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Details about Missaka Warusawitharana

Homepage:http://missaka.marginalq.com
Workplace:Federal Reserve Board (Board of Governors of the Federal Reserve System), (more information at EDIRC)

Access statistics for papers by Missaka Warusawitharana.

Last updated 2023-05-09. Update your information in the RePEc Author Service.

Short-id: pwa244


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Working Papers

2023

  1. Impact of Leverage Ratio Relief Announcement and Expiry on Bank Stock Prices
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads

2022

  1. The Monetization of Innovation
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads

2021

  1. COVID-19 as a Stress Test: Assessing the Bank Regulatory Framework
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (6)
    See also Journal Article COVID-19 as a stress test: Assessing the bank regulatory framework, Journal of Financial Stability, Elsevier (2022) Downloads View citations (5) (2022)

2018

  1. Effects of Fixed Nominal Thresholds for Enhanced Supervision
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads

2017

  1. Equity Issuance and Retirement by Nonfinancial Corporations
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads
  2. Matching Banks by Business Model, Geography and Size: A Dataset
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads

2016

  1. Corporate Equities by Issuer in the Financial Accounts of the United States
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)
  2. Time-varying Volatility and the Power Law Distribution of Stock Returns
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)
    See also Journal Article Time-varying volatility and the power law distribution of stock returns, Journal of Empirical Finance, Elsevier (2018) Downloads View citations (7) (2018)

2015

  1. Mapping Heat in the U.S. Financial System
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (10)
    See also Journal Article Mapping heat in the U.S. financial system, Journal of Banking & Finance, Elsevier (2017) Downloads View citations (43) (2017)
  2. Mapping Heat in the U.S. Financial System: A Summary
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)

2014

  1. Finance and Productivity Growth: Firm-level Evidence
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (27)
    See also Journal Article Finance and productivity growth: Firm-level evidence, Journal of Monetary Economics, Elsevier (2021) Downloads View citations (24) (2021)
  2. The Rise in Equity Valuation Ratios
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads
  3. The Social Discount Rate in Developing Countries
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (5)

2013

  1. Equity market misvaluation, financing, and investment
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (9)
    See also Journal Article Equity Market Misvaluation, Financing, and Investment, The Review of Financial Studies, Society for Financial Studies (2016) Downloads View citations (38) (2016)

2012

  1. Profitability and the lifecycle of firms
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (8)
    See also Journal Article Profitability and the lifecycle of firms, The B.E. Journal of Macroeconomics, De Gruyter (2018) Downloads View citations (6) (2018)

2011

  1. Capital ratios and bank lending: a matched bank approach
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (13)
    See also Journal Article Capital ratios and bank lending: A matched bank approach, Journal of Financial Intermediation, Elsevier (2013) Downloads View citations (133) (2013)
  2. What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    See also Journal Article What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio, Journal of Econometrics, Elsevier (2015) Downloads View citations (11) (2015)

2008

  1. Research and development, profits and firm value: a structural estimation
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (6)
    See also Journal Article Research and development, profits, and firm value: A structural estimation, Quantitative Economics, Econometric Society (2015) Downloads View citations (17) (2015)

2007

  1. Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    Also in 2006 Meeting Papers, Society for Economic Dynamics (2006) View citations (5)

    See also Journal Article Predictable returns and asset allocation: Should a skeptical investor time the market?, Journal of Econometrics, Elsevier (2009) Downloads View citations (56) (2009)

Journal Articles

2022

  1. COVID-19 as a stress test: Assessing the bank regulatory framework
    Journal of Financial Stability, 2022, 61, (C) Downloads View citations (5)
    See also Working Paper COVID-19 as a Stress Test: Assessing the Bank Regulatory Framework, Finance and Economics Discussion Series (2021) Downloads View citations (6) (2021)

2021

  1. Finance and productivity growth: Firm-level evidence
    Journal of Monetary Economics, 2021, 117, (C), 91-107 Downloads View citations (24)
    See also Working Paper Finance and Productivity Growth: Firm-level Evidence, Finance and Economics Discussion Series (2014) Downloads View citations (27) (2014)

2020

  1. The Costs and Benefits of Bank Capital—A Review of the Literature
    JRFM, 2020, 13, (4), 1-25 Downloads View citations (3)

2018

  1. Profitability and the lifecycle of firms
    The B.E. Journal of Macroeconomics, 2018, 18, (2), 30 Downloads View citations (6)
    See also Working Paper Profitability and the lifecycle of firms, Finance and Economics Discussion Series (2012) Downloads View citations (8) (2012)
  2. Time-varying volatility and the power law distribution of stock returns
    Journal of Empirical Finance, 2018, 49, (C), 123-141 Downloads View citations (7)
    See also Working Paper Time-varying Volatility and the Power Law Distribution of Stock Returns, Finance and Economics Discussion Series (2016) Downloads View citations (1) (2016)

2017

  1. Mapping heat in the U.S. financial system
    Journal of Banking & Finance, 2017, 81, (C), 36-64 Downloads View citations (43)
    See also Working Paper Mapping Heat in the U.S. Financial System, Finance and Economics Discussion Series (2015) Downloads View citations (10) (2015)

2016

  1. Equity Market Misvaluation, Financing, and Investment
    The Review of Financial Studies, 2016, 29, (3), 603-654 Downloads View citations (38)
    See also Working Paper Equity market misvaluation, financing, and investment, Finance and Economics Discussion Series (2013) Downloads View citations (9) (2013)

2015

  1. Research and development, profits, and firm value: A structural estimation
    Quantitative Economics, 2015, 6, (2), 531-565 Downloads View citations (17)
    See also Working Paper Research and development, profits and firm value: a structural estimation, Finance and Economics Discussion Series (2008) Downloads View citations (6) (2008)
  2. What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio
    Journal of Econometrics, 2015, 186, (1), 74-93 Downloads View citations (11)
    See also Working Paper What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio, NBER Working Papers (2011) Downloads View citations (6) (2011)

2013

  1. Capital ratios and bank lending: A matched bank approach
    Journal of Financial Intermediation, 2013, 22, (4), 663-687 Downloads View citations (133)
    See also Working Paper Capital ratios and bank lending: a matched bank approach, Finance and Economics Discussion Series (2011) Downloads View citations (13) (2011)
  2. The expected real return to equity
    Journal of Economic Dynamics and Control, 2013, 37, (9), 1929-1946 Downloads View citations (3)

2010

  1. Financial Market Shocks during the Great Depression
    The B.E. Journal of Macroeconomics, 2010, 10, (1), 1-27 Downloads View citations (6)

2009

  1. An Efficiency Perspective on the Gains from Mergers and Asset Purchases
    The B.E. Journal of Economic Analysis & Policy, 2009, 9, (1), 1-27 Downloads View citations (9)
  2. Predictable returns and asset allocation: Should a skeptical investor time the market?
    Journal of Econometrics, 2009, 148, (2), 162-178 Downloads View citations (56)
    See also Working Paper Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?, NBER Working Papers (2007) Downloads View citations (10) (2007)

2008

  1. Corporate asset purchases and sales: Theory and evidence
    Journal of Financial Economics, 2008, 87, (2), 471-497 Downloads View citations (57)
 
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