2024
Journal - Research Article
Fernando, S., Onishchenko, O., & Kuruppuarachchi, D. (2024). Do short sellers amplify extreme market declines? Pacific-Basin Finance Journal, 87, 102498. doi: 10.1016/j.pacfin.2024.102498
Perera, K., Kuruppuarachchi, D., Kumarasinghe, S., & Suleman, M. T. (2024). Climate risk and the idiosyncratic volatility puzzle. Applied Economics, 2337816. Advance online publication. doi: 10.1080/00036846.2024.2337816
Onishchenko, O., Zhao, J., Kongahawatte, S., & Kuruppuarachchi, D. (2024). Investor heterogeneity and anchoring-induced momentum. Journal of Behavioral & Experimental Finance, 42, 100926. doi: 10.1016/j.jbef.2024.100926
2023
Journal - Research Article
Perera, K., Kuruppuarachchi, D., Kumarasinghe, S., & Suleman, M. T. (2023). The impact of carbon disclosure and carbon emissions intensity on firms' idiosyncratic volatility. Energy Economics, 107053. Advance online publication. doi: 10.1016/j.eneco.2023.107053
Liao, L., Diaz-Rainey, I., Kuruppuarachchi, D., & Gehricke, S. (2023). The role of fundamentals and policy in New Zealand's carbon prices. Energy Economics, 106737. Advance online publication. doi: 10.1016/j.eneco.2023.106737
Yu, X., Kuruppuarachchi, D., & Kumarasinghe, S. (2023). Financial development, FDI, and CO2 emissions: Does carbon pricing matter? Applied Economics. Advance online publication. doi: 10.1080/00036846.2023.2203460
Nguyen, Q., Diaz-Rainey, I., & Kuruppuarachchi, D. (2023). In search of climate distress risk. International Review of Financial Analysis, 85, 102444. doi: 10.1016/j.irfa.2022.102444
Nguyen, Q., Diaz-Rainey, I., Kuruppuarachchi, D., McCarten, M., & Tan, E. K. M. (2023). Climate transition risk in U.S. loan portfolios: Are all banks the same? International Review of Financial Analysis, 85, 102401. doi: 10.1016/j.irfa.2022.102401
Kennett, H., Diaz-Rainey, I., Biswas, P. K., & Kuruppuarachchi, D. (2023). Climate transition risk in New Zealand equities. Journal of Sustainable Finance & Investment, 13(2), 868-892. doi: 10.1080/20430795.2021.1904774
Conference Contribution - Verbal presentation and other Conference outputs
Yu, X., Kuruppuarachchi, D., & Kumarasinghe, S. (2023, November-December). CEO duality, climate risk-related MD&A, and environmental innovations: The impact on idiosyncratic risk. Verbal presentation at the 4th Climate and Energy Finance Group (CEFGroup) Sustainable Finance and Accounting Symposium, Dunedin, New Zealand.
2022
Journal - Research Article
Arachchi, C. W., & Kuruppuarachchi, D. (2022). What drives innovation performance? A study of Sri Lankan software development industry. International Journal of Contemporary Business Research, 1(1), 1-26.
Conference Contribution - Verbal presentation and other Conference outputs
Liao, L., Diaz-Rainey, I., Kuruppuarachchi, D., & Gehricke, S. (2022, November). Carbon premium in Australian equity market. Verbal presentation at the 3rd Climate and Energy Finance Group (CEFGroup) Climate Finance Symposium, Dunedin, New Zealand.
Perera, K., Kuruppuarachchi, D., Kumarasinghe, S., & Suleman, T. (2022, April). Idiosyncratic volatility puzzle: A climate risk explanation. Verbal presentation at the Financial Markets & Corporate Governance (FMCG) Conference, [Hybrid].
2021
Journal - Research Article
Onishchenko, O., Zhao, J., Kuruppuarachchi, D., & Roberts, H. (2021). Intraday time-series momentum and investor trading behavior. Journal of Behavioral & Experimental Finance, 31, 100557. doi: 10.1016/j.jbef.2021.100557
Priyadarshana, A. D. A. D., Lokupitiya, R. S., Kuruppuarachchi, D., & Lokupitiya, E. (2021). Using weather patterns to forecast electricity consumption in Sri Lanka: An ARDL approach. International Energy Journal, 21(2), 257-268.
Nguyen, Q., Diaz-Rainey, I., & Kuruppuarachchi, D. (2021). Predicting corporate carbon footprints for climate finance risk analyses: A machine learning approach. Energy Economics, 95, 105129. doi: 10.1016/j.eneco.2021.105129
Conference Contribution - Verbal presentation and other Conference outputs
Onishchenko, O., Zhao, J., Kuruppuarachchi, D., & Roberts, H. (2021, July). Who drives intraday time-series momentum? Verbal presentation at the Accounting & Finance Association of Australia and New Zealand (AFAANZ) Conference, [Online].
