Sumudu W. Watugala

Cornell University - SC Johnson College of Business

Ithaca, NY 14850

United States

University of Oxford - Oxford-Man Institute of Quantitative Finance

Eagle House

Walton Well Road

Oxford, Oxfordshire OX2 6ED

United Kingdom

SCHOLARLY PAPERS

8

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4,109

SSRN CITATIONS
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Top 13,689

in Total Papers Citations

30

CROSSREF CITATIONS

55

Scholarly Papers (8)

Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics

Number of pages: 80 Posted: 04 Dec 2018 Last Revised: 11 Mar 2021
Mathias S. Kruttli, Brigitte Roth Tran and Sumudu W. Watugala
Board of Governors of the Federal Reserve System, Federal Reserve Bank of San Francisco and Cornell University - SC Johnson College of Business
Downloads 847 (39,690)

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extreme weather, uncertainty, implied volatility, expected returns, climate risks

Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics

EBRD Working Paper No. 229
Number of pages: 80 Posted: 11 Sep 2019 Last Revised: 15 Mar 2021
Mathias S. Kruttli, Brigitte Roth Tran and Sumudu W. Watugala
Board of Governors of the Federal Reserve System, Federal Reserve Bank of San Francisco and Cornell University - SC Johnson College of Business
Downloads 237 (177,991)
Citation 16

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extreme weather, uncertainty, implied volatility, expected returns, climate risks

Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics

FEDS Working Paper No. 2019-54
Number of pages: 57 Posted: 25 Jul 2019 Last Revised: 21 Oct 2019
Mathias S. Kruttli, Brigitte Roth Tran and Sumudu W. Watugala
Board of Governors of the Federal Reserve System, Federal Reserve Bank of San Francisco and Cornell University - SC Johnson College of Business
Downloads 109 (340,760)

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2.

Banking on Carbon: Corporate Lending and Cap-and-Trade Policy

Number of pages: 66 Posted: 29 Jul 2020 Last Revised: 24 Jul 2021
Ivan Ivanov, Mathias S. Kruttli and Sumudu W. Watugala
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Cornell University - SC Johnson College of Business
Downloads 1,039 (30,177)
Citation 4

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bank lending, greenhouse gas emissions, cap-and-trade policy, climate finance

LTCM Redux? Hedge Fund Treasury Trading and Funding Fragility

Number of pages: 81 Posted: 05 Apr 2021 Last Revised: 08 Mar 2022
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Cornell University - SC Johnson College of Business
Downloads 445 (90,469)
Citation 1

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Hedge funds, Treasury markets, relative value, arbitrage, liquidity, redemption risk, creditor constraints

Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis

FEDS Working Paper No. 2021-38
Number of pages: 68 Posted: 09 Jul 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Cornell University - SC Johnson College of Business
Downloads 94 (376,121)

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Trade Credit and Cross-Country Predictable Firm Returns

Journal of Financial Economics Vol. 115, 592-613, 2015.
Number of pages: 46 Posted: 23 Jan 2011 Last Revised: 20 Aug 2015
Rui A. Albuquerque, Tarun Ramadorai and Sumudu W. Watugala
Boston College, Carroll School of Management, Imperial College London and Cornell University - SC Johnson College of Business
Downloads 522 (74,324)
Citation 6

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international equity markets, trade credit, information asymmetry, customer-supplier relations, predictability

Trade Credit and International Return Comovement

CEPR Discussion Paper No. DP8222
Number of pages: 47 Posted: 09 Feb 2011
Rui A. Albuquerque, Tarun Ramadorai and Sumudu W. Watugala
Boston College, Carroll School of Management, Imperial College London and Cornell University - SC Johnson College of Business
Downloads 5 (860,127)
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asymmetric information, international stock return comovement, rebalancing trades, trade credit

Investor Concentration, Flows, and Cash Holdings: Evidence from Hedge Funds

Number of pages: 50 Posted: 04 Sep 2017 Last Revised: 01 Nov 2019
Mathias S. Kruttli, Phillip Monin and Sumudu W. Watugala
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Cornell University - SC Johnson College of Business
Downloads 151 (266,479)

