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Items where Author is "Jeyasreedharan, N"
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Number of items: 15.
Ahadzie, RM 
ORCID: 0000-0002-9191-9914 and Jeyasreedharan, N ORCID: 0000-0003-1489-989X 2020
, 'Effects of intervaling on high-frequency realized higher-order moments'
, Quantitative Finance, vol. 20, no. 7
, pp. 1169-1184
, doi: https://doi.org/10.1080/14697688.2020.1725100.
ORCID: 0000-0002-9191-9914 and Jeyasreedharan, N ORCID: 0000-0003-1489-989X 2020
, 'Effects of intervaling on high-frequency realized higher-order moments'
, Quantitative Finance, vol. 20, no. 7
, pp. 1169-1184
, doi: https://doi.org/10.1080/14697688.2020.1725100.
Ahadzie, RM ORCID: 0000-0002-9191-9914 and Jeyasreedharan, N ORCID: 0000-0003-1489-989X 2020
, 'Trading volume and realized higher-order moments in the Australian stock market'
, Journal of Behavioral and Experimental Finance
, pp. 1-23
, doi: https://doi.org/10.1016/j.jbef.2020.100413.
ORCID: 0000-0002-9191-9914 and Jeyasreedharan, N ORCID: 0000-0003-1489-989X 2020
, 'Trading volume and realized higher-order moments in the Australian stock market'
, Journal of Behavioral and Experimental Finance
, pp. 1-23
, doi: https://doi.org/10.1016/j.jbef.2020.100413.
Ahadzie, RM and Jeyasreedharan, N ORCID: 0000-0003-1489-989X 2020
, 'Trading volume and realized higher-order moments in the Australian stock market'
, Journal of Behavioral and Experimental Finance, vol. 28
, pp. 1-23
, doi: https://doi.org/10.1016/j.jbef.2020.100413.
ORCID: 0000-0003-1489-989X 2020
, 'Trading volume and realized higher-order moments in the Australian stock market'
, Journal of Behavioral and Experimental Finance, vol. 28
, pp. 1-23
, doi: https://doi.org/10.1016/j.jbef.2020.100413.
Chowdhury, B, Dungey, M ORCID: 0000-0003-0074-2314, Jeyasreedharan, N ORCID: 0000-0003-1489-989X and Sayeed, M 2017
, 'Learning about the role of market micro-structure from high-frequency data on Asian banks', in AA Batabyal and P Nijkamp (eds.), Regional Growth and Sustainable Development in Asia
, Springer International Publishing, Switzerland, pp. 151-180.
ORCID: 0000-0003-0074-2314, Jeyasreedharan, N ORCID: 0000-0003-1489-989X and Sayeed, M 2017
, 'Learning about the role of market micro-structure from high-frequency data on Asian banks', in AA Batabyal and P Nijkamp (eds.), Regional Growth and Sustainable Development in Asia
, Springer International Publishing, Switzerland, pp. 151-180.
Chowdhury, B ORCID: 0000-0001-7660-7659 and Jeyasreedharan, N ORCID: 0000-0003-1489-989X 2019
, An empirical examination of the jump and diffusion aspects of asset pricing: Japanese evidence.
ORCID: 0000-0001-7660-7659 and Jeyasreedharan, N ORCID: 0000-0003-1489-989X 2019
, An empirical examination of the jump and diffusion aspects of asset pricing: Japanese evidence.
Chowdhury, B ORCID: 0000-0001-7660-7659, Jeyasreedharan, N and Dungey, M 2017
, Quantile relationships between standard, diffusion and jump betas across Japanese banks.
ORCID: 0000-0001-7660-7659, Jeyasreedharan, N and Dungey, M 2017
, Quantile relationships between standard, diffusion and jump betas across Japanese banks.
Chowdhury, B, Jeyasreedharan, N ORCID: 0000-0003-1489-989X and Dungey, M ORCID: 0000-0003-0074-2314 2018
, 'Quantile relationships between standard, diffusion and jump betas across Japanese banks'
, Journal of Asian Economics, vol. 59
, pp. 29-47
, doi: https://doi.org/10.1016/j.asieco.2018.09.004.
ORCID: 0000-0003-1489-989X and Dungey, M ORCID: 0000-0003-0074-2314 2018
, 'Quantile relationships between standard, diffusion and jump betas across Japanese banks'
, Journal of Asian Economics, vol. 59
, pp. 29-47
, doi: https://doi.org/10.1016/j.asieco.2018.09.004.
Dungey, M, Jeyasreedharan, N and Li, T 2010
, Modelling the Time Between Trades in the After-Hours Electronic Equity Futures Market (Discussion Paper 2010-07).
Gajurel, D, Dungey, M ORCID: 0000-0003-0074-2314, Yao, W and Jeyasreedharan, N ORCID: 0000-0003-1489-989X 2020
, 'Jump risk in the US financial sector'
, Economic Record, vol. 96, no. 314
, pp. 331-349
, doi: https://doi.org/10.1111/1475-4932.12565.
ORCID: 0000-0003-0074-2314, Yao, W and Jeyasreedharan, N ORCID: 0000-0003-1489-989X 2020
, 'Jump risk in the US financial sector'
, Economic Record, vol. 96, no. 314
, pp. 331-349
, doi: https://doi.org/10.1111/1475-4932.12565.
Jeyasreedharan, N 2007
, 'Yet Another Trading Simulation: The Nonimmediacy Model', paper presented at the Economic Society of Australia 36th Australian Conference of Economists, 24-26 September, Hobart Tasmania.
Jeyasreedharan, N 2007
, Yet Another Trading Simulation: The nonimmediacy Model.
Jeyasreedharan, N ORCID: 0000-0003-1489-989X 2018
, 'Entropic Efficiency of Currency Markets', paper presented at the 2018 AFAANZ Conference, 1-3 july 2018, Auckland.
ORCID: 0000-0003-1489-989X 2018
, 'Entropic Efficiency of Currency Markets', paper presented at the 2018 AFAANZ Conference, 1-3 july 2018, Auckland.
Jeyasreedharan, N ORCID: 0000-0003-1489-989X 2018
, 'Entropic Efficiency of Currency Markets', paper presented at the 2018 AFAANZ Conference, 1-3 july 2018, Auckland.
ORCID: 0000-0003-1489-989X 2018
, 'Entropic Efficiency of Currency Markets', paper presented at the 2018 AFAANZ Conference, 1-3 july 2018, Auckland.
Owusu Junior, P, Tweneboah, G, Ijasan, K and Jeyasreedharan, N ORCID: 0000-0003-1489-989X 2019
, 'Modelling return behaviour of global real estate investment trusts equities: evidence from generalised lambda distribution'
, Journal of European Real Estate Research, vol. 12, no. 3
, pp. 311-328
, doi: https://doi.org/10.1108/JERER-09-2018-0043.
ORCID: 0000-0003-1489-989X 2019
, 'Modelling return behaviour of global real estate investment trusts equities: evidence from generalised lambda distribution'
, Journal of European Real Estate Research, vol. 12, no. 3
, pp. 311-328
, doi: https://doi.org/10.1108/JERER-09-2018-0043.
Wilkens, M, Yao, J, Jeyasreedharan, N and Oehler, P 2013
, Measuring the performance of hedge funds using two‐stage peer group benchmarks.