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Don (Tissa) U. A. Galagedera

Personal Details

First Name:Don
Middle Name:U. A.
Last Name:Galagedera
Suffix:
RePEc Short-ID:pga196
[This author has chosen not to make the email address public]
Terminal Degree:2003 Department of Econometrics and Business Statistics; Monash Business School; Monash University (from RePEc Genealogy)

Affiliation

Department of Econometrics and Business Statistics
Monash Business School
Monash University

Melbourne, Australia
http://business.monash.edu/econometrics-and-business-statistics
RePEc:edi:dxmonau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Don U.A. Galagedera, 2009. "An analytical derivation of the relation between idiosyncratic volatility and expected stock return," Monash Econometrics and Business Statistics Working Papers 14/09, Monash University, Department of Econometrics and Business Statistics.
  2. Javed Iqbal & Robert Brooks & Don U.A. Galagedera, 2008. "Multivariate tests of asset pricing: Simulation evidence from an emerging market," Monash Econometrics and Business Statistics Working Papers 2/08, Monash University, Department of Econometrics and Business Statistics.
  3. Javed Iqbal & Robert Brooks & Don U.A. Galagedera, 2008. "Testing Conditional Asset Pricing Models: An Emerging Market Perspective," Monash Econometrics and Business Statistics Working Papers 3/08, Monash University, Department of Econometrics and Business Statistics.
  4. Iqbal, Javed & Brooks, Robert & Galagedera, Don UA, 2007. "Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models," MPRA Paper 25020, University Library of Munich, Germany, revised Oct 2007.
  5. Iqbal, Javed & Brooks, Robert & Galagedera, Don UA, 2007. "Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets," MPRA Paper 25349, University Library of Munich, Germany, revised May 2007.
  6. Don U.A. Galagedera & Robert D. Brooks, 2005. "Is systematic downside beta risk really priced? Evidence in emerging market data," Monash Econometrics and Business Statistics Working Papers 11/05, Monash University, Department of Econometrics and Business Statistics.
  7. Don U.A. Galagedera, 2004. "A Survey On Investment Performance Appraisal Methods With Special Reference To Data Envelopment Analysis," Finance 0406013, University Library of Munich, Germany.
  8. Don U.A. Galagedera & Robert Faff, 2004. "Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions," Monash Econometrics and Business Statistics Working Papers 8/04, Monash University, Department of Econometrics and Business Statistics.
  9. Don U.A. Galagedera & Piyadasa Edirisuriya, 2004. "Performance of Indian commercial banks (1995-2002): an application of data envelopment analysis and Malmquist productivity index," Finance 0408006, University Library of Munich, Germany.
  10. Don U.A. Galagedera & Elizabeth A. Maharaj, 2004. "Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns: evidence in Australian data," Monash Econometrics and Business Statistics Working Papers 16/04, Monash University, Department of Econometrics and Business Statistics.
  11. Don U.A. Galagedera, 2004. "A survey on risk-return analysis," Finance 0406010, University Library of Munich, Germany.
  12. Don U.A. Galagedera & Roland G. Shami, 2004. "Beta Risk and Regime Shift in Market Volatility," Econometric Society 2004 Australasian Meetings 126, Econometric Society.
  13. Don U.A. Galagedera & Roland Shami, 2003. "Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial securities," Monash Econometrics and Business Statistics Working Papers 20/03, Monash University, Department of Econometrics and Business Statistics.

