Missaka Warusawitharana

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

25

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Top 14,329

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6,477

SSRN CITATIONS
Rank 4,155

SSRN RANKINGS

Top 4,155

in Total Papers Citations

243

CROSSREF CITATIONS

195

Scholarly Papers (25)

1.
Downloads 1,643 (20,908)
Citation 52

Equity Market Misvaluation, Financing, and Investment

Number of pages: 60 Posted: 06 Sep 2012 Last Revised: 07 Nov 2014
Missaka Warusawitharana and Toni M. Whited
Board of Governors of the Federal Reserve System and University of Michigan, Department of Economics
Downloads 1,560 (22,263)
Citation 13

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equity misvaluation, financing, investment

Equity Market Misvaluation, Financing, and Investment

FEDS Working Paper No. 2013-78
Number of pages: 53 Posted: 31 May 2017
Missaka Warusawitharana and Toni M. Whited
Board of Governors of the Federal Reserve System and University of Michigan, Department of Economics
Downloads 83 (557,719)
Citation 8

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Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?

AFA 2006 Boston Meetings Paper
Number of pages: 53 Posted: 19 Mar 2005
Jessica A. Wachter and Missaka Warusawitharana
University of Pennsylvania - Finance Department and Board of Governors of the Federal Reserve System
Downloads 598 (84,343)
Citation 1

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Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?

NBER Working Paper No. w13165
Number of pages: 62 Posted: 27 Jun 2007 Last Revised: 23 Dec 2022
Jessica A. Wachter and Missaka Warusawitharana
University of Pennsylvania - Finance Department and Board of Governors of the Federal Reserve System
Downloads 129 (408,213)
Citation 5

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3.
Downloads 673 (73,618)
Citation 29

Finance and Productivity Growth: Firm-Level Evidence

Journal of Monetary Economics, Forthcoming
Number of pages: 46 Posted: 17 Mar 2012 Last Revised: 19 Nov 2019
Oliver Levine and Missaka Warusawitharana
University of Wisconsin - Madison - Department of Finance and Board of Governors of the Federal Reserve System
Downloads 500 (105,566)
Citation 3

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Financial crises, financial frictions, innovation, total factor productivity (TFP)

Finance and Productivity Growth: Firm-Level Evidence

FEDS Working Paper No. 2014-17
Number of pages: 53 Posted: 31 May 2017 Last Revised: 25 Apr 2022
Oliver Levine and Missaka Warusawitharana
University of Wisconsin - Madison - Department of Finance and Board of Governors of the Federal Reserve System
Downloads 173 (319,963)
Citation 2

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Finance-growth nexus, financial crisis, total factor productivity

4.
Downloads 445 (122,606)
Citation 2

The Expected Real Return to Equity

Number of pages: 39 Posted: 23 Mar 2009 Last Revised: 14 Apr 2013
Missaka Warusawitharana
Board of Governors of the Federal Reserve System
Downloads 331 (169,489)
Citation 1

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Equity return, produce-based asset pricing, structural estimation

The Expected Real Return to Equity

Journal of Economic Dynamics and Control, Vol. 37, 2013, FEDS Working Paper No. 2011-14
Number of pages: 39 Posted: 17 Apr 2011 Last Revised: 20 Oct 2015
Missaka Warusawitharana
Board of Governors of the Federal Reserve System
Downloads 114 (448,630)
Citation 1

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Production-based asset pricing, Time-varying expected returns, Simulated method of moments

COVID-19 as a Stress Test: Assessing the Bank Regulatory Framework

FEDS Working Paper No. 2021-024
Number of pages: 50 Posted: 18 Nov 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, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, 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 Board of Governors of the Federal Reserve System
Downloads 312 (180,531)
Citation 8

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Covid-19 as a Stress Test: Assessing the Bank Regulatory Framework

FEDS Working Paper No. 2021-24
Number of pages: 47 Posted: 30 Jun 2021 Last Revised: 06 Jul 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, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, 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 Board of Governors of the Federal Reserve System
Downloads 68 (626,833)
Citation 2

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6.

