Lalith P. Samarakoon

University of St. Thomas

Professor of Finance

2115 Summit Ave

St. Paul, MN 55105

United States

http://business.stthomas.edu/faculty-research/faculty-bios/samarakoon-lalith/

SCHOLARLY PAPERS

27

DOWNLOADS

11,095

SSRN CITATIONS

17

CROSSREF CITATIONS

28

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 1,778 (10,961)

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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 1,629 (12,614)

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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.

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
University of Sri Jayawardenapura at Sri Lanka - Department of Finance and University of St. Thomas
Downloads 792 (36,649)
Citation 1

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Dividend announcements, Market efficiency, Emerging markets, Sri Lanka

4.

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 715 (42,195)

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

5.

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 555 (58,667)
Citation 3

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

6.

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 507 (65,731)
Citation 2

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Capital Structure, Leverage, Sri Lanka, Colombo Stock Exchange

7.

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 472 (71,861)

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Stock prices, Liquidity, Emerging markets, Sri Lanka

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 404 (86,418)

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

9.

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 373 (94,798)

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Stock returns, Interest rates, Emerging markets, Sri Lanka

10.

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 366 (96,838)

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

11.

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 344 (103,823)

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

12.

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 341 (104,879)
Citation 4

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

13.

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 318 (113,311)

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

14.

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 303 (119,370)
Citation 4

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

15.

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 267 (136,220)
Citation 1

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

16.

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 246 (147,919)

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

17.

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 221 (164,074)

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

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 219 (165,413)
Citation 1

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

19.

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 212 (170,498)

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

20.

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 201 (179,281)

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

21.

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 196 (183,420)

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Stock returns, Risk premium, Inflation, 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 172 (205,872)

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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 142 (241,415)

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

24.

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 105 (301,714)

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

25.

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 79 (360,661)

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

26.

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 71 (383,017)

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

27.

Contagion of the Eurozone Debt Crisis

Number of pages: 36 Posted: 12 Aug 2014
Lalith P. Samarakoon
University of St. Thomas
Downloads 67 (395,145)
Citation 1

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Eurozone crisis, Contagion, Sovereign bond yields, Stock returns