On the goodness-of-fits of the generalized lambda distribution on high-frequency stock index returns von Owusu Junior, Peterson, Jeyasreedharan, Nagaratnam, Alagidede, Imhotep Paul

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Effects of intervaling on high-frequency realized higher-order moments von Ahadzie, Richard Mawulawoe, Jeyasreedharan, Nagaratnam

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Higher‐order moments and asset pricing in the Australian stock market von Ahadzie, Richard Mawulawoe, Jeyasreedharan, Nagaratnam

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Trading volume and realized higher-order moments in the Australian stock market von Ahadzie, Richard Mawulawoe, Jeyasreedharan, Nagaratnam

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Quantile relationships between standard, diffusion and jump betas across Japanese banks von Chowdhury, Biplob, Jeyasreedharan, Nagaratnam, Dungey, Mardi

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Jump Risk in the US Financial Sector von Gajurel, Dinesh, Dungey, Mardi, Yao, Wenying, Jeyasreedharan, Nagaratnam

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Modelling return behaviour of global real estate investment trusts equities von Owusu Junior, Peterson, Tweneboah, George, Ijasan, Kola, Jeyasreedharan, Nagaratnam

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Modelling return behaviour of global real estate investment trusts equities: Evidence from generalised lambda distribution von Owusu Junior, Peterson, Tweneboah, George, Ijasan, Kola, Jeyasreedharan, Nagaratnam

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Evaluating the performance of hedge funds using two-stage peer group benchmarks von Wilkens, Marco, Yao, Juan, Oehler, Patrick J, Jeyasreedharan, Nagaratnam

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