Articles

  1. Don U.A. Galagedera, 2024. "Planning for potential increases in disbursements and risk of managed funds conditional on desired short-term performance levels," Applied Economics, Taylor & Francis Journals, vol. 56(28), pages 3385-3400, June.
  2. Don U. A. Galagedera & Jessica Leung & Farshid Vahid, 2024. "Assessing Degree of Overall Prospect for Merger and Acquisition of Managed Funds: A Relative Performance Perspective," SAGE Open, , vol. 14(2), pages 21582440241, June.
  3. Chengyun Sun & Don U.A. Galagedera, 2021. "Do superannuation funds manage disbursements and risk efficiently in generating returns? New evidence," Applied Economics, Taylor & Francis Journals, vol. 53(34), pages 3931-3947, July.
  4. Galagedera, Don U.A. & Fukuyama, Hirofumi & Watson, John & Tan, Eric K.M., 2020. "Do mutual fund managers earn their fees? New measures for performance appraisal," European Journal of Operational Research, Elsevier, vol. 287(2), pages 653-667.
  5. Galagedera, Don U.A., 2019. "Modelling social responsibility in mutual fund performance appraisal: A two-stage data envelopment analysis model with non-discretionary first stage output," European Journal of Operational Research, Elsevier, vol. 273(1), pages 376-389.
  6. Galagedera, Don U.A. & Roshdi, Israfil & Fukuyama, Hirofumi & Zhu, Joe, 2018. "A new network DEA model for mutual fund performance appraisal: An application to U.S. equity mutual funds," Omega, Elsevier, vol. 77(C), pages 168-179.
  7. Don U.A. Galagedera, 2018. "Modelling superannuation fund management function as a two-stage process for overall and stage-level performance appraisal," Applied Economics, Taylor & Francis Journals, vol. 50(22), pages 2439-2458, May.
  8. Galagedera, Don U.A. & Watson, John & Premachandra, I.M. & Chen, Yao, 2016. "Modeling leakage in two-stage DEA models: An application to US mutual fund families," Omega, Elsevier, vol. 61(C), pages 62-77.
  9. Don U. A. Galagedera & John Watson, 2015. "Benchmarking superannuation funds based on relative performance," Applied Economics, Taylor & Francis Journals, vol. 47(28), pages 2959-2973, June.
  10. Pei Pei Tan & Don U.A. Galagedera, 2015. "Dynamics of Idiosyncratic Volatility and Market Volatility: An Emerging Market Perspective," Global Economic Review, Taylor & Francis Journals, vol. 44(1), pages 74-100, March.
  11. Galagedera, Don U.A., 2014. "Modeling risk concerns and returns preferences in performance appraisal: An application to global equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 400-416.
  12. Galagedera, Don U.A., 2013. "A new perspective of equity market performance," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 333-357.
  13. Nurjannah & Don U.A. Galagedera & Robert Brooks, 2012. "Conditional Relation between Systematic Risk and Returns in the Conventional and Downside Frameworks: Evidence from the Indonesian Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 11(3), pages 271-300, December.
  14. Premachandra, I.M. & Zhu, Joe & Watson, John & Galagedera, Don U.A., 2012. "Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage DEA model for efficiency decomposition," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3302-3317.
  15. Tan, Pei P. & Galagedera, Don U.A. & Maharaj, Elizabeth A., 2012. "A wavelet based investigation of long memory in stock returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(7), pages 2330-2341.
  16. Galagedera, Don U.A. & Kitamura, Yoshihiro, 2012. "Effect of exchange rate return on volatility spill-over across trading regions," Japan and the World Economy, Elsevier, vol. 24(4), pages 254-265.
  17. Galagedera, Don U.A., 2012. "Recent trends in relative performance of global equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 834-854.
  18. Elizabeth Ann Maharaj & Pierpaolo D’Urso & Don Galagedera, 2010. "Wavelet-based Fuzzy Clustering of Time Series," Journal of Classification, Springer;The Classification Society, vol. 27(2), pages 231-275, September.
  19. Don Galagedera, 2010. "Association between environmental factors and equity market performance: evidence from a nonparametric frontier method," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(3), pages 245-269, September.
  20. Iqbal, Javed & Brooks, Robert & Galagedera, Don U.A., 2010. "Testing conditional asset pricing models: An emerging market perspective," Journal of International Money and Finance, Elsevier, vol. 29(5), pages 897-918, September.
  21. Don U. A. Galagedera, 2009. "An Analytical Framework For Explaining Relative Performance Of Capm Beta And Downside Beta," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 341-358.
  22. Don U A Galagedera & Asmah M Jaapar, 2009. "Modeling Time-Varying Downside Risk," The IUP Journal of Financial Economics, IUP Publications, vol. 0(1), pages 36-51, March.
  23. Don Galagedera, 2009. "Economic significance of downside risk in developed and emerging markets," Applied Economics Letters, Taylor & Francis Journals, vol. 16(16), pages 1627-1632.
  24. Don Galagedera & Elizabeth Maharaj, 2008. "Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns," Quantitative Finance, Taylor & Francis Journals, vol. 8(2), pages 201-215.
  25. Galagedera, Don U.A., 2007. "An alternative perspective on the relationship between downside beta and CAPM beta," Emerging Markets Review, Elsevier, vol. 8(1), pages 4-19, March.
  26. Don U. A. Galagedera, 2007. "Relationship between systematic-risk measured in the second-order and third-order co-moments in the downside framework," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 3(3), pages 147-153.
  27. Galagedera, Don U.A. & Brooks, Robert D., 2007. "Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data," Journal of Multinational Financial Management, Elsevier, vol. 17(3), pages 214-230, July.
  28. Don U. A. Galagedera & Robert Faff, 2005. "Modeling The Risk And Return Relation Conditional On Market Volatility And Market Conditions," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 75-95.
  29. D U A Galagedera & P Silvapulle, 2003. "Experimental evidence on robustness of data envelopment analysis," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 54(6), pages 654-660, June.
    RePEc:eme:mf0000:03074351111161592 is not listed on IDEAS
    RePEc:eme:mfipps:v:33:y:2007:i:10:p:821-832 is not listed on IDEAS
    RePEc:eme:mfipps:v:37:y:2011:i:10:p:940-952 is not listed on IDEAS
    RePEc:taf:apfiec:v:20:y:2010:i:5:p:381-395 is not listed on IDEAS
    RePEc:taf:apfiec:v:18:y:2008:i:20:p:1623-1633 is not listed on IDEAS
    RePEc:eme:mf0000:03074350710779269 is not listed on IDEAS
    RePEc:taf:apfelt:v:3:y:2007:i:3:p:147-153 is not listed on IDEAS
    RePEc:eme:mf0000:03074350210768077 is not listed on IDEAS