Profitability and the Lifecycle of Firms

Number of pages: 56 Posted: 13 Mar 2010 Last Revised: 02 Feb 2016
Missaka Warusawitharana
Board of Governors of the Federal Reserve System
Downloads 376 (148,602)
Citation 4

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Firm lifecycles, Profitability, Quality ladder, Financial frictions

What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio

AFA 2008 New Orleans Meetings Paper
Number of pages: 63 Posted: 20 Mar 2007 Last Revised: 06 Jun 2013
Jessica A. Wachter and Missaka Warusawitharana
University of Pennsylvania - Finance Department and Board of Governors of the Federal Reserve System
Downloads 270 (209,931)
Citation 8

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What is the Chance that the Equity Premium Varies Over Time? Evidence from Regressions on the Dividend-Price Ratio

NBER Working Paper No. w17334
Number of pages: 67 Posted: 29 Aug 2011 Last Revised: 14 May 2023
Jessica A. Wachter and Missaka Warusawitharana
University of Pennsylvania - Finance Department and Board of Governors of the Federal Reserve System
Downloads 48 (744,931)
Citation 1

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8.

Research and Development, Profits and Firm Value: A Structural Estimation

Number of pages: 43 Posted: 26 Feb 2008 Last Revised: 04 Aug 2015
Missaka Warusawitharana
Board of Governors of the Federal Reserve System
Downloads 315 (179,912)
Citation 10

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R&D, Structural Estimation, Policy Experiments

9.

Capital Ratios and Bank Lending: A Matched Bank Approach

Journal of Financial Intermediation, Vol. 22, No. 4, 2013
Number of pages: 47 Posted: 29 Jul 2011 Last Revised: 19 Dec 2013
Mark A. Carlson, Hui Shan and Missaka Warusawitharana
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 282 (201,981)
Citation 47

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Regulatory capital, bank capital, bank lending

10.

An Efficiency Perspective on the Gains from Mergers and Asset Purchases

B.E. Journal of Economic Analysis & Policy, Vol. 9 (Contributions)
Number of pages: 27 Posted: 14 Nov 2006 Last Revised: 18 Oct 2009
Sugata Ray and Missaka Warusawitharana
University of Alabama - Department of Economics, Finance and Legal Studies and Board of Governors of the Federal Reserve System
Downloads 276 (206,452)
Citation 1

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Mergers, Asset purchases, Efficiency gains, Acquisitions, event study

Time-Varying Volatility and the Power Law Distribution of Stock Returns

Number of pages: 45 Posted: 06 Aug 2015 Last Revised: 20 Feb 2016
Missaka Warusawitharana
Board of Governors of the Federal Reserve System
Downloads 175 (316,770)

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Tail distributions, high frequency returns, power laws time-varying volatility

Time-Varying Volatility and the Power Law Distribution of Stock Returns

FEDS Working Paper No. 2016-022
Number of pages: 46 Posted: 23 Mar 2016
Missaka Warusawitharana
Board of Governors of the Federal Reserve System
Downloads 99 (497,301)
Citation 2

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Tail distributions, high frequency returns, power laws, time-varying volatility

Corporate Asset Purchases and Sales: Theory and Evidence

FEDS Working Paper No. 2007-27
Number of pages: 49 Posted: 15 Nov 2005
Missaka Warusawitharana
Board of Governors of the Federal Reserve System
Downloads 218 (258,977)
Citation 10

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cquisitions, asset sales, Tobin's Q, selection models

Corporate Asset Purchases and Sales: Theory and Evidence

Journal of Financial Economics, Vol. 87, pp. 471-497, 2008
Posted: 08 Mar 2007 Last Revised: 05 Jun 2008
Missaka Warusawitharana
Board of Governors of the Federal Reserve System

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13.
Downloads 208 (271,517)
Citation 2

Financial Market Shocks during the Great Depression

Number of pages: 29 Posted: 10 Aug 2009 Last Revised: 09 Oct 2013
Alycia Chin and Missaka Warusawitharana
Securities and Exchange Commission and Board of Governors of the Federal Reserve System
Downloads 130 (405,680)

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Great Depression, Financial markets

Financial Market Shocks During the Great Depression

FEDS Working Paper No. 22
Number of pages: 34 Posted: 12 Mar 2011
Alycia Chin and Missaka Warusawitharana
Securities and Exchange Commission and Board of Governors of the Federal Reserve System
Downloads 78 (579,286)
Citation 1

