Details about Sumudu W. Watugala

Access statistics for papers by Sumudu W. Watugala.

Last updated 2024-08-09. Update your information in the RePEc Author Service.

Short-id: pwa559

Working Papers

2021

1. Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (6)
2. Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
   Working Paper Series, Federal Reserve Bank of San Francisco View citations (10)
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2019) View citations (15)

2020

3. Investor Concentration, Flows, and Cash Holdings: Evidence from Hedge Funds
   Working Papers, Office of Financial Research, US Department of the Treasury View citations (1)
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2017) View citations (4)

2019

4. The Effects of the Volcker Rule on Corporate Bond Trading: Evidence from the Underwriting Exemption
   Working Papers, Office of Financial Research, US Department of the Treasury View citations (5)
5. The Life of the Counterparty: Shock Propagation in Hedge Fund-Prime Broker Credit Networks
   Working Papers, Office of Financial Research, US Department of the Treasury
   See also Journal Article The life of the counterparty: Shock propagation in hedge fund-prime broker credit networks, Journal of Financial Economics, Elsevier (2022) View citations (2) (2022)

2015

6. Economic Uncertainty and Commodity Futures Volatility
   Working Papers, Office of Financial Research, US Department of the Treasury View citations (6)

2014

7. Trade Credit and Cross-country Predictable Firm Returns
   Staff Discussion Papers, Office of Financial Research, US Department of the Treasury
   See also Journal Article Trade credit and cross-country predictable firm returns, Journal of Financial Economics, Elsevier (2015) View citations (24) (2015)

2011

8. Trade Credit and International Return Comovement
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)

Journal Articles

2024

1. Banking on Carbon: Corporate Lending and Cap-and-Trade Policy
   The Review of Financial Studies, 2024, 37, (5), 1640-1684 View citations (4)
2. Extreme Weather and Financial Market Uncertainty
   FRBSF Economic Letter, 2024, 2024, (01), 5

2022

3. The life of the counterparty: Shock propagation in hedge fund-prime broker credit networks
   Journal of Financial Economics, 2022, 146, (3), 965-988 View citations (2)
   See also Working Paper The Life of the Counterparty: Shock Propagation in Hedge Fund-Prime Broker Credit Networks, Working Papers (2019) (2019)

2019

4. Economic uncertainty, trading activity, and commodity futures volatility
   Journal of Futures Markets, 2019, 39, (8), 921-945 View citations (14)

2015

5. Trade credit and cross-country predictable firm returns
   Journal of Financial Economics, 2015, 115, (3), 592-613 View citations (24)
   See also Working Paper Trade Credit and Cross-country Predictable Firm Returns, Staff Discussion Papers (2014) (2014)