Nagaratnam Jeyasreedharan
Lecturer in Finance
Department of Business and Economics
University of Tasmania
Australia
Biography
Sree joined the University of Tasmania as a lecturer in July, 2002. Prior to joining the University of Tasmania he was a casual lecturer and tutor at Curtin University, Perth.
Research Interest
Sree's research themes align with the University's strategic theme of Data, Knowledge and Decisions.His research interests include quantitative finance (i.e. behavioural finance, multidimensional asset pricing, fund management, risk measurement, trading strategies, market microstructure etc.). A particular focus of his research is the non-normality and time varying behaviour of asset returns and their causes and consequences.
Publications
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Jeyasreedharan N, Allen DE, Yang JW. Yet another ACD model: The autoregressive conditional directional duration (ACDD) model. Annals of Financial Economics. 2014 Jun;9(01):1450004.
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Jeyasreedharan N. Laksham allen, Nihal YatawaraExtreme daily, weekly and monthly returns using data from the Australian Stock Market, 2009. In22 nd Sydney conference on Finance.
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Jeyasreedharan N. The Day-of-the-Week Effect: Anomaly or Illusion? New Evidence from Sri Lanka’. International Journal of Accounting and Business Finance. 2015;1(1):42-57.
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Jeyasreedharan N, Alles L, Yatawara ND. The asymptotics of extreme returns in the australian stock market.
