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Priyank Gandhi

Mendoza College of Business, University of Notre Dame

Assistant Professor

253 Mendoza College of Business

Notre Dame, IN 46656

United States

  • Mendoza College of Business, University of Notre Dame

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SCHOLARLY PAPERS

13

DOWNLOADS
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3,754

CITATIONS
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in Total Papers Citations

38

Scholarly Papers (13)

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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
Mendoza College of Business, University of Notre Dame and Stanford Graduate School of Business
Downloads 762 (12,089)
Citation 6

Abstract:

Banking Crisis, Banking, Government Bailout

2.

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, Mendoza College of Business, University of Notre Dame and University of California, Los Angeles (UCLA) - Finance Area
Downloads 452 (42,070)
Citation 26

Abstract:

Counterparty Credit Risk, CDS

3.

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

Number of pages: 57 Posted: 18 Oct 2013 Last Revised: 16 Sep 2017
Priyank Gandhi, Benjamin Golez, Jens Carsten Jackwerth and Alberto Plazzi
Mendoza College of Business, University of Notre Dame, University of Notre Dame, University of Konstanz - Department of Economics and USI-Lugano
Downloads 281 (44,044)

Abstract:

Libor, manipulation, financial market misconduct, enforcement

4.

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
Mendoza College of Business, University of Notre Dame and Stanford Graduate School of Business
Downloads 125 (100,234)

Abstract:

5.

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

Number of pages: 53 Posted: 04 Oct 2011 Last Revised: 10 Aug 2016
Priyank Gandhi
Mendoza College of Business, University of Notre Dame
Downloads 81 (222,873)

Abstract:

Bank Equity Returns, Predictability, Credit Growth

6.

On Identifying Commercial Banks in CRSP

Number of pages: 15 Posted: 05 Nov 2014
Priyank Gandhi and Hanno N. Lustig
Mendoza College of Business, University of Notre Dame and Stanford Graduate School of Business
Downloads 22 (209,715)

Abstract:

7.

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

NBER Working Paper No. w16553
Number of pages: 52 Posted: 22 Nov 2010
Priyank Gandhi and Hanno N. Lustig
Mendoza College of Business, University of Notre Dame and Stanford Graduate School of Business
Downloads 22 (369,304)
Citation 6

Abstract:

8.

Treasury Yield Implied Volatility and Real Activity

Number of pages: 87 Posted: 26 Jul 2017
Martijn Cremers, Matthias Fleckenstein and Priyank Gandhi
University of Notre Dame, University of Delaware and Mendoza College of Business, University of Notre Dame
Downloads 0 (324,912)

Abstract:

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

9.

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

Number of pages: 35 Posted: 25 Jan 2017 Last Revised: 30 Aug 2017
Priyank Gandhi, Tim Loughran and Bill McDonald
Mendoza College of Business, University of Notre Dame, University of Notre Dame and University of Notre Dame - Mendoza College of Business - Department of Finance
Downloads 0 (75,384)

Abstract:

Financial Distress; Textual Analysis; Negative Sentiment; Distressed Delisting; Financial Institutions

10.

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
Mendoza College of Business, University of Notre Dame, University of California, Los Angeles (UCLA) - Anderson School of Management and USI-Lugano
Downloads 0 (211,132)

Abstract:

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

11.

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
Mendoza College of Business, University of Notre Dame, Stanford Graduate School of Business and USI-Lugano
Downloads 0 (485,340)
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Abstract:

12.

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: 78 Posted: 14 Mar 2016 Last Revised: 22 Jul 2017
Priyank Gandhi, Hanno N. Lustig and Alberto Plazzi
Mendoza College of Business, University of Notre Dame, Stanford Graduate School of Business and USI-Lugano
Downloads 0 (63,358)

Abstract:

Financial crisis, Financial firms, Banking, Government bailouts

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
Mendoza College of Business, University of Notre Dame
Downloads 0 (319,227)

Abstract:

bank credit, business cycles, rare events, return predictability

Other Papers (2)

Total Downloads: 62    Citations: 0
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1.

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
Mendoza College of Business, University of Notre Dame and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 0

Abstract:

2.

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
Mendoza College of Business, University of Notre Dame and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 0 (291,684)

Abstract:

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

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