Priyank Gandhi

Rutgers University, New Brunswick

New Brunswick, NJ

United States

SCHOLARLY PAPERS

17

DOWNLOADS
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Top 10,742

in Total Papers Downloads

7,321

SSRN CITATIONS
Rank 7,145

SSRN RANKINGS

Top 7,145

in Total Papers Citations

136

CROSSREF CITATIONS

74

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 1,603 (18,349)
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 1,079 (33,037)
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 772 (52,547)
Citation 19

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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 728 (56,818)
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 649 (66,036)
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 550 (81,347)
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.

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 424 (111,296)
Citation 1

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8.

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 382 (125,498)

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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 264 (185,817)
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 206 (235,867)
Citation 2

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Bank equity returns, Tail risk, Bank credit growth

11.

United They Fall: Bank Risk after the Financial Crisis

Number of pages: 61 Posted: 13 Jun 2022 Last Revised: 26 May 2023
Priyank Gandhi and Amiyatosh Purnanandam
Rutgers University, New Brunswick and University of Michigan, Stephen M. Ross School of Business
Downloads 191 (252,468)
Citation 1

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12.

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 147 (315,875)
Citation 1

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

13.

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 123 (362,269)

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bank credit, business cycles, rare events, return predictability

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 2023
Priyank Gandhi and Hanno N. Lustig
Rutgers University, New Brunswick and Stanford Graduate School of Business
Downloads 66 (536,641)
Citation 42

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15.

International spillover of bank liquidity shocks: Does organizational form of global banks matter?

Number of pages: 70 Posted: 05 Dec 2019 Last Revised: 03 Mar 2023
Priyank Gandhi, George Issa and Elvis Jarnecic
Rutgers University, New Brunswick, The University of Sydney and The University of Sydney
Downloads 65 (540,915)

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Global liquidity, Capital flows, Financial crisis, Multinational banks, Multinational enterprises.

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: 30 Jan 2023
Priyank Gandhi, Hanno N. Lustig and Alberto Plazzi
Rutgers University, New Brunswick, Stanford Graduate School of Business and Universita' della Svizzera italiana
Downloads 52 (601,760)
Citation 10

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17.

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

Number of pages: 54 Posted: 16 Feb 2023
Priyank Gandhi
Rutgers University, New Brunswick
Downloads 20 (813,860)

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Bank equity returns, Tail risk, Bank credit growth

Other Papers (2)

Total Downloads: 96
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 79 (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 17

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