Details about Amiyatosh Purnanandam
Access statistics for papers by Amiyatosh Purnanandam.
Last updated 2024-01-04. Update your information in the RePEc Author Service.
Short-id: ppu96
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Working Papers
2023
- Judging Banks’ Risk by the Profits They Report
NBER Working Papers, National Bureau of Economic Research, Inc
2019
- Bank Risk Dynamics and Distance to Default
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (4) CESifo Working Paper Series, CESifo (2019) View citations (4)
See also Journal Article Banks’ Risk Dynamics and Distance to Default, The Review of Financial Studies, Society for Financial Studies (2020) View citations (4) (2020)
2008
- Corporate hedging, investment and value
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
2006
- The effect of a banking crisis on bank-dependent borrowers
Proceedings, Federal Reserve Bank of Chicago View citations (5)
See also Journal Article The effect of banking crisis on bank-dependent borrowers, Journal of Financial Economics, Elsevier (2011) View citations (270) (2011)
Journal Articles
2021
- Color and credit: Race, regulation, and the quality of financial services
Journal of Financial Economics, 2021, 141, (1), 48-65 View citations (15)
2020
- Banks’ Risk Dynamics and Distance to Default
The Review of Financial Studies, 2020, 33, (6), 2421-2467 View citations (4)
See also Working Paper Bank Risk Dynamics and Distance to Default, CEPR Discussion Papers (2019) View citations (10) (2019)
2018
- Do Short Sellers Trade on Private Information or False Information?
Journal of Financial and Quantitative Analysis, 2018, 53, (3), 997-1023 View citations (13)
- Growth Option Exercise and Capital Structure*
(Illiquidity and stock returns: cross-section and time series effects)
Review of Finance, 2018, 22, (1), 177-206 View citations (1)
2017
- Design of Financial Securities: Empirical Evidence from Private-Label RMBS Deals
The Review of Financial Studies, 2017, 30, (1), 120-161 View citations (27)
- The Strategic Underreporting of Bank Risk
The Review of Financial Studies, 2017, 30, (10), 3376-3415 View citations (51)
2016
- Can Markets Discipline Government Agencies? Evidence from the Weather Derivatives Market
Journal of Finance, 2016, 71, (1), 303-334 View citations (9)
2014
- Seasoned Equity Offerings, Corporate Governance, and Investments
Review of Finance, 2014, 18, (3), 1023-1057 View citations (25)
2011
- Originate-to-distribute Model and the Subprime Mortgage Crisis
The Review of Financial Studies, 2011, 24, (6), 1881-1915 View citations (188)
- The effect of banking crisis on bank-dependent borrowers
Journal of Financial Economics, 2011, 99, (1), 116-135 View citations (270)
See also Working Paper The effect of a banking crisis on bank-dependent borrowers, Proceedings (2006) View citations (5) (2006)
2010
- CEOs versus CFOs: Incentives and corporate policies
Journal of Financial Economics, 2010, 97, (2), 263-278 View citations (170)
- Is Default Risk Negatively Related to Stock Returns?
The Review of Financial Studies, 2010, 23, (6), 2523-2559 View citations (112)
2009
- Do Shareholder Rights Affect the Cost of Bank Loans?
The Review of Financial Studies, 2009, 22, (8), 2973-3004 View citations (137)
2008
- Financial distress and corporate risk management: Theory and evidence
Journal of Financial Economics, 2008, 87, (3), 706-739 View citations (89)
2007
- Determinants of the floating-to-fixed rate debt structure of firms
Journal of Financial Economics, 2007, 85, (3), 755-786 View citations (28)
- Interest rate derivatives at commercial banks: An empirical investigation
Journal of Monetary Economics, 2007, 54, (6), 1769-1808 View citations (107)
- The valuation of a firm’s investment opportunities: a reduced form credit risk perspective
Review of Derivatives Research, 2007, 10, (1), 39-58 View citations (6)
2005
- A generalized coherent risk measure: The firm's perspective
Finance Research Letters, 2005, 2, (1), 23-29 View citations (3)
2004
- Are IPOs Really Underpriced?
The Review of Financial Studies, 2004, 17, (3), 811-848 View citations (159)
2003
- Market Pricing of Deposit Insurance
Journal of Financial Services Research, 2003, 24, (2), 93-119 View citations (32)
See also Chapter Market Pricing of Deposit Insurance, World Scientific Book Chapters, 2008, 551-577 (2008) (2008)
Chapters
2008
- Market Pricing of Deposit Insurance
Chapter 22 in Financial Derivatives Pricing Selected Works of Robert Jarrow, 2008, pp 551-577 
See also Journal Article Market Pricing of Deposit Insurance, Springer (2003) View citations (32) (2003)
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