Dr Jayasinghe Wickramanayake - Researcher Profile

Biography

Jayasinghe Wickramanayake is a senior lecturer in the Department of Accounting and Finance. 

Qualifications

ECONOMICS

Institution: La Trobe University

Year awarded: 1994

Publications

Books

Wickramanayake, J., 1997, Central Provident Fund and Savings in Singapore: A Cointegration and Error Correction Analysis, Department of Accounting and Finance, Clayton Vic Australia.

Book Chapters

Ahsan, A., Skully, M.T., Wickramanayake, J., 2008, Central Bank Independence and Governance: Definitions and Modelling, in Central Banking Governance: Issues and Perspectives, eds Ravi Kumar, Jain B, Sohani AK, ICFAI University Press, India, pp. 12-58.

Burgess, M., Wickramanayake, J., 2007, Liquidity and market efficiency before and after the introduction of electronic trading at the Sydney Futures Exchange, in Asset Allocation and International Investments, eds Greg N. Gregoriou, Palgrave Macmillan, Basingstoke UK, pp. 151-182.

Chan, A., Wickramanayake, J., 2007, The Australian Stock Market: An empirical investigation, in Asset Allocation and International Investments, eds Greg N. Gregoriou, Palgrave Macmillan, Basingstoke UK, pp. 114-136.

Scally, A., Wickramanayake, J., 2004, An examination of the impact of AFTA on southeast asian foreign direct investment, in The Future of Foreign Investment in Southeast Asia, eds Nick J Freeman, Frank L Bartels, Routledge Curzon, London UK, pp. 49-79.

Leong, W., Wickramanayake, J., 2004, Portfolio investments in australia: 1988-1997, in Regional Financial Markets: Issues and Policies, eds Dilip K Ghosh, Mohamed Ariff, Praeger, USA, pp. 13-32.

Journal Articles

Tsigos, S., Cheng, Y., Sagaram, J.P.A., Wickramanayake, J., 2012, Acquiring firms' stock holder wealth effects of selected domestic and cross-border takeover bids in China, Academy of Taiwan Business Management Review [P], vol 8, issue 1, Taiwan Institute of Business Administration, Taichung City Taiwan, pp. 8-18.

Perera, A., Wickramanayake, J., 2012, Financial integration in selected South Asian countries, South Asian Journal of Global Business Research [P], vol 1, issue 2, Emerald Group Publishing Ltd, Bingley UK, pp. 210-237.

Watson, J., Wickramanayake, J., 2012, The relationship between aggregate managed fund flows and share market returns in Australia, Journal of International Financial Markets, Institutions and Money [P], vol 22, issue 3, Elsevier BV, Amsterdam Netherlands, pp. 451-472.

Azad, A., Fang, V., Wickramanayake, J., 2011, Low-frequency volatility of yen interest rate swap market in relation to macroeconomic risk, International Review of Finance [P], vol 11, issue 3, Wiley-Blackwell Publishing Asia, Richmond Vic Australia, pp. 353-390.

Watson, J., Wickramanayake, J., Premachandra, I., 2011, The value of Morningstar ratings: Evidence using stochastic data envelopment analysis, Managerial Finance [P], vol 37, issue 2, Emerald Group Publishing Ltd, UK, pp. 94-116.

Perera, G.H.S., Skully, M.T., Wickramanayake, J., 2010, Bank market concentration and interest spreads: South Asian evidence, International Journal of Emerging Markets [P], vol 5, issue 1, Emerald Group Publishing Ltd, UK, pp. 23-37.

Perera, G., Bertsch, T., Wickramanayake, J., 2010, Exit market liquidity and venture capitalists' investment behaviour: Evidence from Australia, Canada and the United Kingdom, Corporate Ownership and Control [P], vol 8, issue 1, Virtus Interpress, Sumy Ukraine, pp. 743-757.

Watson, J., Allen, N., Phoon, K., Wickramanayake, J., 2010, Investing into the abyss: The continued misclassification of multi-sector managed funds, Corporate Ownership and Control [P], vol 8, issue 1, Virtus Interpress, Ukraine, pp. 600-623.

