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Details about Sumudu W. Watugala

Workplace:Oxford-Man Institute of Quantitative Finance, Oxford University, (more information at EDIRC)
Charles H. Dyson School of Applied Economics and Management, College of Agriculture and Life Sciences, Cornell University, (more information at EDIRC)

Access statistics for papers by Sumudu W. Watugala.

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

Short-id: pwa559


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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.) Downloads View citations (6)
  2. Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (10)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2019) Downloads View citations (15)

2020

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

2019

  1. 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 Downloads View citations (5)
  2. 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 Downloads
    See also Journal Article The life of the counterparty: Shock propagation in hedge fund-prime broker credit networks, Journal of Financial Economics, Elsevier (2022) Downloads View citations (2) (2022)

2015

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

2014

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

2011

  1. Trade Credit and International Return Comovement
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads 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 Downloads View citations (2)
  2. Extreme Weather and Financial Market Uncertainty
    FRBSF Economic Letter, 2024, 2024, (01), 5 Downloads

2022

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

2019

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

2015

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