Search Results - "Kuruppuarachchi, Duminda"

Effect of supply-chain resilience on firm performance and competitive advantage: A study of the Sri Lankan apparel industry by Abeysekara, Nadeesha, Wang, Haijun, Kuruppuarachchi, Duminda

“…Purpose The purpose of this paper is to investigate the extent to which firms in the Sri Lankan apparel industry practice supply-chain-resilience (SCRes)…”
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Financial development, FDI, and CO2 emissions: does carbon pricing matter? by Yu, Xiaojie, Kuruppuarachchi, Duminda, Kumarasinghe, Sriyalatha

“…This study investigates the impact of financial development and foreign direct investment (FDI) on CO 2 emissions, with a special focus on carbon pricing…”
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Financial development, FDI, and CO 2 emissions: does carbon pricing matter? by Yu, Xiaojie, Kuruppuarachchi, Duminda, Kumarasinghe, Sriyalatha

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Do short sellers amplify extreme market declines? by Fernando, Sandun, Onishchenko, Olena, Kuruppuarachchi, Duminda

“…When the market falls sharply, short sellers are criticized for intensifying price declines by manipulative trading that pushes prices below fundamental…”
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The impact of carbon disclosure and carbon emissions intensity on firms' idiosyncratic volatility by Perera, Kasun, Kuruppuarachchi, Duminda, Kumarasinghe, Sriyalatha, Suleman, Muhammad Tahir

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The role of fundamentals and policy in New Zealand's carbon prices by Liao, Ling, Diaz-Rainey, Ivan, Kuruppuarachchi, Duminda, Gehricke, Sebastian

“…The New Zealand Emission Trading Scheme (NZ ETS) is unique in that it includes forestry as a carbon sink (a source of unit supply). Further, the NZ ETS has…”
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Predicting corporate carbon footprints for climate finance risk analyses: A machine learning approach by Nguyen, Quyen, Diaz-Rainey, Ivan, Kuruppuarachchi, Duminda

“…Corporations have come under pressure from investors and other stakeholders to disclose and reduce their greenhouse gas emissions (GHG). Corporate GHG…”
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Climate risk and the idiosyncratic volatility puzzle by Perera, Kasun, Kuruppuarachchi, Duminda, Kumarasinghe, Sriyalatha, Suleman, Muhammad Tahir

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In search of climate distress risk by Nguyen, Quyen, Diaz-Rainey, Ivan, Kuruppuarachchi, Duminda

“…Using the Merton distance to default model we investigate whether a firm's climate risk affects its default (distress) risk. S&P 500 non-financial firms during…”
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Effect of supply-chain resilience on firm performance and competitive advantage by Abeysekara, Nadeesha, Wang, Haijun, Kuruppuarachchi, Duminda

“…Purpose The purpose of this paper is to investigate the extent to which firms in the Sri Lankan apparel industry practice supply-chain-resilience (SCRes)…”
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Climate transition risk in U.S. loan portfolios: Are all banks the same? by Nguyen, Quyen, Diaz-Rainey, Ivan, Kuruppuarachchi, Duminda, McCarten, Matthew, Tan, Eric K.M.

“…We examine banks' exposure to climate transition risk using a bottom-up, loan-level methodology incorporating climate stress test based on the Merton…”
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Investor heterogeneity and anchoring-induced momentum by Onishchenko, Olena, Zhao, Jing, Kongahawatte, Sampath, Kuruppuarachchi, Duminda

“…This paper investigates how anchoring-induced investors’ trading behavior drives momentum anomaly. The results show that price momentum does not retain its…”
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Intraday time-series momentum and investor trading behavior by Onishchenko, Olena, Zhao, Jing, Kuruppuarachchi, Duminda, Roberts, Helen

“…This paper documents intraday time-series momentum in Taiwanese exchange-traded funds, as evidenced by the predictive relationship between the last half-hour…”
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A novel market efficiency index for energy futures and their term structure risk premiums by Kuruppuarachchi, Duminda, Premachandra, I.M., Roberts, Helen

“…This paper proposes a novel futures market efficiency index which aggregates the efficiencies of futures contracts across their term structure spanning from…”
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Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices by Kuruppuarachchi, Duminda, Lin, Hai, Premachandra, I.M.

“…We propose a novel test to measure market efficiency while estimating the time-varying risk premiums of commodity futures, given that the prices are…”
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Information spillover dynamics of the energy futures market sector: A novel common factor approach by Kuruppuarachchi, Duminda, Premachandra, I.M.

“…We investigate sector level information spillovers from energy to other futures market sectors using a novel conditionally heteroscedastic common factor…”
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Stock market's response to real output shocks in Eastern European frontier markets: A VARwAL model by Ülkü, Numan, Kuruppuarachchi, Duminda, Kuzmicheva, Olga

“…We study stock market's response to real output shocks in the small and young Eastern European frontier markets, and compare to the larger European emerging-…”
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Determinants of dividend policy: evidence from an emerging and developing market by Dewasiri, N. Jayantha, Yatiwelle Koralalage, Weerakoon Banda, Abdul Azeez, Athambawa, Jayarathne, P.G.S.A, Kuruppuarachchi, Duminda, Weerasinghe, V.A

“…Purpose The purpose of this paper is to identify the determinants of dividend policy in an emerging and developing market. Design/methodology/approach The…”
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Equity Risk Premium Puzzle: Evidence from Indonesia and Sri Lanka by Morawakage, Prabath S., Nimal, Pulukkuttige D., Kuruppuarachchi, Duminda

“…This paper investigates the equity risk premium puzzle in the Indonesian and Sri Lankan stock markets in order to identify the relationship between the…”
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Stock Market's Response to Real Output Shocks: Connection Restored but Delayed by Ülkü, Numan, Kuruppuarachchi, Duminda

“…We propose a vector autoregression with asymmetric leads model to combine the forward‐looking, contemporaneous, and delayed responses of the stock market to…”
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