2020
Conference Contribution - Published proceedings: Abstract
Liao, L., Diaz-Rainey, I., Gehricke, S., & Kuruppuarachchi, D. (2020). The role of fundamentals and policy in New Zealand's carbon prices. Proceedings of the 14th Annual Otago Energy Research Centre (OERC) Symposium: New Energy Futures post COVID-19. Retrieved from https://www.otago.ac.nz/oerc
Conference Contribution - Verbal presentation and other Conference outputs
Nguyen, Q., Diaz-Rainey, I., Kuruppuarachchi, D., McCarten, M., & Tan, E. K. M. (2020, December). Climate transition risk in U.S. loan portfolios: Are all banks the same? Verbal presentation at the 1st Climate and Energy Finance Group (CEFGroup) Climate Finance Symposium, [Hybrid].
Liao, L., Diaz-Rainey, I., Gehricke, S., & Kuruppuarachchi, D. (2020, December). The role of fundamentals and policy in New Zealand's carbon prices. Verbal presentation at the 1st Climate and Energy Finance Group (CEFGroup) Climate Finance Symposium, [Hybrid].
2019
Journal - Research Article
Abeysekara, N., Wang, H., & Kuruppuarachchi, D. (2019). Effect of supply-chain resilience on firm performance and competitive advantage: A study of the Sri Lankan apparel industry. Business Process Management Journal, 25(7), 1673-1695. doi: 10.1108/BPMJ-09-2018-0241
Dewasiri, N. J., Koralalage, W. B. Y., Azeez, A. A., Jayarathne, P. G. S. A., Kuruppuarachchi, D., & Weerasinghe, V. A. (2019). Determinants of dividend policy: Evidence from an emerging and developing market. Managerial Finance, 45(3), 413-429. doi: 10.1108/MF-09-2017-0331
Morawakage, P. S., Nimal, P. D., & Kuruppuarachchi, D. (2019). Equity risk premium puzzle: Evidence from Indonesia and Sri Lanka. Bulletin of Indonesian Economic Studies, 55(2), 239-248. doi: 10.1080/00074918.2018.1529406
Kuruppuarachchi, D., Premachandra, I. M., & Roberts, H. (2019). A novel market efficiency index for energy futures and their term structure risk premiums. Energy Economics, 77, 23-33. doi: 10.1016/j.eneco.2018.09.010
Kuruppuarachchi, D., Lin, H., & Premachandra, I. (2019). Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices. Economic Modelling, 77, 92-112. doi: 10.1016/j.econmod.2017.12.005
2017
Journal - Research Article
Ülkü, N., Kuruppuarachchi, D., & Kuzmicheva, O. (2017). Stock market's response to real output shocks in Eastern European frontier markets: A VARwAL model. Emerging Markets Review, 33, 140-154. doi: 10.1016/j.ememar.2017.09.004
Conference Contribution - Published proceedings: Full paper
Arachchi, W., & Kuruppuarachchi, D. (2017). Drivers of innovation performance of the Sri Lankan software development industry. Proceedings of the 14th International Conference on Business Management. (pp. 798-820). [Full Paper]
2016
Journal - Research Article
Kuruppuarachchi, D. (2016). The role of Sri Lankan stock market in the Asian region. Vidyodaya Journal of Management, 2(1), 61-85.
Kuruppuarachchi, D., & Premachandra, I. M. (2016). Information spillover dynamics of the energy futures market sector: A novel common factor approach. Energy Economics, 57, 277-294. doi: 10.1016/j.eneco.2016.05.015
2015
Journal - Research Article
Ülkü, N., & Kuruppuarachchi, D. (2015). Stock market's response to real output shocks: Connection restored but delayed. International Review of Finance, 15(4), 613-622. doi: 10.1111/irfi.12056
Conference Contribution - Verbal presentation and other Conference outputs
Kuruppuarachchi, D., & Premachandra, I. M. (2015, December). Information spillover dynamics of the energy futures market sector: A novel common factor approach. Verbal presentation at the World Finance & Banking Symposium, Hanoi, Vietnam.
2014
Conference Contribution - Verbal presentation and other Conference outputs
Kuruppuarachchi, D., Hai, L., & Premachandra, I. M. (2014, July). Investigating the efficiency of commodity futures: A novel efficiency index. Verbal presentation at the World Finance Conference, Venice, Italy.
2010
Journal - Research Article
Kuruppuarachchi, D., & Perera, H. S. C. (2010). Impact of TQM and technology management on organizational performance. IUP Journal of Operations Management, 9(3), 23-47.