Athula Indunil Dayaratne

Sabaragamuwa University of Sri Lanka

P O Box 2

Pambahinna

Belihuloya, Sabaragamuva 70140

Sri Lanka

SCHOLARLY PAPERS

2

DOWNLOADS

203

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Stock Market Volatility and Important Events: Evidence from Colombo Stock Exchange and the New York Stock Exchange

Number of pages: 13 Posted: 16 Feb 2011
Athula Indunil Dayaratne and Rajith W.D. Lakshman
Sabaragamuwa University of Sri Lanka and University of Colombo - Department of Economics
Downloads 145 (207,113)

Abstract:

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Market Volatility, Macroeconomic Events, Volatility Breaks

2.

Time Varying Estimate of Beta (Systemic Risk): Evidence from Colombo Stock Exchange

International Journal of Accounting & Business Finance, Issue 1, 2015
Number of pages: 11 Posted: 03 Sep 2016
Champa Wijethunga and Athula Indunil Dayaratne
Sabaragamuwa University of Sri Lanka and Sabaragamuwa University of Sri Lanka
Downloads 58 (373,413)

Abstract:

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Beta, Capital Assets Pricing Model, Recursive regression, Rolling Regression