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Duminda Kuruppuarachchi

Duminda KuruppuarachchiLecturer
PhD (Otago), MBA (UoM), PGDBM (Colombo), B.Sc (USJP)

Office: OBS 3.49
Phone: + 64 3 479 5609
Email: duminda.ka@otago.ac.nz

Dr. Duminda Kuruppuarachchi joined the University of Otago as a Lecturer in 2018. Prior to this appointment, he has served as a Senior Lecturer at the University of Sri Jayewardenepura, Sri Lanka and as a visiting Lecturer at the University of Moratuwa, and Colombo University, Sri Lanka. Duminda has specialised in Financial Econometrics and Applied Statistics and has gained experience in using various statistical packages such as STATA, SPSS, EVIEWS, AMOS, and SMART-PLS in data analysis. He is also an expert in MATLAB programming especially in writing codes for Econometric analysis.

Duminda’s PhD thesis (Otago, 2015) is on Market Efficiency testing and Information Spillovers in Futures Markets and his research have been published in leading A* and A rated (ABDC) finance journals. Duminda has also won various awards including the best research paper award at an international conference, Alan MacGregor Prize for the outstanding student from the department of Accountancy and Finance, University of Otago, Otago Doctoral Scholarship, and a Gold Medal for his outstanding performance at the MBA programme, University of Moratuwa, Sri Lanka. Duminda has also gained a lot of experience in supervising both undergraduate and postgraduate students. He has also gained administrative experience in Accreditation and Quality Assurance while serving at universities in Sri Lanka.

For more information please refer to:

Teaching

  • FINC308 Financial Econometrics

Research Interests

  • Market Efficiency of Financial Markets
  • Information Spillovers in Financial Markets
  • Financial Modelling

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Publications

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. Advance online publication. doi: 10.1108/MF-09-2017-0331

Kuruppuarachchi, D., Lin, H., & Premachandra, I. (2018). Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices. Economic Modelling. Advance online publication. doi: 10.1016/j.econmod.2017.12.005

Kuruppuarachchi, D., Premachandra, I. M., & Roberts, H. (2018). A novel market efficiency index for energy futures and their term structure risk premiums. Energy Economics. Advance online publication. doi: 10.1016/j.eneco.2018.09.010

Morawakage, P. S., Nimal, P. D., & Kuruppuarachchi, D. (2018). Equity risk premium puzzle: Evidence from Indonesia and Sri Lanka. Bulletin of Indonesian Economic Studies. Advance online publication. doi: 10.1080/00074918.2018.1529406

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

Journal - Research Article

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. Advance online publication. doi: 10.1108/MF-09-2017-0331

Kuruppuarachchi, D., Lin, H., & Premachandra, I. (2018). Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices. Economic Modelling. Advance online publication. doi: 10.1016/j.econmod.2017.12.005

Morawakage, P. S., Nimal, P. D., & Kuruppuarachchi, D. (2018). Equity risk premium puzzle: Evidence from Indonesia and Sri Lanka. Bulletin of Indonesian Economic Studies. Advance online publication. doi: 10.1080/00074918.2018.1529406

Kuruppuarachchi, D., Premachandra, I. M., & Roberts, H. (2018). A novel market efficiency index for energy futures and their term structure risk premiums. Energy Economics. Advance online publication. doi: 10.1016/j.eneco.2018.09.010

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

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

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

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.

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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]

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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.

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.

More publications...