Ruchith Dissanayake

Queensland University of Technology - School of Economics and Finance

Assistant Professor

GPO Box 2434

2 George Street

Brisbane, Queensland 4001

Australia

http://www.rdissanayake.com

SCHOLARLY PAPERS

7

DOWNLOADS

678

CITATIONS

1

Scholarly Papers (7)

1.

Government Spending Shocks and Asset Prices

29th Australasian Finance and Banking Conference 2016
Number of pages: 48 Posted: 25 Jun 2016 Last Revised: 29 Apr 2019
Ruchith Dissanayake
Queensland University of Technology - School of Economics and Finance
Downloads 171 (174,009)
Citation 1

Abstract:

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government spending shock, GMP returns, asset pricing model, factor model

2.

Investment Shocks and Asset Returns: International Evidence

University of Alberta School of Business Research Paper No. 2016-511, Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 42 Posted: 01 Oct 2016 Last Revised: 17 Mar 2019
Ruchith Dissanayake, Akiko Watanabe and Masahiro Watanabe
Queensland University of Technology - School of Economics and Finance, University of Alberta - School of Business and University of Alberta - School of Business
Downloads 158 (186,250)

Abstract:

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investment-specific technology shocks, investment-minus-consumption factor, international equity markets, economic development, value premium

3.

Government Spending Shocks and Firm Innovation

9th Conference on Financial Markets and Corporate Governance (FMCG) 2018
Number of pages: 46 Posted: 08 Dec 2017 Last Revised: 20 May 2019
Ruchith Dissanayake, Yanhui Wu and Huizhong Zhang
Queensland University of Technology - School of Economics and Finance, Queensland University of Technology - School of Economics and Finance and Queensland University of Technology - School of Economics and Finance
Downloads 143 (202,175)

Abstract:

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Government spending, innovation, patents, R&D expenditure, new product announcements, crowding-out effect

4.

Geographic Agglomeration of Firms, Productivity Change, and Asset Prices

Number of pages: 48 Posted: 30 Aug 2016 Last Revised: 23 May 2018
Ruchith Dissanayake
Queensland University of Technology - School of Economics and Finance
Downloads 81 (301,366)

Abstract:

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factor model, asset pricing model, AMD returns, Geographic Agglomeration, Productivity Change

5.

Geopolitical Risk and Corporate Investment

Number of pages: 45 Posted: 15 Aug 2018 Last Revised: 09 May 2019
Ruchith Dissanayake, Vikas Mehrotra and Yanhui Wu
Queensland University of Technology - School of Economics and Finance, University of Alberta - Department of Finance and Statistical Analysis and Queensland University of Technology - School of Economics and Finance
Downloads 53 (376,555)

Abstract:

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geopolitical risks, firm investment, threats, uncertainty, rare disaster probability

6.

Tax Shocks, Political Cycles, and Asset Prices

Number of pages: 41 Posted: 24 Aug 2018 Last Revised: 19 Jun 2019
Ruchith Dissanayake
Queensland University of Technology - School of Economics and Finance
Downloads 42 (414,699)

Abstract:

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Tax Shock, Asset Pricing Model, Political Cylce

7.

The Uncertainty – Innovation Nexus: A Tale of Three Types

Number of pages: 56 Posted: 07 Jan 2019
Ruchith Dissanayake and Yanhui Wu
Queensland University of Technology - School of Economics and Finance and Queensland University of Technology - School of Economics and Finance
Downloads 30 (465,108)

Abstract:

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uncertainty, innovation, partisan cycle