Sumudu W. Watugala

Cornell University - Dyson School of Applied Economics and Management

Ithaca, NY

United States

SCHOLARLY PAPERS

7

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1,279

SSRN CITATIONS
Rank 40,251

SSRN RANKINGS

Top 40,251

in Total Papers Citations

2

CROSSREF CITATIONS

12

Scholarly Papers (7)

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, T. Ramadorai and Sumudu W. Watugala
Boston College, Carroll School of Management, Imperial College London and Cornell University - Dyson School of Applied Economics and Management
Downloads 476 (60,357)

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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, T. Ramadorai and Sumudu W. Watugala
Boston College, Carroll School of Management, Imperial College London and Cornell University - Dyson School of Applied Economics and Management
Downloads 5 (663,114)
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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, Government of the United States of America, Department of the Treasury, Office of Financial Research and Cornell University - Dyson School of Applied Economics and Management
Downloads 109 (259,098)

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

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, Government of the United States of America, Department of the Treasury, Office of Financial Research and Cornell University - Dyson School of Applied Economics and Management
Downloads 70 (343,712)

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Investor concentration, Hedge funds, Flows, Portfolio liquidity, Precautionary cash

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

OFR 17-07
Number of pages: 57 Posted: 21 Dec 2017
Mathias S. Kruttli, Phillip Monin and Sumudu W. Watugala
Board of Governors of the Federal Reserve System, Government of the United States of America, Department of the Treasury, Office of Financial Research and Cornell University - Dyson School of Applied Economics and Management
Downloads 63 (363,865)
Citation 2

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

3.

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 - Dyson School of Applied Economics and Management
Downloads 95 (282,946)
Citation 2

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Bonds, CDS, networks, centrality, information, dealers

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 - Dyson School of Applied Economics and Management
Downloads 35 (469,863)

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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 - Dyson School of Applied Economics and Management
Downloads 34 (474,605)
Citation 1

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

Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics

EBRD Working Paper No. 229
Number of pages: 69 Posted: 11 Sep 2019 Last Revised: 28 Jan 2020
Mathias S. Kruttli, Brigitte Roth Tran and Sumudu W. Watugala
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Cornell University - Dyson School of Applied Economics and Management
Downloads 28 (506,379)

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extreme weather, uncertainty, implied volatility, hurricanes, climate risks

Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics

FEDS Working Paper No. 2019-054
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, Board of Governors of the Federal Reserve System and Cornell University - Dyson School of Applied Economics and Management
Downloads 16 (583,873)

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extreme weather events, uncertainty, implied volatility, stock returns, hurricanes, climate finance

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, Government of the United States of America, Department of the Treasury, Office of Financial Research and Cornell University - Dyson School of Applied Economics and Management
Downloads 14 (597,841)

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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

Number of pages: 47 Posted: 19 Mar 2018 Last Revised: 24 Oct 2019
Mathias S. Kruttli, Phillip Monin and Sumudu W. Watugala
Board of Governors of the Federal Reserve System, Government of the United States of America, Department of the Treasury, Office of Financial Research and Cornell University - Dyson School of Applied Economics and Management
Downloads 12 (612,184)

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

7.

Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics

Number of pages: 69 Posted: 04 Dec 2018
Mathias S. Kruttli, Brigitte Roth Tran and Sumudu W. Watugala
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Cornell University - Dyson School of Applied Economics and Management
Downloads 322

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extreme weather, uncertainty, implied volatility, hurricanes, climate risks

Other Papers (1)

Total Downloads: 343
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 - Dyson School of Applied Economics and Management
Downloads 343 (80,994)

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