Sumudu W. Watugala

Cornell University - SC Johnson College of Business

Ithaca, NY 14850

United States

SCHOLARLY PAPERS

8

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Top 25,926

in Total Papers Downloads

2,276

SSRN CITATIONS
Rank 14,790

SSRN RANKINGS

Top 14,790

in Total Papers Citations

35

CROSSREF CITATIONS

41

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, Board of Governors of the Federal Reserve System and Cornell University - SC Johnson College of Business
Downloads 583 (55,590)

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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. 2019-054
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 - SC Johnson College of Business
Downloads 92 (335,313)

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

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, Board of Governors of the Federal Reserve System and Cornell University - SC Johnson College of Business
Downloads 72 (388,852)
Citation 12

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

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 504 (66,493)
Citation 5

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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 (755,970)
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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 131 (261,385)

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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, Board of Governors of the Federal Reserve System and Cornell University - SC Johnson College of Business
Downloads 79 (368,516)

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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: 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 72 (388,852)
Citation 2

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hedge funds, investor concentration, flows, precautionary cash

4.

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

Number of pages: 50 Posted: 29 Jul 2020 Last Revised: 18 Mar 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 259 (143,450)
Citation 4

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

5.

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

Number of pages: 67 Posted: 05 Apr 2021 Last Revised: 11 May 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 140 (247,263)

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

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 91 (337,661)
Citation 1

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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 48 (475,766)
Citation 5

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

7.

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 110 (295,603)
Citation 2

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Bonds, CDS, networks, centrality, information, dealers

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

Number of pages: 47 Posted: 19 Mar 2018 Last Revised: 23 Jul 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 48 (475,766)
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 42 (502,936)
Citation 1

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

Other Papers (1)

Total Downloads: 353
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 353 (80,994)

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