Details about Amiyatosh Purnanandam

Access statistics for papers by Amiyatosh Purnanandam.

Last updated 2023-09-08. Update your information in the RePEc Author Service.

Short-id: ppu96

Working Papers

2023

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

2019

2. Bank Risk Dynamics and Distance to Default
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
   Also in CESifo Working Paper Series, CESifo (2019) View citations (4)
   NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (4)
   See also Journal Article in Review of Financial Studies (2020)

2008

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

2006

4. The effect of a banking crisis on bank-dependent borrowers
   Proceedings, Federal Reserve Bank of Chicago View citations (5)
   See also Journal Article in Journal of Financial Economics (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 View citations (10)

2020

2. Banks’ Risk Dynamics and Distance to Default
   (Robust comparative statics in large dynamic economies)
   Review of Financial Studies, 2020, 33, (6), 2421-2467 View citations (4)
   See also Working Paper (2019)

2018

3. Do Short Sellers Trade on Private Information or False Information?
   Journal of Financial and Quantitative Analysis, 2018, 53, (3), 997-1023 View citations (9)
4. Growth Option Exercise and Capital Structure*
   (Illiquidity and stock returns: cross-section and time series effects)
   Review of Finance, 2018, 22, (1), 177-206

2017

5. Design of Financial Securities: Empirical Evidence from Private-Label RMBS Deals
   Review of Financial Studies, 2017, 30, (1), 120-161 View citations (17)
6. The Strategic Underreporting of Bank Risk
   Review of Financial Studies, 2017, 30, (10), 3376-3415 View citations (41)

2016

7. Can Markets Discipline Government Agencies? Evidence from the Weather Derivatives Market
   Journal of Finance, 2016, 71, (1), 303-334 View citations (7)

2014

8. Seasoned Equity Offerings, Corporate Governance, and Investments
   Review of Finance, 2014, 18, (3), 1023-1057 View citations (22)

2011

9. Originate-to-distribute Model and the Subprime Mortgage Crisis
   Review of Financial Studies, 2011, 24, (6), 1881-1915 View citations (178)
10. The effect of banking crisis on bank-dependent borrowers
    Journal of Financial Economics, 2011, 99, (1), 116-135 View citations (258)
    See also Working Paper (2006)

2010

11. CEOs versus CFOs: Incentives and corporate policies
    Journal of Financial Economics, 2010, 97, (2), 263-278 View citations (148)
12. Is Default Risk Negatively Related to Stock Returns?
    Review of Financial Studies, 2010, 23, (6), 2523-2559 View citations (102)

2009

13. Do Shareholder Rights Affect the Cost of Bank Loans?
    Review of Financial Studies, 2009, 22, (8), 2973-3004 View citations (123)

2008

14. Financial distress and corporate risk management: Theory and evidence
    Journal of Financial Economics, 2008, 87, (3), 706-739 View citations (83)

2007

15. Determinants of the floating-to-fixed rate debt structure of firms
    Journal of Financial Economics, 2007, 85, (3), 755-786 View citations (27)
16. Interest rate derivatives at commercial banks: An empirical investigation
    Journal of Monetary Economics, 2007, 54, (6), 1769-1808 View citations (102)
17. 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

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

2004

19. Are IPOs Really Underpriced?
    Review of Financial Studies, 2004, 17, (3), 811-848 View citations (157)

2003

20. Market Pricing of Deposit Insurance
    Journal of Financial Services Research, 2003, 24, (2), 93-119 View citations (32)
    See also Chapter (2008)

Chapters

2008

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