Priyank Gandhi

Rutgers Business School, Newark and New Brunswick

111 Washington Avenue

Newark, NJ 07102

United States

  • Rutgers Business School, Newark and New Brunswick

SCHOLARLY PAPERS

15

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SSRN CITATIONS
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59

CROSSREF CITATIONS

69

Scholarly Papers (15)

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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 Business School, Newark and New Brunswick and Stanford Graduate School of Business
Downloads 1,458 (13,462)
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 Business School, Newark and New Brunswick, University of Notre Dame and University of Notre Dame - Mendoza College of Business - Department of Finance
Downloads 868 (29,143)
Citation 3

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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
Number of pages: 59 Posted: 18 Oct 2013 Last Revised: 04 Mar 2018
Priyank Gandhi, Benjamin Golez, Jens Carsten Jackwerth and Alberto Plazzi
Rutgers Business School, Newark and New Brunswick, University of Notre Dame, University of Konstanz - Department of Economics and Swiss Finance Institute
Downloads 673 (41,341)
Citation 9

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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 Business School, Newark and New Brunswick and University of California, Los Angeles (UCLA) - Finance Area
Downloads 627 (45,460)
Citation 38

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Counterparty Credit Risk, CDS

5.

Equity Is Cheap for Large Financial Institutions

Swiss Finance Institute Research Paper No. 16-22
Number of pages: 83 Posted: 14 Mar 2016 Last Revised: 31 Jan 2019
Priyank Gandhi, Hanno N. Lustig and Alberto Plazzi
Rutgers Business School, Newark and New Brunswick, Stanford Graduate School of Business and Swiss Finance Institute
Downloads 557 (52,903)
Citation 1

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Financial crisis, Financial firms, Banking, Government bailouts

6.

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 Business School, Newark and New Brunswick and Stanford Graduate School of Business
Downloads 317 (103,617)

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7.

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
Martijn Cremers, Matthias Fleckenstein and Priyank Gandhi
University of Notre Dame, University of Delaware and Rutgers Business School, Newark and New Brunswick
Downloads 265 (125,362)
Citation 4

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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

8.

On Identifying Commercial Banks in CRSP

Number of pages: 15 Posted: 05 Nov 2014
Priyank Gandhi and Hanno N. Lustig
Rutgers Business School, Newark and New Brunswick and Stanford Graduate School of Business
Downloads 211 (156,861)

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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
Priyank Gandhi, Patrick Christian Kiefer and Alberto Plazzi
Rutgers Business School, Newark and New Brunswick, University of California, Los Angeles (UCLA) - Anderson School of Management and Swiss Finance Institute
Downloads 204 (161,921)
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 Business School, Newark and New Brunswick
Downloads 153 (208,551)
Citation 2

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Bank equity returns, Tail risk, Bank credit growth

11.

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 Business School, Newark and New Brunswick
Downloads 89 (308,996)

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bank credit, business cycles, rare events, return predictability

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 Business School, Newark and New Brunswick and University of Notre Dame - Mendoza College of Business
Downloads 61 (382,117)

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

13.

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: 25 Sep 2015
Priyank Gandhi and Hanno N. Lustig
Rutgers Business School, Newark and New Brunswick and Stanford Graduate School of Business
Downloads 44 (441,700)
Citation 13

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14.

International Shock Transmission: Does Bank Organizational Structure Matter?

Number of pages: 60 Posted: 05 Dec 2019
Priyank Gandhi, George Issa and Elvis Jarnecic
Rutgers Business School, Newark and New Brunswick, The University of Sydney and The University of Sydney
Downloads 22 (550,601)

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Banking crisis, Bank regulation, Contagion, Financial crisis, Fixed income markets, Liquidity shocks

15.

Equity is Cheap for Large Financial Institutions: The International Evidence

NBER Working Paper No. w22355
Number of pages: 79 Posted: 20 Jun 2016
Priyank Gandhi, Hanno N. Lustig and Alberto Plazzi
Rutgers Business School, Newark and New Brunswick, Stanford Graduate School of Business and Swiss Finance Institute
Downloads 22 (550,601)
Citation 1

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Other Papers (2)

Total Downloads: 71
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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 Business School, Newark and New Brunswick and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 63 (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 Business School, Newark and New Brunswick and University of California, Los Angeles (UCLA) - Anderson School of Management
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