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

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

Monash University

10

H index

10

i10 index

258

Citations

RESEARCH PRODUCTION:

34

Articles

16

Papers

3

Chapters

RESEARCH ACTIVITY:

   21 years (2003 - 2024). See details.
   Cites by year: 12
   Journals where Don (Tissa) U. A. Galagedera has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 16 (5.84 %)

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   Permalink: http://citec.repec.org/pga196
   Updated: 2024-12-03    RAS profile: 2024-10-09    
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Relations with other researchers

Works with:

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 (8)

Javid, Attiya (5)

Çevik, Emrah (5)

Yang, Jiawei (4)

Faria, Gonçalo (4)

Nourani, Mohammad (4)

Kočenda, Evžen (3)

Vacha, Lukas (3)

Baruník, Jozef (3)

Kerstens, Kristiaan (2)

Araújo, Tanya (2)

Cites to:

Harvey, Campbell (21)

faff, robert (14)

Fama, Eugene (12)

Berger, Allen (12)

Hwang, Soosung (11)

Sharpe, William (10)

Kerstens, Kristiaan (9)

Watson, John (9)

Jagannathan, Ravi (8)

Funari, Stefania (8)

French, Kenneth (8)

Main data

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

Journals with more than one article published# docs
Applied Economics4
Journal of International Financial Markets, Institutions and Money3
Omega2
International Journal of Theoretical and Applied Finance (IJTAF)2
European Journal of Operational Research2
Applied Financial 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 (2024 and 2023)

YearTitle of citing document
2023f-Betas and Portfolio Optimization with f-Divergence induced Risk Measures. (2023). Ding, Rui. In: Papers. RePEc:arx:papers:2302.00452.

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2023Disclosure of liquidity and cash flow statements by Australian superannuation funds before Covid?19. (2023). Tarr, Julieanne ; McCormack, Robyn ; Kent, Richard. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2653-2675.

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2024.

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2024Conditional CAPM relationships in standard and accounting risk approaches. (2024). Abdou, Hussein A ; Markowski, Lesaw ; Ziarko, Anna Rutkowska. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000482.

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2023The Attribution Matrix and the joint use of Finite Change Sensitivity Index and Residual Income for value-based performance measurement. (2023). Magni, Carlo Alberto ; Marchioni, Andrea ; Baschieri, Davide. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:872-892.

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2024A new cross-efficiency meta-frontier analysis method with good ability to identify technology gaps. (2024). Peng, Yudan ; Lin, Ruiyue. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:2:p:735-746.

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2023A novel downside beta and expected stock returns. (2023). Liu, Jinjing. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004057.

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2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Ur, Mobeen ; Kashif, Muhammad ; Palwishah, Rana. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

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2023Financing capacity planning with environmental considerations: A non-parametric analysis. (2023). Fang, Lei ; Li, Yuanyu ; Yang, Jiawei. In: Omega. RePEc:eee:jomega:v:118:y:2023:i:c:s0305048323000312.

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2023The Efficiency of Indonesian Pension Funds: A Two-Stage Additive Network DEA Approach. (2023). Supramono, Supramono ; Rambu, Apriani Dorkas ; Sucahyo, Usil Sis ; Seran, Paskalis. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:1:p:28-:d:1054283.

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2023Performance of US and European Exchange Traded Funds: A Base Point-Slack-Based Measure Approach. (2023). Vieira, Elisabete S ; Conceio, Jeremias A ; Neves, Maria E ; Henriques, Carla O. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:130-:d:1070461.

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2023Multicriteria Portfolio Choice and Downside Risk. (2023). Kliber, Pawel ; Rutkowska-Ziarko, Anna. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:8:p:367-:d:1214757.

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2023Exploring the Influence of Environmental Investment on Multinational Enterprises’ Performance from the Sustainability and Marketability Efficiency Perspectives. (2023). Shieh, Hsin-Yen ; Lu, Wen-Min ; Mao, Hsiao-Yen. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:7779-:d:1142902.

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2023Empirical Study of ESG Score Prediction through Machine Learning—A Case of Non-Financial Companies in Taiwan. (2023). Hsu, Bin-Wei ; Lin, Hsio-Yi. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:19:p:14106-:d:1246164.

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2023Using Network DEA to Explore the Effect of Mobile Payment on Taiwanese Bank Efficiency. (2023). Liu, Yi-Jun ; Liang, Lien-Wen ; Cheng, Cheng-Ping ; Tong, Bao-Ngoc. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:8:p:6344-:d:1117979.

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2023Relative Signed Jump and Future Stock Returns. (2023). Ullah, Wali ; Sharif, Saqib ; Rehman, Seema. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2023:i:1:p:25-45.

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2023A robust method for clustering football players with mixed attributes. (2023). Vitale, Vincenzina ; Giovanni, Livia ; Durso, Pierpaolo. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-022-04558-x.

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2023Technological, healthcare and consumer funds efficiency: influence of COVID-19. (2023). Silva, Mara Teresa ; Baptista, Maria Castelo ; Duarte, Maria Elisabete ; Neves, Catarina Alexandra. In: Operational Research. RePEc:spr:operea:v:23:y:2023:i:2:d:10.1007_s12351-023-00749-x.

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2023A remark on mean?semivariance behaviour: Downside risk and capital asset pricing. (2023). Venkataraman, Sree Vinutha. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2683-2695.