Chapters

  1. Hirofumi Fukuyama & Don U. A. Galagedera, 2021. "Value Extracting in Relative Performance Appraisal with Network DEA: An Application to U.S. Equity Mutual Funds," International Series in Operations Research & Management Science, in: Joe Zhu & Vincent Charles (ed.), Data-Enabled Analytics, pages 263-297, Springer.
  2. I. M. Premachandra & Joe Zhu & John Watson & Don U. A. Galagedera, 2016. "Mutual Fund Industry Performance: A Network Data Envelopment Analysis Approach," International Series in Operations Research & Management Science, in: Joe Zhu (ed.), Data Envelopment Analysis, chapter 0, pages 165-228, Springer.
  3. Javed Iqbal & Robert D. Brooks & Don U. A. Galagedera, 2011. "Testing the Lower Partial Moment Asset-Pricing Models in Emerging Markets," Palgrave Macmillan Books, in: Greg N. Gregoriou & Razvan Pascalau (ed.), Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures, chapter 6, pages 154-175, Palgrave Macmillan.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (9) 2004-01-18 2004-05-02 2004-06-27 2004-06-27 2004-06-27 2004-10-18 2004-10-21 2004-10-30 2005-05-29. Author is listed
  2. NEP-RMG: Risk Management (7) 2004-01-18 2004-06-27 2004-06-27 2004-06-27 2004-10-18 2004-10-30 2005-05-29. Author is listed
  3. NEP-CFN: Corporate Finance (5) 2004-01-18 2004-06-27 2004-10-30 2005-05-29 2008-05-10. Author is listed
  4. NEP-ETS: Econometric Time Series (5) 2004-01-18 2004-06-27 2004-06-27 2004-10-18 2004-10-30. Author is listed
  5. NEP-BEC: Business Economics (1) 2010-01-10
  6. NEP-CWA: Central and Western Asia (1) 2004-08-23
  7. NEP-ECM: Econometrics (1) 2008-05-10
  8. NEP-FMK: Financial Markets (1) 2004-05-02
  9. NEP-ORE: Operations Research (1) 2008-05-10

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