Priyank Gandhi

Rutgers University, New Brunswick

New Brunswick, NJ

United States

SCHOLARLY PAPERS

17

DOWNLOADS
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Top 10,334

in Total Papers Downloads

6,641

SSRN CITATIONS
Rank 8,129

SSRN RANKINGS

Top 8,129

in Total Papers Citations

87

CROSSREF CITATIONS

72

Scholarly Papers (17)

1.

Size Anomalies in U.S. Bank Stock Returns

Journal of Finance, Forthcoming
Number of pages: 51 Posted: 05 Aug 2010 Last Revised: 13 Nov 2014
Priyank Gandhi and Hanno N. Lustig
Rutgers University, New Brunswick and Stanford Graduate School of Business
Downloads 1,553 (16,842)
Citation 4

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Banking Crisis, Banking, Government Bailout

2.

Using Annual Report Sentiment as a Proxy for Financial Distress in U.S. Banks

Number of pages: 35 Posted: 25 Jan 2017 Last Revised: 20 May 2020
Priyank Gandhi, Tim Loughran and Bill McDonald
Rutgers University, New Brunswick, University of Notre Dame and University of Notre Dame - Mendoza College of Business - Department of Finance
Downloads 998 (32,278)
Citation 5

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Financial distress; textual analysis; negative sentiment; distressed delisting; financial institutions.

3.

Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation

Swiss Finance Institute Research Paper No. 17-53, Published, Management Science, 2019, Vol. 65:11, 5268–5289
Number of pages: 59 Posted: 18 Oct 2013 Last Revised: 05 Mar 2021
Rutgers University, New Brunswick, University of Notre Dame, University of Konstanz - Department of Economics and Universita' della Svizzera italiana
Downloads 729 (49,663)
Citation 13

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Libor, manipulation, financial market misconduct, enforcement

4.

Counterparty Credit Risk and the Credit Default Swap Market

Journal of Financial Economics (JFE), Vol. 103, No. 2, 2012
Number of pages: 14 Posted: 06 May 2011 Last Revised: 17 Dec 2012
Navneet Arora, Priyank Gandhi and Francis A. Longstaff
American Century Investments, Rutgers University, New Brunswick and University of California, Los Angeles (UCLA) - Finance Area
Downloads 699 (52,555)
Citation 49

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Counterparty Credit Risk, CDS

5.

Equity Is Cheap for Large Financial Institutions

Swiss Finance Institute Research Paper No. 16-22, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 83 Posted: 14 Mar 2016 Last Revised: 31 Jan 2019
Priyank Gandhi, Hanno N. Lustig and Alberto Plazzi
Rutgers University, New Brunswick, Stanford Graduate School of Business and Universita' della Svizzera italiana
Downloads 627 (60,426)
Citation 1

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Financial crisis, Financial firms, Banking, Government bailouts

6.

Treasury Yield Implied Volatility and Real Activity

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 54 Posted: 26 Jul 2017 Last Revised: 21 May 2020
University of Notre Dame, University of Delaware and Rutgers University, New Brunswick
Downloads 501 (80,081)
Citation 8

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Treasury Futures, Treasury Futures Options, Implied Volatility, Interest Rate, Business Cycles, Real Activity, Macroeconomic Activity, Macroeconomic Uncertainty, Forecasting, Libor-OIS Spread, Bank Credit

7.

Reply to Amit Goyal’s Comment, 'No Size Anomalies in U.S. Bank Stock Returns'

Number of pages: 18 Posted: 24 Apr 2014 Last Revised: 13 May 2014
Priyank Gandhi and Hanno N. Lustig
Rutgers University, New Brunswick and Stanford Graduate School of Business
Downloads 350 (121,219)

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8.

On Identifying Commercial Banks in CRSP

Number of pages: 15 Posted: 05 Nov 2014
Priyank Gandhi and Hanno N. Lustig
Rutgers University, New Brunswick and Stanford Graduate School of Business
Downloads 347 (122,358)

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9.

Diversification by U.S. Banks: True Safety or a False Sense of Security?