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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.
[Full Text][Citation analysis]		paper2
2004Beta Risk and Regime Shift in Market Volatility.(2004) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
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.
[Full Text][Citation analysis]		article13
2020Do mutual fund managers earn their fees? New measures for performance appraisal In: European Journal of Operational Research.
[Full Text][Citation analysis]		article4
2007An alternative perspective on the relationship between downside beta and CAPM beta In: Emerging Markets Review.
[Full Text][Citation analysis]		article13
2012Recent trends in relative performance of global equity markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article1
2013A new perspective of equity market performance In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article5
2014Modeling risk concerns and returns preferences in performance appraisal: An application to global equity markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2012Effect of exchange rate return on volatility spill-over across trading regions In: Japan and the World Economy.
[Full Text][Citation analysis]		article7
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.
[Full Text][Citation analysis]		article34
2010Testing conditional asset pricing models: An emerging market perspective In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article21
2008Testing Conditional Asset Pricing Models: An Emerging Market Perspective.(2008) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2016Modeling leakage in two-stage DEA models: An application to US mutual fund families In: Omega.
[Full Text][Citation analysis]		article14
2018A new network DEA model for mutual fund performance appraisal: An application to U.S. equity mutual funds In: Omega.
[Full Text][Citation analysis]		article25
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.
[Full Text][Citation analysis]		article15
2012A wavelet based investigation of long memory in stock returns In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article14
In: .
[Full Text][Citation analysis]		article1
In: .
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In: .
[Full Text][Citation analysis]		article0
2009Modeling Time-Varying Downside Risk In: The IUP Journal of Financial Economics.
[Citation analysis]		article1
2010Association between environmental factors and equity market performance: evidence from a nonparametric frontier method In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper2
2004Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities.(2004) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
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.
[Full Text][Citation analysis]		paper0
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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This paper has nother version. Agregated cites: 0		paper
2004Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper7
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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This paper has nother version. Agregated cites: 7		article
2005Is systematic downside beta risk really priced? Evidence in emerging market data In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper1
2008Multivariate tests of asset pricing: Simulation evidence from an emerging market In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper4
2010Multivariate tests of asset pricing: simulation evidence from an emerging market.(2010) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2009An analytical derivation of the relation between idiosyncratic volatility and expected stock return In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2003Experimental evidence on robustness of data envelopment analysis In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article9
2011Testing the Lower Partial Moment Asset-Pricing Models in Emerging Markets In: Palgrave Macmillan Books.
[Citation analysis]		chapter1
2007Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2007Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2012Conditional Relation between Systematic Risk and Returns in the Conventional and Downside Frameworks: Evidence from the Indonesian Market In: Journal of Emerging Market Finance.
[Full Text][Citation analysis]		article6
2024Assessing Degree of Overall Prospect for Merger and Acquisition of Managed Funds: A Relative Performance Perspective In: SAGE Open.
[Full Text][Citation analysis]		article0
2016Mutual Fund Industry Performance: A Network Data Envelopment Analysis Approach In: International Series in Operations Research & Management Science.
[Citation analysis]		chapter5
2021Value Extracting in Relative Performance Appraisal with Network DEA: An Application to U.S. Equity Mutual Funds In: International Series in Operations Research & Management Science.
[Citation analysis]		chapter0
2010Wavelet-based Fuzzy Clustering of Time Series In: Journal of Classification.
[Full Text][Citation analysis]		article10
2009Economic significance of downside risk in developed and emerging markets In: Applied Economics Letters.
[Full Text][Citation analysis]		article7
2008Relationship between downside risk and return: new evidence through a multiscaling approach In: Applied Financial Economics.
[Full Text][Citation analysis]		article2
2015Benchmarking superannuation funds based on relative performance In: Applied Economics.
[Full Text][Citation analysis]		article2
2018Modelling superannuation fund management function as a two-stage process for overall and stage-level performance appraisal In: Applied Economics.
[Full Text][Citation analysis]		article2
2021Do superannuation funds manage disbursements and risk efficiently in generating returns? New evidence In: Applied Economics.
[Full Text][Citation analysis]		article1
2024Planning for potential increases in disbursements and risk of managed funds conditional on desired short-term performance levels In: Applied Economics.
[Full Text][Citation analysis]		article0
2015Dynamics of Idiosyncratic Volatility and Market Volatility: An Emerging Market Perspective In: Global Economic Review.
[Full Text][Citation analysis]		article0
2008Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns In: Quantitative Finance.
[Full Text][Citation analysis]		article19
In: .
[Full Text][Citation analysis]		article0
2004A survey on risk-return analysis In: Finance.
[Full Text][Citation analysis]		paper0
2004A SURVEY ON INVESTMENT PERFORMANCE APPRAISAL METHODS WITH SPECIAL REFERENCE TO DATA ENVELOPMENT ANALYSIS In: Finance.
[Full Text][Citation analysis]		paper3
2004Performance of Indian commercial banks (1995-2002): an application of data envelopment analysis and Malmquist productivity index In: Finance.
[Full Text][Citation analysis]		paper1
2009AN ANALYTICAL FRAMEWORK FOR EXPLAINING RELATIVE PERFORMANCE OF CAPM BETA AND DOWNSIDE BETA In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article3

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