Yangbo, B., Wickramanayake, J., Watson, J., Tsigos, S., 2010, The relationship between mutual fund flows and stock market returns: A comparative empirical analysis, Corporate Ownership and Control [P], vol 8, issue 1, Virtus Interpress, Ukraine, pp. 785-799.

Perera, G., Wickramanayake, J., Mehta, A., 2010, Wealth effects of business takeover announcements: The case of Australian acquirers' shareholders, Corporate Ownership and Control [P], vol 8, issue 1, Virtus Interpress, Sumy Ukraine, pp. 758-771.

Ahsan, A., Skully, M.T., Wickramanayake, J., 2009, A critical analysis of central bank independence and governance in Australia and Bangladesh, Journal of Administration and Governance [P], vol 4, issue 1, Monash University Department of Management, Caulfield East Vic Australia, pp. 11-28.

Phoon, K.F., Watson, J., Wickramanayake, J., 2008, Further evidence on the approximation of confidence intervals for Sharpe style weights: The case of Australian listed managed funds, Investment Management and Financial Innovations, vol 5, issue 2, Dilovi Perspektyvy, Ukraine, pp. 57-72.

Pathan, S.T., Skully, M.T., Wickramanayake, J., 2008, Reforms in Thai bank governance: The aftermath of the Asian financial crisis, International Review of Financial Analysis, vol 17, issue 2, Elsevier BV, North-Holland, Netherlands, pp. 345-362.

Pathan, S.T., Skully, M.T., Wickramanayake, J., 2007, Board size, independence and performance: An analysis of Thai banks, Asia-Pacific Financial Markets, vol 14, issue 3, Springer New York LLC, USA, pp. 211-227.

Perera, G.H.S., Skully, M.T., Wickramanayake, J., 2007, Cost efficiency in South Asian banking: The impact of bank size, state ownership and stock exchange listings, International Review of Finance [P], vol 7, issue 1-2, Wiley-Blackwell Publishing Asia, Richmond Vic Australia, pp. 35-60.

Perera, G.H.S., Skully, M.T., Wickramanayake, J., 2006, Competition and structure of South Asian banking: A revenue behaviour approach, Applied Financial Economics, vol 16, issue 11, Routledge, UK, pp. 789-801.

Ahsan, A., Skully, M.T., Wickramanayake, J., 2006, Determinants of central bank independence and governance: Problems and policy implications, Journal of Administration and Governance, vol 1, issue 1, Monash University Department of Management, Australia, pp. 47-67.

Do, M.V., Faff, R., Wickramanayake, J., 2005, An empirical analysis of hedge fund performance: the case of Australian hedge funds industry, Journal of Multinational Financial Management, vol 15, issue 4-5, Elsevier BV, North-Holland, The Netherlands, pp. 377-393.

Tan, J., Wickramanayake, J., 2005, Contrarian investment strategies, extrapolation and risk in Australia, The Journal of Accounting and Finance, vol 19, issue 2, Research Development Association, Jaipur India, pp. 3-38.

Sagaram, J.P.A., Wickramanayake, J., 2005, Financial centers in the Asia-Pacific region: an empirical study on Australia, Hong Kong, Japan and Singapore, Banca Nazionale del Lavoro. Quarterly Review, vol LVIII, issue 232, BNL Edizioni SpA, Italy, pp. 21-52.

Perera, G.H.S., Skully, M.T., Wickramanayake, J., 2005, Human progress in south Asia: a multifaceted analysis, South Asia: Journal of South Asian Studies, vol 28, issue 3, Routledge, UK, pp. 437-456.

Wickramanayake, J., 2004, Financial structure, rural credit and supportive institutional framework in Sri Lanka: An empirical analsysis, Savings and Development [P], vol XXVIII, issue 4, Giordano dell'Amore Foundation, Italy, pp. 339-358.

Aik, K.G.K., Wickramanayake, J., 2002, Predicting stock returns using financial statement information: some Australian evidence, The Journal of Accounting and Finance, vol 16, issue 2, The Research Development Association, India, pp. 3-25.