Swiss Finance Institute Research Paper No. 16-43
Number of pages: 52 Posted: 02 Jul 2016 Last Revised: 22 Jul 2017
Rutgers University, New Brunswick, University of California, Los Angeles (UCLA) - Anderson School of Management and Universita' della Svizzera italiana
Downloads 238 (179,909)
Citation 1

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Bank diversification, Non-interest income, Systemic risk, Financial crisis

10.

The Relation between Credit Growth and the Expected Returns of Bank Stocks

Number of pages: 54 Posted: 04 Oct 2011 Last Revised: 04 May 2018
Priyank Gandhi
Rutgers University, New Brunswick
Downloads 183 (228,924)
Citation 2

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Bank equity returns, Tail risk, Bank credit growth

11.

Tax Risk and Asset Prices: Evidence from Dual-class Corporate Bonds in the Early 19th Century

Number of pages: 72 Posted: 03 May 2019 Last Revised: 25 May 2019
Matthias Fleckenstein, Priyank Gandhi and Pengjie Gao
University of Delaware, Rutgers University, New Brunswick and University of Notre Dame - Mendoza College of Business
Downloads 119 (322,260)
Citation 1

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Tax, Tax risk, Asset prices, Cross-section of returns

12.

From the 'Long Depression' to the 'Great Recession': Bank Credit, Macroeconomic Risk, and Equity Returns

Number of pages: 69 Posted: 13 Jan 2016 Last Revised: 05 Nov 2016
Priyank Gandhi
Rutgers University, New Brunswick
Downloads 101 (360,452)

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bank credit, business cycles, rare events, return predictability

13.

United They Fall: Bank Risk after the Financial Crisis

Number of pages: 65 Posted: 13 Jun 2022 Last Revised: 04 Jul 2022
Priyank Gandhi and Amiyatosh Purnanandam
Rutgers University, New Brunswick and University of Michigan, Stephen M. Ross School of Business
Downloads 59 (487,569)

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14.

Size Anomalies in U.S. Bank Stock Returns: A Fiscal Explanation

NBER Working Paper No. w16553
Number of pages: 52 Posted: 22 Nov 2010 Last Revised: 26 Mar 2022
Priyank Gandhi and Hanno N. Lustig
Rutgers University, New Brunswick and Stanford Graduate School of Business
Downloads 51 (520,598)
Citation 21

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15.

International Transmission of Bank Liquidity Shocks: Evidence from Bond Markets

Number of pages: 70 Posted: 05 Dec 2019 Last Revised: 15 Aug 2022
Priyank Gandhi, George Issa and Elvis Jarnecic
Rutgers University, New Brunswick, The University of Sydney and The University of Sydney
Downloads 47 (538,515)

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Bond markets, Contagion, Banking crisis, International transmission, Wholesale funding, Fixed income markets, Liquidity shocks.

16.

Equity is Cheap for Large Financial Institutions: The International Evidence

NBER Working Paper No. w22355
Number of pages: 79 Posted: 20 Jun 2016 Last Revised: 01 Aug 2022
Priyank Gandhi, Hanno N. Lustig and Alberto Plazzi
Rutgers University, New Brunswick, Stanford Graduate School of Business and Universita' della Svizzera italiana
Downloads 35 (600,244)
Citation 4

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17.

The Relation between Bank Credit Growth and the Expected Returns of Bank Stocks

European Financial Management, Vol. 24, Issue 4, pp. 610-649, 2018
Number of pages: 40 Posted: 17 Sep 2018
Priyank Gandhi
Rutgers University, New Brunswick
Downloads 4 (853,072)
Citation 2

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bank credit growth, bank equity returns, tail risk

Other Papers (2)

Total Downloads: 75
1.

Does Trading Affect Banks’ Role as Liquidity Providers?

Number of pages: 44 Posted: 12 Dec 2012 Last Revised: 08 Jul 2016
Priyank Gandhi and Patrick Christian Kiefer
Rutgers University, New Brunswick and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 66 (291,684)

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Liquidity risk; Credit supply; Costly external finance; Bank regulation

2.

Liquidity Management and Real Credit Supply: Evidence from Bank Participation in Financial Markets

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 36 Posted: 24 Aug 2014
Priyank Gandhi and Patrick Christian Kiefer
Rutgers University, New Brunswick and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 9

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