LINKS

 

 
 

COURSES

 

 

 

    

Research Publications and Work in Progress:

·         Cao, B., and S. A. Jayasuriya (2012) “Emerging Market Volatility and the Cross-Sectional Performance of Emerging Market Hedge Funds” Journal of Alternative Investments, Vol. 14(4), 40-50.

·         Jayasuriya, S. A., and R. Rossiter (2012) “Risk and Predictability: An Analysis of Latin American Emerging Markets” Advances in Investment Analysis and Portfolio Management, Vol. 5, 48-78.

·         Jayasuriya, S. A. (2011) “Stock Market Correlations between China and its Neighbors” Emerging Markets Review, Vol. 12(4), 418-431.

·         Cao, B., and S.A. Jayasuriya “Market Volatility and Hedge Fund Returns in Emerging Markets” Applied Financial Economics, Vol. 21(22), 1691-1701.

·         Cao, B., S.A. Jayasuriya, and W. Shambora (2010) “Holding a Commodity Futures Index Fund in a Globally Diversified Portfolio: A Placebo Effect?” Economics Bulletin, Vol. 30(3), 1842-1851.

  • Jayasuriya, S. A., R. Rossiter, and W. Shambora (2009) “Asymmetric Volatility in Emerging and Mature Markets” Journal of Emerging Market Finance, Vol. 8(1), 25-43.

·         Jayasuriya, S. A., and W. Shambora (2009) “Oops, We Should have Diversified!” Applied Financial Economics, Vol. 19(22), 1779-1785.

  • Jayasuriya, S. A., and R. Rossiter (2008) “Asymmetric Volatility in Asian Equity Markets” Journal of International Finance and Economics, Vol. 8(4), 11-21.
  • Jayasuriya, S. A., and R. Rossiter (2008) “Asymmetric Volatility, Risk and Filtered Historical Simulation” Journal of Academy of Business and Economics, Vol. 8(3), 56-67.
  • Jayasuriya, S. A. (2008) “Efficient Market Frontiers for the Emerging Economies of China and India” Asia Pacific Journal of Economics and Business, Vol. 12(2), 45-63.
  • Jayasuriya, S. A. (2008) “Long Memory in Stock Return Volatility for South AfricaJournal of Emerging Markets, Vol. 13(1), 7-17.
  • Jayasuriya, S. A., W. Shambora (2008) “The World is Shrinking: Evidence for Stock Market Convergence” Economics Bulletin, Vol. 7(1), 1-13.
  • Jayasuriya, S. A. (2006) “A Closer Look at Frontier Markets” Journal of Emerging Markets, Vol. 11(2), 50-58.
  • Jayasuriya, S. A. (2005) “Stock Market Liberalization and Volatility in the Presence of Favorable Market Characteristics and Institutions” Emerging Markets Review, Vol. 6(2), 170-191.

 

·         Jayasuriya, S. A. (2010) “The Impact of the December 2004 Tsunami: An Empirical Investigation of Indonesia, Sri Lanka and Thailand” 10th Global Conference on Business and Economics Proceedings, Rome, Italy, 1-29.

·         Jayasuriya, S. A. (2009) “A Sub Period Analysis of Long Memory in Stock Return Volatility for Emerging Markets” 9th Global Conference on Business and Economics Proceedings, Cambridge University, U.K., 1-31.

  • Jayasuriya, S. A. (2007) “A Disaggregate Look at Stock Price Behavior in Malaysia and ThailandOxford Business and Economics Conference Proceedings, Oxford University, U.K., 1-34.
  • Jayasuriya, S. A. (2007) “The Significance of Subsequent Equity Market Liberalizations” Proceedings for the International Conference on Business, Environment, International Competitiveness and Sustainable Development of the Asia Pacific Economies, Monash University, Malaysia, 1- 43.
  • Cuddington, J. T., R. Ludema, and S. A. Jayasuriya (2006) “Prebisch-Singer Redux” in Natural Resources: Neither Curse nor Destiny, eds. D. Lederman and W. F. Maloney (Stanford University Press, and the World Bank), 103-140.

 

·         Jayasuriya, S. A. “How Interrelated are Stock Market Returns of the U.S., China and India?” (Under Review)

  • Jayasuriya, S. A., and R. Rossiter “Risk and Filtered Historical Simulation: A Look at Developed and Asian Emerging Markets” (Under Review)
  • Jayasuriya, S. A. “Stock Investability and U.S. Portfolio Inflows in the Emerging Market Economy of India" (Under Review)
  • Jayasuriya, S. A. “Stock Market Investment in Sri Lanka: A Comparison of Different Sectors” (Working Paper)
  • Jayasuriya, S. A., and C. Jung “The Contagion Effects of the Asian Financial Crisis” (Working Paper)

 

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