eCite Digital Repository

Author: Jeyasreedharan, N (Dr Nagaratnam Jeyasreedharan)

Number of items: 24

Journal Article
Ahadzie, RM and Jeyasreedharan, N, Effects of intervaling on high-frequency realized higher-order moments, Quantitative Finance, 20, (7) pp. 1169-1184. ISSN 1469-7688 (2020) [Refereed Article] 
Gajurel, D and Dungey, M and Yao, W and Jeyasreedharan, N, Jump risk in the US financial sector, Economic Record, 96, (314) pp. 331-349. ISSN 0013-0249 (2020) [Refereed Article] 
Ahadzie, RM and Jeyasreedharan, N, Trading volume and realized higher-order moments in the Australian stock market, Journal of Behavioral and Experimental Finance, 28 Article 100413. ISSN 2214-6350 (2020) [Refereed Article] 
Owusu Junior, P and Tweneboah, G and Ijasan, K and Jeyasreedharan, N, Modelling return behaviour of global real estate investment trusts equities: evidence from generalised lambda distribution, Journal of European Real Estate Research, 12, (3) pp. 311-328. ISSN 1753-9269 (2019) [Refereed Article] 
Chowdhury, B and Jeyasreedharan, N and Dungey, M, Quantile relationships between standard, diffusion and jump betas across Japanese banks, Journal of Asian Economics, 59 pp. 29-47. ISSN 1049-0078 (2018) [Refereed Article] 
Jeyasreedharan, N, An immediacy and non-immediacy based trading model, International Journal of Accounting & Business Finance, 2, (2) pp. 1-18. ISSN 2448-9867 (2016) [Refereed Article]
Wilkens, M and Yao, J and Oehler, PJ and Jeyasreedharan, N, Evaluating the performance of hedge funds using two-stage peer group benchmarks, Journal of Asset Management, 16, (4) pp. 272-291. ISSN 1470-8272 (2015) [Refereed Article] 
Jeyasreedharan, N and Nguyen, TML, Existence and Persistence of Conditional Skewness and Kurtosis: Evidence from Sri Lanka, International Journal of Accounting & Business Finance, 1, (2) pp. 14-25. ISSN 2448-9867 (2015) [Refereed Article] 
Jeyasreedharan, N, The Day-of-the-Week Effect: Anomaly or Illusion? New Evidence from Sri Lanka', International Journal of Accounting & Business Finance, 1, (1) pp. 42-57. ISSN 2448-9867 (2015) [Refereed Article] 
Dungey, MH and Jeyasreedharan, N and Li, T, Duration Dynamics in the After-Hours Electronic Futures Market during the Global Financial Crisis, Review of Futures Markets, 22, (1) pp. 71-97. ISSN 1933-7116 (2014) [Refereed Article] 
Jeyasreedharan, N and Allen, DE and Yang, JW, Yet Another ACD Model: The Autoregressive Conditional Directional Duration (ACDD) Model, Annals of Financial Economics, 9, (1) Article 1450004. ISSN 2010-4952 (2014) [Refereed Article] 
Jeyasreedharan, N, The Day-of-the-Week (DoW) Efficiency of Asia-Pacific Stockmarkets, Journal of Business and Behavioral Sciences, 17, (1) pp. 132-147. ISSN 1099-5374 (2008) [Refereed Article] 
Jeyasreedharan, N, A DoW-statistic for Gauging Day-of-the-Week Anomalies, Finance Letters, 5, (1) pp. 1-10. ISSN 1740-6242 (2007) [Refereed Article] 
Strong, RA and Jeyasreedharan, N, Understanding Derivatives: Options, Futures, Swaps, MBSs, CDOs and Others, Tilde Publishing and Distribution, Prahan, Vic, pp. 396. ISBN 978-0-7346-1256-4 (2017) [Revision/New Edition] 
Strong, RA and Jeyasreedharan, N, Understanding Derivatives: Theory and Practice, Tilde Publishing and Distribution, Australia, pp. 396. ISBN 9780734612557 (2016) [Authored Other Book] 
Chapter in Book
Chowdhury, B and Dungey, M and Jeyasreedharan, N and Sayeed, M, Learning about the role of market micro-structure from high-frequency data on Asian banks, Regional Growth and Sustainable Development in Asia, Springer International Publishing, AA Batabyal and P Nijkamp (ed), Switzerland, pp. 151-180. ISBN 978-3-319-27587-1 (2017) [Research Book Chapter] 
Conference Publication
Jeyasreedharan, N, Entropic Efficiency of Currency Markets, 2018 AFAANZ Conference, 1-3 july 2018, Auckland (2018) [Refereed Conference Paper]
Jeyasreedharan, N, Extremal expectations: A paradigm for fat-tails, Society for the Advancement of Behavioral Economics (SABE) Conference, 6-8 July 2017, Newcastle, NSW, pp. 1. (2017) [Conference Extract] 
Ahadzie, R and Jeyasreedharan, N, Optimal sampling frequencies for realized variance, realized skewness and realized kurtosis, 2017 Quantitative Methods in Finance Conference, 12-15 December 2017, Sydney, NSW (2017) [Conference Extract] 
Wilkins, M and Yao, J and Jeyasreedharan, N and Oehler, P, Measuring the performance of hedge funds using two-stage peer group benchmarks, Beyond the Frontiers: New Directions in Economics - Proceedings of the 42nd Australian Conference of Economists, 7-10 July 2013, Perth, pp. 1-34. ISBN 978-1-921877-12-4 (2013) [Refereed Conference Paper] 
Jeyasreedharan, N and Alles, L and Yatawara, N, The Asymptotics of Extreme Returns in the Australian Stock Market, 22 Australasian Finance & Banking Conference 2009, 16-18 December 2009, Sydney, Australia EJ (2009) [Refereed Conference Paper] 
Jeyasreedharan, N, Extremal expectations: A Paradigm for Fat-tails, 21st Australasian Finance and Banking Conference 2008 Conference Proceedings, 16-18 December 2008, Sydney, pp. 1208-1253. ISBN 978-0-9804765-1-4 (2008) [Refereed Conference Paper] 
Jeyasreedharan, N, Yet Another Trading Simulation: The Nonimmediacy Model, Proceedings of the Australian Conference of Economists, 2007, 24-26 September, Hobart Tasmania, pp. Session 3, Paper 3 (1-33). ISBN 978-0-9593370-1-3 (2007) [Refereed Conference Paper] 
Jeyasreedharan, N, Compound models of high-low speculative prices: a cointegration-based approach, University of Ballarat, 13-14 December 2004, Australia, pp. 413-432. ISBN 187685118X (2004) [Conference Edited] 

This list was generated on Wed Jun 23 22:26:18 2021.