Open Access Repository

Items where Author is "Jeyasreedharan, N"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Number of items: 12.

Article

Ahadzie, RM 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: 10.1080/14697688.2020.1725100.

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 , pp. 1-23 , doi: 10.1016/j.jbef.2020.100413.

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: 10.1016/j.asieco.2018.09.004.

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: 10.1111/1475-4932.12565.

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: 10.1108/JERER-09-2018-0043.

Book Section

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.

Report

Wilkens, M, Yao, J, Jeyasreedharan, N and Oehler, P 2013 , Measuring the performance of hedge funds using two‐stage peer group benchmarks.

Conference or Workshop Item

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.

This list was generated on Sat Jul 31 02:04:02 2021 AEST.
TOP