| The asymptotics of extreme returns in the Australian stock market N Jeyasreedharan, L Alles, ND Yatawara 22nd Australasian Finance and Banking Conference, 2009 | 7 | 2009 |
| 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 | 3 | 2020 |
| 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 | 3 | 2015 |
| 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 | 3 | 2015 |
| Jump risk in the US financial sector D Gajurel, M Dungey, W Yao, N Jeyasreedharan Economic Record 96 (314), 331-349, 2020 | 2 | 2020 |
| Effects of intervaling on high-frequency realized higher-order moments RM Ahadzie, N Jeyasreedharan Quantitative Finance 20 (7), 1169-1184, 2020 | 2 | 2020 |
| 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 | 2 | 2015 |
| 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 | 2 | 2014 |
| 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 | 1 | 2019 |
| 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 | 1 | 2014 |
| A DoW-statistic for Gauging Day-of-the-Week Anomalies N Jeyasreedharan Finance Letters 5 (1), 1-10, 2007 | 1 | 2007 |
| 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 |
