Details about Missaka Warusawitharana

Access statistics for papers by Missaka Warusawitharana.

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

Short-id: pwa244

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.)

2022

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

2021

3. 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.) View citations (6)
   See also Journal Article COVID-19 as a stress test: Assessing the bank regulatory framework, Journal of Financial Stability, Elsevier (2022) View citations (8) (2022)

2018

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

2017

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

2016

7. Corporate Equities by Issuer in the Financial Accounts of the United States
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
8. 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.) View citations (2)
   See also Journal Article Time-varying volatility and the power law distribution of stock returns, Journal of Empirical Finance, Elsevier (2018) View citations (9) (2018)

2015

9. Mapping Heat in the U.S. Financial System
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (10)
   See also Journal Article Mapping heat in the U.S. financial system, Journal of Banking & Finance, Elsevier (2017) View citations (47) (2017)
10. Mapping Heat in the U.S. Financial System: A Summary
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

2014

11. Finance and Productivity Growth: Firm-level Evidence
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (27)
    See also Journal Article Finance and productivity growth: Firm-level evidence, Journal of Monetary Economics, Elsevier (2021) View citations (37) (2021)
12. The Rise in Equity Valuation Ratios
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)
13. The Social Discount Rate in Developing Countries
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (5)

2013

14. Equity market misvaluation, financing, and investment
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (9)
    See also Journal Article Equity Market Misvaluation, Financing, and Investment, The Review of Financial Studies, Society for Financial Studies (2016) View citations (42) (2016)

2012

15. Profitability and the lifecycle of firms
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (8)
    See also Journal Article Profitability and the lifecycle of firms, The B.E. Journal of Macroeconomics, De Gruyter (2018) View citations (7) (2018)

2011

16. Capital ratios and bank lending: a matched bank approach
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (13)
    See also Journal Article Capital ratios and bank lending: A matched bank approach, Journal of Financial Intermediation, Elsevier (2013) View citations (138) (2013)
17. 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 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) View citations (12) (2015)

2008

18. 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.) View citations (6)
    See also Journal Article Research and development, profits, and firm value: A structural estimation, Quantitative Economics, Econometric Society (2015) View citations (19) (2015)

2007

19. Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?
    NBER Working Papers, National Bureau of Economic Research, Inc 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) View citations (57) (2009)

Journal Articles

2022

1. COVID-19 as a stress test: Assessing the bank regulatory framework
   Journal of Financial Stability, 2022, 61, (C) View citations (8)
   See also Working Paper COVID-19 as a Stress Test: Assessing the Bank Regulatory Framework, Finance and Economics Discussion Series (2021) View citations (6) (2021)

2021

2. Finance and productivity growth: Firm-level evidence
   Journal of Monetary Economics, 2021, 117, (C), 91-107 View citations (37)
   See also Working Paper Finance and Productivity Growth: Firm-level Evidence, Finance and Economics Discussion Series (2014) View citations (27) (2014)

2020

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

2018

4. Profitability and the lifecycle of firms
   The B.E. Journal of Macroeconomics, 2018, 18, (2), 30 View citations (7)
   See also Working Paper Profitability and the lifecycle of firms, Finance and Economics Discussion Series (2012) View citations (8) (2012)
5. Time-varying volatility and the power law distribution of stock returns
   Journal of Empirical Finance, 2018, 49, (C), 123-141 View citations (9)
   See also Working Paper Time-varying Volatility and the Power Law Distribution of Stock Returns, Finance and Economics Discussion Series (2016) View citations (2) (2016)

2017

6. Mapping heat in the U.S. financial system
   Journal of Banking & Finance, 2017, 81, (C), 36-64 View citations (47)
   See also Working Paper Mapping Heat in the U.S. Financial System, Finance and Economics Discussion Series (2015) View citations (10) (2015)

2016

7. Equity Market Misvaluation, Financing, and Investment
   The Review of Financial Studies, 2016, 29, (3), 603-654 View citations (42)
   See also Working Paper Equity market misvaluation, financing, and investment, Finance and Economics Discussion Series (2013) View citations (9) (2013)

2015

8. Research and development, profits, and firm value: A structural estimation
   Quantitative Economics, 2015, 6, (2), 531-565 View citations (19)
   See also Working Paper Research and development, profits and firm value: a structural estimation, Finance and Economics Discussion Series (2008) View citations (6) (2008)
9. 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 View citations (12)
   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) View citations (6) (2011)

2013

10. Capital ratios and bank lending: A matched bank approach
    Journal of Financial Intermediation, 2013, 22, (4), 663-687 View citations (138)
    See also Working Paper Capital ratios and bank lending: a matched bank approach, Finance and Economics Discussion Series (2011) View citations (13) (2011)
11. The expected real return to equity
    Journal of Economic Dynamics and Control, 2013, 37, (9), 1929-1946 View citations (3)

2010

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

2009

13. An Efficiency Perspective on the Gains from Mergers and Asset Purchases
    The B.E. Journal of Economic Analysis & Policy, 2009, 9, (1), 27 View citations (9)
14. Predictable returns and asset allocation: Should a skeptical investor time the market?
    Journal of Econometrics, 2009, 148, (2), 162-178 View citations (57)
    See also Working Paper Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?, NBER Working Papers (2007) View citations (10) (2007)

2008

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