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Financial Shock, Impulse Response, VAR

14.
Downloads 200 (281,368)

The Monetization of Innovation

Number of pages: 60 Posted: 19 Aug 2020 Last Revised: 25 Jul 2022
Missaka Warusawitharana and Francesca Zucchi
Board of Governors of the Federal Reserve System and European Central Bank
Downloads 170 (324,879)

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Monetization; Innovation; Digital Services Firms

The Monetization of Innovation

FEDS Working Paper No. 2022-84
Number of pages: 61 Posted: 05 May 2023
Missaka Warusawitharana and Francesca Zucchi
Board of Governors of the Federal Reserve System and European Central Bank
Downloads 30 (887,936)

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monetization, data privacy, digital service firms, innovation, regulation

15.

Mapping Heat in the U.S. Financial System

FEDS Working Paper No. 2015-059, http://dx.doi.org/10.17016/FEDS.2015.059
Number of pages: 72 Posted: 14 Aug 2015
Bank of England - Monetary Assessment and Strategy Division, 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 Board of Governors of the Federal Reserve System
Downloads 142 (377,504)
Citation 21

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Early warning system, Financial crisis, Financial stability and risk, Financial vulnerabilities, Heat maps, Macroprudential policy, Systemic risk

16.

Impact of Leverage Ratio Relief Announcement and Expiry on Bank Stock Prices

FEDS Notes No. 2023-06-29
Posted: 13 Jul 2023
Ahmad Rahman and Missaka Warusawitharana
Independent and Board of Governors of the Federal Reserve System

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17.

Mapping Heat in the U.S. Financial System: A Summary

FEDS Notes No. 2015-08-05
Posted: 09 Jul 2021
affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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18.

Mapping Heat in the U.S. Financial System

FEDS Working Paper No. 2015-59
Posted: 09 Jul 2021
affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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19.

Effects of Fixed Nominal Thresholds for Enhanced Supervision

FEDS Notes No. 2018-07-19
Posted: 23 Jul 2018 Last Revised: 25 Jun 2020
David Hou and Missaka Warusawitharana
Federal Reserve Banks - Federal Reserve Bank of New York and Board of Governors of the Federal Reserve System

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20.

Matching Banks by Business Model, Geography and Size: A Dataset

FEDS Notes No. 2017-08-08 https://doi.org/10.17016/2380-7172.2022
Posted: 16 Oct 2017
Mark A. Carlson, Molly Shatto and Missaka Warusawitharana
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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21.

Equity Issuance and Retirement by Nonfinancial Corporations

FEDS Notes No. 2017-06-16-1 https://doi.org/10.17016/2380-7172.2008
Posted: 15 Oct 2017
William Kuchinski, Richard Ogden, Damian R. Thomas and Missaka Warusawitharana
Independent, Independent, Independent and Board of Governors of the Federal Reserve System

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22.

Corporate Equities by Issuer in the Financial Accounts of the United States

FEDS Notes No. 2016-03-29 https://doi.org/10.17016/2380-7172.1731
Posted: 17 Mar 2016
Richard Ogden, Damian R. Thomas and Missaka Warusawitharana
Independent, Independent and Board of Governors of the Federal Reserve System

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23.

Mapping Heat in the U.S. Financial System: A Summary

FEDS Notes No. 2015-08-05 https://doi.org/10.17016/2380-7172.1574
Posted: 24 Oct 2015
Bank of England - Monetary Assessment and Strategy Division, 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 Board of Governors of the Federal Reserve System

Abstract:

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24.

The Social Discount Rate in Developing Countries

FEDS Notes No. 2014-10-09 https://doi.org/10.17016/2380-7172.0029
Posted: 16 Dec 2014
Missaka Warusawitharana
Board of Governors of the Federal Reserve System

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25.

The Rise in Equity Valuation Ratios

FEDS Notes No. 2014-01-06 https://doi.org/10.17016/2380-7172.0006
Posted: 16 Dec 2014
Missaka Warusawitharana
Board of Governors of the Federal Reserve System

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