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Nagaratnam Jeyasreedharan
Nagaratnam Jeyasreedharan
Tasmanian School of Business and Economics, University of Tasmania
Verified email at utas.edu.au - Homepage
Title
Cited by
Cited by
Year
The asymptotics of extreme returns in the Australian stock market
N Jeyasreedharan, L Alles, ND Yatawara
22nd Australasian Finance and Banking Conference, 2009
72009
Trading volume and realized higher-order moments in the Australian stock market
RM Ahadzie, N Jeyasreedharan
Journal of Behavioral and Experimental Finance 28, 100413, 2020
32020
Evaluating the performance of hedge funds using two-stage peer group benchmarks
M Wilkens, J Yao, PJ Oehler, N Jeyasreedharan
Journal of Asset Management 16 (4), 272-291, 2015
32015
Evaluating the performance of hedge funds using two-stage peer group benchmarks
M Wilkens, J Yao, PJ Oehler, N Jeyasreedharan
Journal of Asset Management 16 (4), 272-291, 2015
32015
Jump risk in the US financial sector
D Gajurel, M Dungey, W Yao, N Jeyasreedharan
Economic Record 96 (314), 331-349, 2020
22020
Effects of intervaling on high-frequency realized higher-order moments
RM Ahadzie, N Jeyasreedharan
Quantitative Finance 20 (7), 1169-1184, 2020
22020
The Day-of-the-Week Effect: Anomaly or Illusion? New Evidence from Sri Lanka’
N Jeyasreedharan
International Journal of Accounting & Business Finance 1 (1), 42-57, 2015
22015
Yet another ACD model: The autoregressive conditional directional duration (ACDD) model
N Jeyasreedharan, DE Allen, JW Yang
Annals of Financial Economics 9 (01), 1450004, 2014
22014
Modelling return behaviour of global real estate investment trusts equities: Evidence from generalised lambda distribution
PO Junior, G Tweneboah, K Ijasan, N Jeyasreedharan
Journal of European Real Estate Research, 2019
12019
Duration Dynamics in the After-Hours Electronic Futures Market during the Global Financial Crisis
MH Dungey, N Jeyasreedharan, T Li
Review of Futures Markets 22 (1), 71-97, 2014
12014
A DoW-statistic for Gauging Day-of-the-Week Anomalies
N Jeyasreedharan
Finance Letters 5 (1), 1-10, 2007
12007
Modelling return behaviour of global real estate investment trusts equities
PO Junior, G Tweneboah, K Ijasan, N Jeyasreedharan
2019
An empirical examination of the jump and diffusion aspects of asset pricing: Japanese evidence
B Chowdhury, N Jeyasreedharan
University of Tasmania, 2019
2019
Quantile relationships between standard, diffusion and jump betas across Japanese banks
B Chowdhury, N Jeyasreedharan, M Dungey
Journal of Asian Economics 59, 29-47, 2018
2018
Entropic Efficiency of Currency Markets
N Jeyasreedharan
2018 AFAANZ Conference, 2018
2018
Optimal sampling frequencies for realized variance, realized skewness and realized kurtosis
R Ahadzie, N Jeyasreedharan
2017 Quantitative Methods in Finance Conference, ., 2017
2017
Understanding Derivatives: Options, Futures, Swaps, MBSs, CDOs and Others
RA Strong, N Jeyasreedharan
2017
Learning about the role of market micro-structure from high-frequency data on Asian banks
B Chowdhury, M Dungey, N Jeyasreedharan, MA Sayeed
Regional Growth and Sustainable Development in Asia, 151-180, 2017
2017
An immediacy and non-immediacy based trading model
N Jeyasreedharan
International Journal of Accounting & Business Finance 2 (2), 1-18, 2016
2016
Understanding Derivatives: Theory and Practice
RA Strong, N Jeyasreedharan
2016
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