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Hedge funds, investor concentration, flows, precautionary cash, portfolio liquidity

Investor Concentration, Flows, and Cash Holdings: Evidence from Hedge Funds

OFR 17-07
Number of pages: 50 Posted: 21 Dec 2017 Last Revised: 09 Nov 2020
Mathias S. Kruttli, Phillip Monin and Sumudu W. Watugala
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Cornell University - SC Johnson College of Business
Downloads 88 (392,140)
Citation 2

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hedge funds, investor concentration, flows, precautionary cash

Investor Concentration, Flows, and Cash Holdings: Evidence from Hedge Funds

FEDS Working Paper No. 2017-121
Number of pages: 57 Posted: 20 Dec 2017
Mathias S. Kruttli, Phillip Monin and Sumudu W. Watugala
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Cornell University - SC Johnson College of Business
Downloads 80 (415,447)

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The Life of the Counterparty: Shock Propagation in Hedge Fund-Prime Broker Credit Networks

Number of pages: 82 Posted: 19 Mar 2018 Last Revised: 22 Feb 2022
Mathias S. Kruttli, Phillip Monin and Sumudu W. Watugala
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Cornell University - SC Johnson College of Business
Downloads 119 (320,361)
Citation 1

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hedge funds, prime brokers, credit networks, rehypothecation, collateral

The Life of the Counterparty: Shock Propagation in Hedge Fund-Prime Broker Credit Networks

OFR WP 19-03
Number of pages: 49 Posted: 24 Oct 2019
Mathias S. Kruttli, Phillip Monin and Sumudu W. Watugala
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Cornell University - SC Johnson College of Business
Downloads 69 (451,649)
Citation 1

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hedge funds, prime brokers, credit networks, rehypothecation, collateral

The Effects of the Volcker Rule on Corporate Bond Trading: Evidence from the Underwriting Exemption

Number of pages: 55 Posted: 18 Nov 2019
Meraj Allahrakha, Jill Cetina, Benjamin Munyan and Sumudu W. Watugala
International Monetary Fund (IMF) - Statistics Department, Federal Reserve Banks - Federal Reserve Bank of Dallas, Vanderbilt University - Finance and Cornell University - SC Johnson College of Business
Downloads 122 (314,535)
Citation 4

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Banking regulation, Volcker rule, heightened prudential regulation, corporate bonds, market liquidity, regulatory impact analysis

The Effects of the Volcker Rule on Corporate Bond Trading: Evidence from the Underwriting Exemption

OFR 19-02
Number of pages: 49 Posted: 22 Aug 2019
Meraj Allahrakha, Jill Cetina, Benjamin Munyan and Sumudu W. Watugala
International Monetary Fund (IMF) - Statistics Department, Federal Reserve Banks - Federal Reserve Bank of Dallas, Vanderbilt University - Finance and Cornell University - SC Johnson College of Business
Downloads 61 (481,620)
Citation 4

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Banking regulation, Volcker rule, heightened prudential regulation, corporate bonds, market liquidity, regulatory impact analysis

8.

What Makes Dealers Central? Evidence from Credit Interdealer Networks

Number of pages: 41 Posted: 04 Sep 2017 Last Revised: 10 Jun 2018
Benjamin Munyan and Sumudu W. Watugala
Vanderbilt University - Finance and Cornell University - SC Johnson College of Business
Downloads 121 (314,943)
Citation 1

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Bonds, CDS, networks, centrality, information, dealers

Other Papers (1)

Total Downloads: 360
1.

Economic Uncertainty and Commodity Futures Volatility

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 52 Posted: 05 Dec 2014 Last Revised: 07 Jan 2018
Sumudu W. Watugala
Cornell University - SC Johnson College of Business
Downloads 360 (80,994)

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Futures markets, commodities, emerging markets, concentration, volatility, uncertainty, power-law