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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 2019-07-09. Update your information in the RePEc Author Service.

Short-id: ppu96


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Working Papers

2019

  1. Bank Risk Dynamics and Distance to Default
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in CESifo Working Paper Series, CESifo (2019) Downloads View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2019) Downloads View citations (2)

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 (3)
    See also Journal Article in Journal of Financial Economics (2011)

Journal Articles

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 (2)

2017

  1. Design of Financial Securities: Empirical Evidence from Private-Label RMBS Deals
    Review of Financial Studies, 2017, 30, (1), 120-161 Downloads View citations (3)

2016

  1. Can Markets Discipline Government Agencies? Evidence from the Weather Derivatives Market
    Journal of Finance, 2016, 71, (1), 303-334 Downloads View citations (2)

2014

  1. Seasoned Equity Offerings, Corporate Governance, and Investments
    Review of Finance, 2014, 18, (3), 1023-1057 Downloads View citations (10)

2011

  1. Originate-to-distribute Model and the Subprime Mortgage Crisis
    Review of Financial Studies, 2011, 24, (6), 1881-1915 Downloads View citations (103)
  2. The effect of banking crisis on bank-dependent borrowers
    Journal of Financial Economics, 2011, 99, (1), 116-135 Downloads View citations (179)
    See also Working Paper (2006)

2010

  1. CEOs versus CFOs: Incentives and corporate policies
    Journal of Financial Economics, 2010, 97, (2), 263-278 Downloads View citations (67)
  2. Is Default Risk Negatively Related to Stock Returns?
    Review of Financial Studies, 2010, 23, (6), 2523-2559 Downloads View citations (72)

2009

  1. Do Shareholder Rights Affect the Cost of Bank Loans?
    Review of Financial Studies, 2009, 22, (8), 2973-3004 Downloads View citations (74)

2008

  1. Financial distress and corporate risk management: Theory and evidence
    Journal of Financial Economics, 2008, 87, (3), 706-739 Downloads View citations (49)

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 (19)
  2. Interest rate derivatives at commercial banks: An empirical investigation
    Journal of Monetary Economics, 2007, 54, (6), 1769-1808 Downloads View citations (74)
  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 (5)

2005

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

2004

  1. Are IPOs Really Underpriced?
    Review of Financial Studies, 2004, 17, (3), 811-848 Downloads View citations (119)

2003

  1. Market Pricing of Deposit Insurance
    Journal of Financial Services Research, 2003, 24, (2), 93-119 Downloads View citations (26)
    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 Downloads
    See also Journal Article in Journal of Financial Services Research (2003)
 
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