Duminda Kuruppuarachchi

University of Otago - Department of Accountancy and Finance

PO Box 56

Dunedin, 9054

New Zealand

SCHOLARLY PAPERS

2

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76

SSRN CITATIONS

0

CROSSREF CITATIONS

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Scholarly Papers (2)

1.

Re-examining the Futures Market Efficiency using a New Approach in the Presence of a Time-Varying Risk Premium

Number of pages: 46 Posted: 14 Mar 2013 Last Revised: 30 Oct 2014
Duminda Kuruppuarachchi, Hai Lin and I. M. Premachandra
University of Otago - Department of Accountancy and Finance, Victoria University of Wellington - School of Economics & Finance and University of Otago - Department of Accountancy and Finance
Downloads 76 (314,815)

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Commodity Futures; Market Efficiency; Futures Risk Premium; State Space Model; Kalman Filter.

2.

Stock Market's Response to Real Output Shocks: Connection Restored But Delayed

International Review of Finance, Vol. 15, Issue 4, pp. 613-622, 2015
Number of pages: 10 Posted: 19 Jan 2016
Numan Ülkü and Duminda Kuruppuarachchi
University of Otago and University of Otago - Department of Accountancy and Finance
Downloads 0 (670,823)
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