10
H index
10
i10 index
254
Citations
Don (Tissa) U. A. Galagedera : Citation Profile
Monash University | RESEARCH PRODUCTION: 34 Articles 16 Papers 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (2003 - 2024). 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:
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Main data
Where Don (Tissa) U. A. Galagedera has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Economics | 4 |
| Journal of International Financial Markets, Institutions and Money | 3 |
| Omega | 2 |
| International Journal of Theoretical and Applied Finance (IJTAF) | 2 |
| Applied Financial Economics | 2 |
| European Journal of Operational Research | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics | 7 |
| Finance / University Library of Munich, Germany | 6 |
| MPRA Paper / University Library of Munich, Germany | 2 |
Recent works citing Don (Tissa) U. A. Galagedera (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | f-Betas and Portfolio Optimization with f-Divergence induced Risk Measures. (2023). Ding, Rui. In: Papers. RePEc:arx:papers:2302.00452. Full description at Econpapers || Download paper |
| 2024 | Conditional 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2024 | A 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. Full description at Econpapers || Download paper |
| 2023 | A 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. Full description at Econpapers || Download paper |
| 2024 | Asymmetric 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. Full description at Econpapers || Download paper |
| 2023 | Financing 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | Performance 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. Full description at Econpapers || Download paper |
| 2023 | Multicriteria 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. Full description at Econpapers || Download paper |
| 2023 | Exploring 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. Full description at Econpapers || Download paper |
| 2023 | Empirical 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. Full description at Econpapers || Download paper |
| 2023 | Using 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. Full description at Econpapers || Download paper |
| 2023 | Relative 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. Full description at Econpapers || Download paper |
| 2023 | A 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. Full description at Econpapers || Download paper |
| 2023 | Technological, 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. Full description at Econpapers || Download paper |
Works by Don (Tissa) U. A. Galagedera:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2004 | Beta Risk and Regime Shift in Market Volatility In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] | paper | 2 |
| 2004 | Beta Risk and Regime Shift in Market Volatility.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2019 | Modelling 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] | article | 12 |
| 2020 | Do mutual fund managers earn their fees? New measures for performance appraisal In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 3 |
| 2007 | An alternative perspective on the relationship between downside beta and CAPM beta In: Emerging Markets Review. [Full Text][Citation analysis] | article | 13 |
| 2012 | Recent trends in relative performance of global equity markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
| 2013 | A new perspective of equity market performance In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 5 |
| 2014 | Modeling 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] | article | 0 |
| 2012 | Effect of exchange rate return on volatility spill-over across trading regions In: Japan and the World Economy. [Full Text][Citation analysis] | article | 7 |
| 2012 | Best-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] | article | 34 |
| 2010 | Testing conditional asset pricing models: An emerging market perspective In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 21 |
| 2008 | Testing 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 | |
| 2016 | Modeling leakage in two-stage DEA models: An application to US mutual fund families In: Omega. [Full Text][Citation analysis] | article | 13 |
| 2018 | A new network DEA model for mutual fund performance appraisal: An application to U.S. equity mutual funds In: Omega. [Full Text][Citation analysis] | article | 24 |
| 2007 | Is 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] | article | 15 |
| 2012 | A wavelet based investigation of long memory in stock returns In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 14 |
| In: . [Full Text][Citation analysis] | article | 1 | |
| In: . [Full Text][Citation analysis] | article | 1 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2009 | Modeling Time-Varying Downside Risk In: The IUP Journal of Financial Economics. [Citation analysis] | article | 1 |
| 2010 | Association between environmental factors and equity market performance: evidence from a nonparametric frontier method In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 1 |
| 2003 | Association 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] | paper | 2 |
| 2004 | Association 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 | |
| 2004 | Wavelet 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] | paper | 0 |
| 2004 | Wavelet timescales and conditional relationship between higher- order systematic co-moments and portfolio returns: evidence in Australian data.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2004 | Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2005 | MODELING THE RISK AND RETURN RELATION CONDITIONAL ON MARKET VOLATILITY AND MARKET CONDITIONS.(2005) In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2005 | Is systematic downside beta risk really priced? Evidence in emerging market data In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Multivariate tests of asset pricing: Simulation evidence from an emerging market In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2010 | Multivariate 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 | |
| 2009 | An analytical derivation of the relation between idiosyncratic volatility and expected stock return In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Experimental evidence on robustness of data envelopment analysis In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 9 |
| 2011 | Testing the Lower Partial Moment Asset-Pricing Models in Emerging Markets In: Palgrave Macmillan Books. [Citation analysis] | chapter | 1 |
| 2007 | Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Conditional 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] | article | 6 |
| 2024 | Assessing Degree of Overall Prospect for Merger and Acquisition of Managed Funds: A Relative Performance Perspective In: SAGE Open. [Full Text][Citation analysis] | article | 0 |
| 2016 | Mutual Fund Industry Performance: A Network Data Envelopment Analysis Approach In: International Series in Operations Research & Management Science. [Citation analysis] | chapter | 5 |
| 2021 | Value 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] | chapter | 0 |
| 2010 | Wavelet-based Fuzzy Clustering of Time Series In: Journal of Classification. [Full Text][Citation analysis] | article | 10 |
| 2009 | Economic significance of downside risk in developed and emerging markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 2008 | Relationship between downside risk and return: new evidence through a multiscaling approach In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 2015 | Benchmarking superannuation funds based on relative performance In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2018 | Modelling superannuation fund management function as a two-stage process for overall and stage-level performance appraisal In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2021 | Do superannuation funds manage disbursements and risk efficiently in generating returns? New evidence In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2024 | Planning for potential increases in disbursements and risk of managed funds conditional on desired short-term performance levels In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Dynamics of Idiosyncratic Volatility and Market Volatility: An Emerging Market Perspective In: Global Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2008 | Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns In: Quantitative Finance. [Full Text][Citation analysis] | article | 19 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2004 | A survey on risk-return analysis In: Finance. [Full Text][Citation analysis] | paper | 0 |
| 2004 | A SURVEY ON INVESTMENT PERFORMANCE APPRAISAL METHODS WITH SPECIAL REFERENCE TO DATA ENVELOPMENT ANALYSIS In: Finance. [Full Text][Citation analysis] | paper | 3 |
| 2004 | Performance of Indian commercial banks (1995-2002): an application of data envelopment analysis and Malmquist productivity index In: Finance. [Full Text][Citation analysis] | paper | 1 |
| 2009 | AN 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] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team