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Details about Amiyatosh Purnanandam

Homepage:http://webuser.bus.umich.edu/amiyatos/
Workplace:Ross School of Business, University of Michigan, (more information at EDIRC)

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

  1. Judging Banks’ Risk by the Profits They Report
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2019

  1. Bank Risk Dynamics and Distance to Default
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) Downloads View citations (4)
    CESifo Working Paper Series, CESifo (2019) Downloads View citations (4)

    See also Journal Article Banks’ Risk Dynamics and Distance to Default, The Review of Financial Studies, Society for Financial Studies (2020) Downloads View citations (4) (2020)

2008

  1. Corporate hedging, investment and value
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)

2006

  1. 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) Downloads View citations (270) (2011)

Journal Articles

2021

  1. Color and credit: Race, regulation, and the quality of financial services
    Journal of Financial Economics, 2021, 141, (1), 48-65 Downloads View citations (15)

2020

  1. Banks’ Risk Dynamics and Distance to Default
    The Review of Financial Studies, 2020, 33, (6), 2421-2467 Downloads View citations (4)
    See also Working Paper Bank Risk Dynamics and Distance to Default, CEPR Discussion Papers (2019) Downloads View citations (10) (2019)

2018

  1. Do Short Sellers Trade on Private Information or False Information?
    Journal of Financial and Quantitative Analysis, 2018, 53, (3), 997-1023 Downloads View citations (13)
  2. Growth Option Exercise and Capital Structure*
    (Illiquidity and stock returns: cross-section and time series effects)
    Review of Finance, 2018, 22, (1), 177-206 Downloads View citations (1)

2017

  1. Design of Financial Securities: Empirical Evidence from Private-Label RMBS Deals
    The Review of Financial Studies, 2017, 30, (1), 120-161 Downloads View citations (27)
  2. The Strategic Underreporting of Bank Risk
    The Review of Financial Studies, 2017, 30, (10), 3376-3415 Downloads View citations (51)

2016

  1. Can Markets Discipline Government Agencies? Evidence from the Weather Derivatives Market
    Journal of Finance, 2016, 71, (1), 303-334 Downloads View citations (9)

2014

  1. Seasoned Equity Offerings, Corporate Governance, and Investments
    Review of Finance, 2014, 18, (3), 1023-1057 Downloads View citations (25)

2011

  1. Originate-to-distribute Model and the Subprime Mortgage Crisis
    The Review of Financial Studies, 2011, 24, (6), 1881-1915 Downloads View citations (188)
  2. The effect of banking crisis on bank-dependent borrowers
    Journal of Financial Economics, 2011, 99, (1), 116-135 Downloads View citations (270)
    See also Working Paper The effect of a banking crisis on bank-dependent borrowers, Proceedings (2006) View citations (5) (2006)

2010

  1. CEOs versus CFOs: Incentives and corporate policies
    Journal of Financial Economics, 2010, 97, (2), 263-278 Downloads View citations (170)
  2. Is Default Risk Negatively Related to Stock Returns?
    The Review of Financial Studies, 2010, 23, (6), 2523-2559 Downloads View citations (112)

2009

  1. Do Shareholder Rights Affect the Cost of Bank Loans?
    The Review of Financial Studies, 2009, 22, (8), 2973-3004 Downloads View citations (137)

2008

  1. Financial distress and corporate risk management: Theory and evidence
    Journal of Financial Economics, 2008, 87, (3), 706-739 Downloads View citations (89)

2007

  1. Determinants of the floating-to-fixed rate debt structure of firms
    Journal of Financial Economics, 2007, 85, (3), 755-786 Downloads View citations (28)
  2. Interest rate derivatives at commercial banks: An empirical investigation
    Journal of Monetary Economics, 2007, 54, (6), 1769-1808 Downloads View citations (107)
  3. The valuation of a firm’s investment opportunities: a reduced form credit risk perspective
    Review of Derivatives Research, 2007, 10, (1), 39-58 Downloads View citations (6)

2005

  1. A generalized coherent risk measure: The firm's perspective
    Finance Research Letters, 2005, 2, (1), 23-29 Downloads View citations (3)

2004

  1. Are IPOs Really Underpriced?
    The Review of Financial Studies, 2004, 17, (3), 811-848 Downloads View citations (159)

2003

  1. Market Pricing of Deposit Insurance
    Journal of Financial Services Research, 2003, 24, (2), 93-119 Downloads View citations (32)
    See also Chapter Market Pricing of Deposit Insurance, World Scientific Book Chapters, 2008, 551-577 (2008) Downloads (2008)

Chapters

2008

  1. Market Pricing of Deposit Insurance
    Chapter 22 in Financial Derivatives Pricing Selected Works of Robert Jarrow, 2008, pp 551-577 Downloads
    See also Journal Article Market Pricing of Deposit Insurance, Springer (2003) Downloads View citations (32) (2003)
 
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