Sumudu W. Watugala

Cornell University - Dyson School of Applied Economics and Management

Ithaca, NY

United States

University of Oxford - Oxford-Man Institute of Quantitative Finance

Eagle House

Walton Well Road

Oxford, Oxfordshire OX2 6ED

United Kingdom

SCHOLARLY PAPERS

4

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899

CITATIONS
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8

Scholarly Papers (4)

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 - Dyson School of Applied Economics and Management
Downloads 468 (58,709)
Citation 7

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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 - Dyson School of Applied Economics and Management
Downloads 5 (632,554)
Citation 1
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asymmetric information, international stock return comovement, rebalancing trades, trade credit

2.

Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics

Number of pages: 56 Posted: 04 Dec 2018 Last Revised: 09 Jul 2019
Mathias 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 231 (130,608)

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

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 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 59 (359,840)

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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 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 56 (369,413)
Citation 1

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

4.

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 80 (301,043)
Citation 1

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Bonds, CDS, networks, centrality, information, dealers

Other Papers (1)

Total Downloads: 337
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 337 (80,994)

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