Lalith P. Samarakoon

University of St. Thomas

2115 Summit Ave

St. Paul, MN 55105

United States

http://www.stthomas.edu/business/faculty/directory/Samarakoon_Lalith.html

SCHOLARLY PAPERS

27

DOWNLOADS
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Top 3,428

in Total Papers Downloads

9,235

CITATIONS

16

Scholarly Papers (27)

1.

Altman’s Z-Score Models of Predicting Corporate Distress: Evidence from the Emerging Sri Lankan Stock Market

Journal of the Academy of Finance, vol. 1, pp. 119-125, 2003
Number of pages: 11 Posted: 13 May 2009 Last Revised: 16 Feb 2010
Lalith P. Samarakoon and Tanweer Hasan
University of St. Thomas and Roosevelt University
Downloads 1,252 (9,741)

Abstract:

Altman Z, Distress prediction, Ratios, Emerging markets, Sri Lanka

2.

Portfolio Performance Evaluation

THE ENCYCLOPEDIA OF FINANCE, C.F. Lee, ed., Springer, pp. 617-622, 2005
Number of pages: 15 Posted: 20 Nov 2009
Lalith P. Samarakoon and Tanweer Hasan
University of St. Thomas and Roosevelt University
Downloads 614 (19,900)

Abstract:

Performance, Evaluation, Standard deviation, Systematic risk, Conventional methods, Benchmark comparison, Style comparison, Risk-adjusted measures, Sharpe measure, Treynor measure, Jensen measure, Alpha, Modigliani-Modigliani measure, Treynor squared

3.

Efficiency of the Sri Lankan Stock Market

Sri Lankan Journal of Business Economics, Vol. 1, pp. 1-22, 2004
Number of pages: 22 Posted: 28 Apr 2009
Lalith P. Samarakoon
University of St. Thomas
Downloads 607 (31,508)
Citation 1

Abstract:

Market efficiency, Mean reversion, Random walk, Emerging markets, Sri Lanka

4.

Dividend Announcements, Firm Size and Dividend Growth in the Sri Lankan Stock Market

Sri Lankan Journal of Management, Vol. 7, pp. 228-245, 2002
Number of pages: 18 Posted: 27 Apr 2009 Last Revised: 16 Nov 2009
Piyal Hareendra Dissa Bandara and Lalith P. Samarakoon
Securities & Exchange Commission of Sri Lanka and University of St. Thomas
Downloads 589 (29,620)

Abstract:

Dividend announcements, Market efficiency, Emerging markets, Sri Lanka

5.

A New Measure of Market Liquidity of Shares: The Case of the Colombo Stock Exchange

Proceedings of Annual Research Sessions of the Faculty of Graduate Studies, University of Sri Jayewardenepura, Sri Lanka, pp. 165-182, 1999
Number of pages: 18 Posted: 01 May 2009
Lalith P. Samarakoon
University of St. Thomas
Downloads 429 (52,450)

Abstract:

Stock prices, Liquidity, Emerging markets, Sri Lanka

6.

Stock Market Returns and Inflation: Sri Lankan Evidence

Sri Lankan Journal of Management, Vol. 1, No. 4, pp. 293-311, 1996
Number of pages: 19 Posted: 28 Apr 2009
Lalith P. Samarakoon
University of St. Thomas
Downloads 420 (48,963)
Citation 2

Abstract:

Stock returns, Inflation, Fisher hypothesis, Emerging markets, Sri Lanka

7.

The Capital Structure of Sri Lankan Companies

Sri Lankan Journal of Management, Vol. 4, Nos. 1&2, pp. 18-30, 1999
Number of pages: 13 Posted: 28 Apr 2009
Lalith P. Samarakoon
University of St. Thomas
Downloads 386 (55,763)
Citation 1

Abstract:

Capital Structure, Leverage, Sri Lanka, Colombo Stock Exchange

8.

The Short-Run Underpricing of Initial Public Offerings in the Sri Lankan Stock Market

Journal of Multinational Financial Management, Vol 20, pp. 197-213, 2010
Number of pages: 38 Posted: 20 Jul 2010 Last Revised: 18 Nov 2010
Lalith P. Samarakoon
University of St. Thomas
Downloads 324 (68,021)
Citation 1

Abstract:

IPO, Underpricing, Issue Size, Privatization, Sri Lanka, Colombo Stock Exchange

9.

