Australian mutual fund performance appraisal using data envelopment analysis DUA Galagedera, P Silvapulle Managerial Finance 28 (9), 60-73, 2002 | 198 | 2002 |
Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage DEA model for efficiency decomposition IM Premachandra, J Zhu, J Watson, DUA Galagedera Journal of Banking & Finance 36 (12), 3302-3317, 2012 | 119 | 2012 |
An alternative perspective on the relationship between downside beta and CAPM beta DUA Galagedera Emerging markets review 8 (1), 4-19, 2007 | 117 | 2007 |
A review of capital asset pricing models DUA Galagedera Managerial Finance 33 (10), 821-832, 2007 | 110 | 2007 |
A new network DEA model for mutual fund performance appraisal: An application to US equity mutual funds DUA Galagedera, I Roshdi, H Fukuyama, J Zhu Omega 77, 168-179, 2018 | 93 | 2018 |
Experimental evidence on robustness of data envelopment analysis DUA Galagedera, P Silvapulle Journal of the Operational Research Society 54 (6), 654-660, 2003 | 91 | 2003 |
Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data DUA Galagedera, RD Brooks Journal of Multinational Financial Management 17 (3), 214-230, 2007 | 88 | 2007 |
Testing conditional asset pricing models: An emerging market perspective J Iqbal, R Brooks, DUA Galagedera Journal of International Money and Finance 29 (5), 897-918, 2010 | 79 | 2010 |
Performance of Indian commercial banks (1995-2002): an application of data envelopment analysis and Malmquist productivity index DUA Galagedera, P Edirisuriya Piyadasa, Performance of Indian Commercial Banks (1995-2002): An Application …, 2004 | 72 | 2004 |
Wavelet-based fuzzy clustering of time series E Ann Maharaj, P D’Urso, DUA Galagedera Journal of classification 27, 231-275, 2010 | 71 | 2010 |
Modeling leakage in two-stage DEA models: An application to US mutual fund families DUA Galagedera, J Watson, IM Premachandra, Y Chen Omega 61, 62-77, 2016 | 58 | 2016 |
Modelling social responsibility in mutual fund performance appraisal: A two-stage data envelopment analysis model with non-discretionary first stage output DUA Galagedera European Journal of Operational Research 273 (1), 376-389, 2019 | 52 | 2019 |
A wavelet based investigation of long memory in stock returns PP Tan, DUA Galagedera, EA Maharaj Physica A: Statistical Mechanics and its Applications 391 (7), 2330-2341, 2012 | 38 | 2012 |
Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns DTUA Galagedera, EA Maharaj Quantitative Finance 8 (2), 201-215, 2008 | 38 | 2008 |
Empirical evidence on the conditional relation between higher-order systematic co-moments and security returns DUA Galagedera, D Henry, P Silvapulle Quarterly Journal of Business and Economics, 121-137, 2003 | 32 | 2003 |
A wavelet-based evaluation of time-varying long memory of equity markets: A paradigm in crisis PP Tan, CW Chin, DUA Galagedera Physica A: Statistical Mechanics and its Applications 410, 345-358, 2014 | 27 | 2014 |
Economic significance of downside risk in developed and emerging markets DUA Galagedera Applied Economics Letters 16 (16), 1627-1632, 2009 | 27 | 2009 |
Do mutual fund managers earn their fees? New measures for performance appraisal DUA Galagedera, H Fukuyama, J Watson, EKM Tan European Journal of Operational Research 287 (2), 653-667, 2020 | 25 | 2020 |
Conditional relation between higher moments and stock returns: Evidence from Australian data D Galagedera, D Henry, P Silvapulle Proceedings from the Econometric Society Australian Meeting. CD Rom …, 2002 | 24 | 2002 |
Modeling the risk and return relation conditional on market volatility and market conditions DUA Galagedera, R Faff International Journal of Theoretical and Applied Finance 8 (01), 75-95, 2005 | 23 | 2005 |