside risk in developed and emerging markets In: Applied Economics Letters.
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article4
2007Relationship between systematic-risk measured in the second-order and third-order co-moments in the downside framework In: Applied Financial Economics Letters.
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article0
2008Relationship between downside risk and return: new evidence through a multiscaling approach In: Applied Financial Economics.
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2015Benchmarking superannuation funds based on relative performance In: Applied Economics.
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2018Modelling superannuation fund management function as a two-stage process for overall and stage-level performance appraisal In: Applied Economics.
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2015Dynamics of Idiosyncratic Volatility and Market Volatility: An Emerging Market Perspective In: Global Economic Review.
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article0
2008Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns In: Quantitative Finance.
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article10
2004A survey on risk-return analysis In: Finance.
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paper0
2004A SURVEY ON INVESTMENT PERFORMANCE APPRAISAL METHODS WITH SPECIAL REFERENCE TO DATA ENVELOPMENT ANALYSIS In: Finance.
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paper3
2004Performance of Indian commercial banks (1995-2002): an application of data envelopment analysis and Malmquist productivity index In: Finance.
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2009AN ANALYTICAL FRAMEWORK FOR EXPLAINING RELATIVE PERFORMANCE OF CAPM BETA AND DOWNSIDE BETA In: International Journal of Theoretical and Applied Finance (IJTAF).
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