The Relationship between Stock Market Returns and Dividend Yields in Sri Lanka

Proceedings of the Research Sessions of the Faculty of Graduate Studies, University of Sri Jayewardenepura, Sri Lanka, 1999
Number of pages: 12 Posted: 28 Apr 2009 Last Revised: 29 Nov 2009
Lalith P. Samarakoon
University of St. Thomas
Downloads 312 (75,505)

Abstract:

Stock returns, Dividend yields, Predictability, Emerging markets, Sri Lanka, Colombo Stock Exchange

10.

Short-Term Interest Rates and Expected Stock Returns: Evidence from Sri Lanka

Advances in Pacific Basin Financial Markets, Vol. 6, pp. 337-348, 2000
Number of pages: 14 Posted: 30 Apr 2009
Tanweer Hasan and Lalith P. Samarakoon
Roosevelt University and University of St. Thomas
Downloads 296 (75,970)
Citation 1

Abstract:

Stock returns, Interest rates, Emerging markets, Sri Lanka

11.

The Ownership Structure of Sri Lankan Companies

Sri Lankan Journal of Management, Vol. 4, pp. 143-171, 1999
Number of pages: 29 Posted: 28 Apr 2009
Lalith P. Samarakoon
University of St. Thomas
Downloads 261 (84,033)
Citation 1

Abstract:

Ownership structure, Shareholdings, Emerging markets, Sri Lanka, CSE

12.

An Empirical Analysis of the Relationship between Fundamentals and Stock Returns in Sri Lanka

Research Monograph, University of Sri Jayewardenepura, Sri Lanka, 1998
Number of pages: 57 Posted: 19 Nov 2009
Lalith P. Samarakoon
University of St. Thomas
Downloads 257 (85,335)

Abstract:

Asset pricing tests, CAPM, Fundamentals, Stock returns, Emerging markets, Colombo Stock Exchange, Sri Lanka

13.

Stock Price Behavior in a Less Developed Market: Evidence from Sri Lanka

Journal of Applied Business Research, Vol. 16, No. 02, pp. 15-23, 1999
Number of pages: 9 Posted: 15 Feb 2010
Lalith P. Samarakoon, Tanweer Hasan and Shahriar Hasan
University of St. Thomas, Roosevelt University and Thompson Rivers University
Downloads 242 (89,741)

Abstract:

Efficient Market Hypothesis, Weak-form, Emerging Markets, Sri Lanka, CSE

14.

Asymmetric Investor Behavior Between Buyside and Sellside: Evidence from Investor Classes in the Sri Lankan Stock Market

Journal of Multinational Financial Management, Vol. 20, pp. 93-113, 2010
Number of pages: 48 Posted: 31 Jul 2010 Last Revised: 18 Nov 2010
Lalith P. Samarakoon
University of St. Thomas
Downloads 222 (107,466)

Abstract:

Equity flows, Positive feedback, Contrarian, Foreign and domestic investors, Emerging markets, Colombo Stock Exchange

15.

Stock Market Interdependence, Contagion, and the U.S. Financial Crisis: The Case of Emerging and Frontier Markets

Journal of International Financial Markets, Institutions and Money, 21: 724-742 (2011)
Number of pages: 27 Posted: 17 May 2011 Last Revised: 08 Mar 2015
Lalith P. Samarakoon
University of St. Thomas
Downloads 221 (96,008)

Abstract:

Interdependence, Contagion, U.S. Financial Crisis, Emerging Markets, Shock Models

16.

The Cross-Section of Expected Stock Returns in Sri Lanka

Sri Lankan Journal of Management, Vol. 2, No. 3, pp. 234-250, 1997
Number of pages: 17 Posted: 28 Apr 2009
Lalith P. Samarakoon
University of St. Thomas
Downloads 214 (106,972)
Citation 2

Abstract:

Stock returns, CAPM, Emerging stock markets, Sri Lanka, CSE

17.

Mean Reversion in Stock Prices in an Emerging Market: Sri Lankan Evidence

Proceedings of the Annual Research Sessions of the Faculty of Graduate Studies, University of Sri Jayewardenepura, Sri Lanka, 1998
Number of pages: 16 Posted: 28 Apr 2009 Last Revised: 16 Feb 2010
Lalith P. Samarakoon
University of St. Thomas
Downloads 194 (123,928)
Citation 2

Abstract:

Stock returns, Mean reversion, Random walk, Predictability, Market Efficiency, Emerging markets, Sri Lanka, Colombo Stock Exchange

18.

