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Details about Missaka Warusawitharana

E-mail:
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 2017-10-03. Update your information in the RePEc Author Service.

Short-id: pwa244


Jump to Journal Articles

Working Papers

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
  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

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 (3)
    See also Journal Article in Journal of Banking & Finance (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

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 (9)
  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

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 in Review of Financial Studies (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 (4)

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 (10)
    See also Journal Article in Journal of Financial Intermediation (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 (5)
    See also Journal Article in Journal of Econometrics (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 in Quantitative Economics (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 (8)
    Also in 2006 Meeting Papers, Society for Economic Dynamics (2006) View citations (3)

    See also Journal Article in Journal of Econometrics (2009)

Journal Articles

2017

  1. Mapping heat in the U.S. financial system
    Journal of Banking & Finance, 2017, 81, (C), 36-64 Downloads
    See also Working Paper (2015)

2016

  1. Equity Market Misvaluation, Financing, and Investment
    Review of Financial Studies, 2016, 29, (3), 603-654 Downloads View citations (4)
    See also Working Paper (2013)

2015

  1. Research and development, profits, and firm value: A structural estimation
    Quantitative Economics, 2015, 6, (2), 531-565 Downloads View citations (3)
    See also Working Paper (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 (3)
    See also Working Paper (2011)

2013

  1. Capital ratios and bank lending: A matched bank approach
    Journal of Financial Intermediation, 2013, 22, (4), 663-687 Downloads View citations (28)
    See also Working Paper (2011)
  2. The expected real return to equity
    Journal of Economic Dynamics and Control, 2013, 37, (9), 1929-1946 Downloads View citations (2)

2010

  1. Financial Market Shocks during the Great Depression
    The B.E. Journal of Macroeconomics, 2010, 10, (1), 1-27 Downloads View citations (4)

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 (5)
  2. Predictable returns and asset allocation: Should a skeptical investor time the market?
    Journal of Econometrics, 2009, 148, (2), 162-178 Downloads View citations (31)
    See also Working Paper (2007)

2008

  1. Corporate asset purchases and sales: Theory and evidence
    Journal of Financial Economics, 2008, 87, (2), 471-497 Downloads View citations (37)
 
Page updated 2017-10-17