Gishan Dissanaike - Further Selected Publications
Journal articles
Dissanaike, G. (1994) "On the computation of returns in tests of the stock market overreaction hypothesis." Journal of Banking and Finance, 18(6): 1083-1094 (DOI: 10.1016/0378-4266(94)00061-1)
Dissanaike, G. (1996) "Are stock price reversals really asymmetric? A note." Journal of Banking and Finance, 20(1): 189-201
Dissanaike, G. (1997) "Do stock market investors overreact?" Journal of Business Finance and Accounting, 24(1): 27-49
Dissanaike, G. (1998) "Do stockmarket 'losers' win more than 'winners' lose?" Applied Economics Letters, 5(3): 143-146
Dissanaike, G. (1999) "Long-term stock price reversals in the UK: evidence from regression tests." British Accounting Review, 31(4): 373-385 (DOI: 10.1006/bare.1999.0115)
Dissanaike, G. (2002) "Does the size effect explain the UK winner-loser effect?" Journal of Business Finance and Accounting, 29(1-2): 139-154
Dissanaike, G. and Le Fur, A. (2003) "On the use of the Log CAR measure in event studies." Journal of Business Finance and Accounting, 30(7/8): 1165-1170 (available online in another format: see "Working Papers" section below)
Dissanaike, G. and Amel-Zadeh, A. (2007) "Venture capitalists, business angels, and performance of entrepreneurial IPOs in the UK and France: a discussion." Journal of Business Finance and Accounting, 34(3/4): 529-540
Dissanaike, G. and Lim, K.H. (2009) "The sophisticated and the simple: the profitability of contrarian strategies." European Financial Management (forthcoming) (DOI: 10.1111/j.1468-036X.2008.00466.x)
Also available via the Social Science Research Network website »
Dissanaike, G. and Markar, I. (2009) "Corporate financing in East Asia before the 1997 crash." Journal of International Business Studies, 40(6): 990-1004 (DOI: doi:10.1057/jibs.2009.13)
Also available via the Social Science Research Network website (longer version) »
Dissanaike, G. and Szilagyi, P.G. (2010) "Corporate governance and control: introduction." European Financial Management, 16(5): 710-711 (DOI: 10.1111/j.1468-036X.2010.00575.x)
Conference papers
Dissanaike, G. and Lim, K.H. (2005) "The sophisticated and the simple: the profitability of contrarian strategies." In: American Accounting Association 2005 Annual Meeting, 7-10 August 2005, San Francisco, CA.
Working papers
Dissanaike, G. (1994) "Do stockmarket investors overreact? The UK evidence." Applied Economics Department, Cambridge University, Discussion Papers in Accounting and Finance (AF) No.8
Dissanaike, G. (1996) "Long-term stock price reversals in the UK: evidence from regression tests." Applied Economics Department, Cambridge University, Discussion Papers in Accounting and Finance No.1996/24
Dissanaike, G. (2000) "Does the size effect subsume the UK 'winner-loser' effect?" Judge Institute of Management, Cambridge University, Research Paper No.2000/6
Dissanaike, G. and Le Fur, A. (2000) "On the use of the Log CAR measure in event studies." Judge Institute of Management, Cambridge University, Research Paper No.2000/8
Lambrecht, B., Dissanaike, G. and Saragga-Seabra, A. (2001) "Differentiating debt target from non-target firms: an empirical study on corporate capital structure." Judge Institute of Management, Cambridge University, Research Paper no.2001/18
Dissanaike, G. and Wang, S. (2003) "A critical examination of orthogonal regression." Social Science Research Network, Electronic Paper No.407560
Dissanaike, G. and Papazian, A.V. (2004) "Management turnover in stock market winners and losers: a clinical investigation." European Corporate Governance Institute, Working Paper Series in Finance No.2004/61
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