Stock Market Liberalization and Return Volatility: Evidence from the Emerging Market of Sri Lanka

Journal of Multinational Financial Management, Vol. 19, No. 5, 2009
Number of pages: 29 Posted: 06 Nov 2009 Last Revised: 09 Nov 2009
Fazeel Mohamed Jaleel and Lalith P. Samarakoon
Macquarie University and University of St. Thomas
Downloads 187 (122,240)

Abstract:

liberalization, volatility, GARCH and TGARCH models, emerging markets, Sri Lanka

19.

The Relation Between Trades of Domestic and Foreign Investors and Stock Returns in Sri Lanka

Journal of International Financial Markets, Institutions and Money, Vol. 19, pp. 850-861, 2009
Number of pages: 29 Posted: 26 Jul 2010
Lalith P. Samarakoon
University of St. Thomas
Downloads 176 (128,679)
Citation 1

Abstract:

Equity Flows, Domestic And Foreign Investors, Positive Feedback, Contrarian

20.

Stocks, Bills and Inflation in Sri Lanka

Vidyodaya Journal of Social Science, Vol. 8, pp. 157-183, 1997
Number of pages: 27 Posted: 28 Apr 2009
Lalith P. Samarakoon
University of St. Thomas
Downloads 176 (138,490)
Citation 2

Abstract:

Stock returns, Risk premium, Inflation, Emerging markets, Sri Lanka

21.

Predictability of Short-Horizon Returns in the Sri Lankan Stock Market

Sri Lankan Journal of Management, Vol. 1, No. 3, pp. 207-224, 1996
Number of pages: 18 Posted: 28 Apr 2009
Lalith P. Samarakoon
University of St. Thomas
Downloads 173 (134,265)
Citation 2

Abstract:

Stock returns, Predictability, Random walk, Emerging markets, Sri Lanka

22.

An Index to Measure the Performance of the Sri Lankan Treasury Bond Market

Sri Lankan Journal of Management, Vol. 3, pp. 204-220, 1998
Number of pages: 17 Posted: 27 Apr 2009
Lalith P. Samarakoon
University of St. Thomas
Downloads 140 (165,841)

Abstract:

Government bond markets, Bond indices, Emerging markets, Sri Lanka

23.

Indices to Measure the Performance of the Sri Lankan Corporate Bond Market

Sri Lankan Journal of Management, Vol. 3, 1998
Number of pages: 18 Posted: 27 Apr 2009
Lalith P. Samarakoon
University of St. Thomas
Downloads 128 (180,620)

Abstract:

Corporate bond indices; Bond market returns; Emerging markets; Sri Lanka

24.

Equity Financing Capacity and Stock Returns: Evidence from China

Journal of International Financial Markets, Institutions and Money, 22:1277-1291 (2012)
Number of pages: 30 Posted: 27 Jul 2012 Last Revised: 08 Mar 2015
M. M. Fonseka, Lalith P. Samarakoon and Gao-Liang Tian
Xi'an Jiaotong University (XJTU), University of St. Thomas and Xi'an Jiaotong University (XJTU) - School of Management
Downloads 64 (267,269)

Abstract:

Equity financing capacity, stock returns, rights offers, public offers, China

25.

Stock Markets in the Russian Federation, Transitional Europe & the United States: Profitability vs. Pessimism/Optimism

Academy of Finance Proceedings, pp. 1-9, 2003
Number of pages: 9 Posted: 22 Nov 2009
Tanweer Hasan, Lalith P. Samarakoon and Munzoor Shaikh
Roosevelt University, University of St. Thomas and affiliation not provided to SSRN
Downloads 62 (291,526)

Abstract:

Profitability, Pessimism, Optimism, Volatility, Risk premium, Emerging stock markets

26.

The Two-Tier Board System and Underpricing of Initial Public Offerings: Evidence from Austria

Corporate Ownership and Control,12: 352-362 (2014)
Number of pages: 28 Posted: 12 Aug 2014 Last Revised: 08 Mar 2015
Lalith P. Samarakoon and Palani-Rajan Kadapakkam
University of St. Thomas and University of Texas at San Antonio - Department of Finance
Downloads 44 (253,485)

Abstract:

IPO Underpricing, Austria, Two-tier Borads, Vienna Stock Exchange, Supervisory Board, Management Board, Agency Theory, Corporate Governance

27.

Contagion of the Eurozone Debt Crisis

Number of pages: 36 Posted: 12 Aug 2014
Lalith P. Samarakoon
University of St. Thomas
Downloads 32 (337,232)

Abstract:

Eurozone crisis, Contagion, Sovereign bond yields, Stock returns