Achda, I., Wickramanayake, J., 2001, The Relationship Between Reported Cash Flow and Accrual Accounting Figures: The Australian Evidence, The Business Review, vol 7, issue 1-2, Faculty of Commerce and Management, University of Kashmir, Sri Nagar Kashmir India, pp. 1-19.

Wickramanayake, J., 1998, Central Provident Fund and Savings in Singapore: An Empirical Analysis, Savings and Development Quarterly Review, vol xxii, 4, Giardano Dell'Amore Foundation, Milan Italy, pp. 435-454.

Conference Proceedings

Tsigos, S., Wickramanayake, J., 2004, An evaluation of X-efficiency and scale economies of banks in selected South East Asian countries: 1997-2001, Roads to Sustainable Asian Economic Prosperity: Proceedings of the 12th Annual Conference on Pacific Basin Finance, Economics, Accounting and Business, 10 August 2004 to 11 August 2004, UTCC, Bangkok Thailand, pp. 1-37.

Wickramanayake, J., 2003, Dualistic financial structure and changes in informal and formal financing in the rural sector in Sri Lanka, International Islamic Banking Conference - "From Money Lenders to Bankers: Evolution of Islamic Banking in Relation to Judeo Christian and Oriental Banking Traditions", 09 September 2003 to 10 September 2003, Monash University, Bandar Sunway Malaysia, pp. 1-17.

Wickramanayake, J., 1999, Superannuation, Age Pension and Their Impact on the Level of Private Savings in Australia: 1970-1995, Academy of International Business and Southeast Asia Region - 1999 Annual Conference Proceedings - Volume 1, Melbourne, Vic. 8-10 July 1999, Monash University, Melbourne Vic Australia, pp. 393-402.

Uy, A., Wickramanayake, J., 1999, Trading Bank Lending in Australia 1975-1997: An Empirical Investigation, Proceedings for Queensland Finance Conference, Brisbane, Australia 30 Sept & 1 Oct 1999, Queensland University of Technology, Brisbane Australia, pp. 296-318.

Postgraduate Research Supervisions

Current Supervision

Program of Study:

(DOCTORATE BY RESEARCH).

Thesis Title:

The transmission of monetary policy in South Asian countries: An examination of its relationship with financial sector changes.

Supervisors:

Wickramanayake, J (Main), Ralston, D (Associate).

Completed Supervision

Student:

Ady, A.

Program of Study:

DO THE REAL RATE AND EQUITY PREMIUM PUZZLE EXIST IN AUSTRALIA? AN EXAMINATION OF THE REAL ROLE OF INTEREST IN AUSTRALIA FROM 1817-1996. 2006.

Supervisors:

Wickramanayake, J (Main).

Student:

Ahsan, A.

Program of Study:

Central bank independence and governance in the Asia Pacific. (PHD) 2008.

Supervisors:

Skully, M (Joint-Co), Wickramanayake, J (Joint).

Student:

Azad, A.

Program of Study:

Essays in volatility and risk modelling in interest rate swaps. (PHD) 2011.

Supervisors:

Fang, V (Joint), Wickramanayake, J (Joint-Co).

Student:

Pathan, M.

Program of Study:

Bank board structure and risk-taking: An investigation into the US bank holding companies. (PHD) 2007.

Supervisors:

Skully, M (Main), Wickramanayake, J (Associate).

Student:

Perera, G.

Program of Study:

Competitive conduct and efficiency of South Asian banking 1990-2004. (PHD) 2006.

Supervisors:

Skully, M (Main), Wickramanayake, J (Associate).

Student:

Scally, A.

Program of Study:

THE IMPACT OF REGIONAL INTEGRATION ON FDI: THE CASE OF AFTA. (PHD) 2005.

Supervisors:

Adams, P (Main), Wickramanayake, J (Joint).

Student:

Valensi, M.

Program of Study:

Who disciplines Indonesian banks? A study of market discipline in Indonesia 1980 - 1999. (PHD) 2005.

Supervisors:

Skully, M (Main), Wickramanayake, J (Associate).

Student:

Watson, J.

Program of Study:

Issues in funds management: Australian evidence. (PHD) 2010.

Supervisors:

Wickramanayake, J (Main), Phoon, K (Associate).