IDEAS home Printed from https://ideas.repec.org/f/pwa244.html
   My authors  Follow this author

Missaka Warusawitharana

Personal Details

First Name:Missaka
Middle Name:
Last Name:Warusawitharana
Suffix:
RePEc Short-ID:pwa244
[This author has chosen not to make the email address public]
http://missaka.marginalq.com
Terminal Degree:2006 Finance Department; Wharton School of Business; University of Pennsylvania (from RePEc Genealogy)

Affiliation

Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (United States)
http://www.federalreserve.gov/
RePEc:edi:frbgvus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Ahmad Rahman & Missaka Warusawitharana, 2023. "Impact of Leverage Ratio Relief Announcement and Expiry on Bank Stock Prices," FEDS Notes 2023-06-29, Board of Governors of the Federal Reserve System (U.S.).
  2. Missaka Warusawitharana & Francesca Zucchi, 2022. "The Monetization of Innovation," Finance and Economics Discussion Series 2022-084, Board of Governors of the Federal Reserve System (U.S.).
  3. Alice Abboud & Elizabeth Duncan & Akos Horvath & Diana A. Iercosan & Bert Loudis & Francis Martinez & Timothy Mooney & Ben Ranish & Ke Wang & Missaka Warusawitharana & Carlo Wix, 2021. "COVID-19 as a Stress Test: Assessing the Bank Regulatory Framework," Finance and Economics Discussion Series 2021-024, Board of Governors of the Federal Reserve System (U.S.).
  4. David Hou & Missaka Warusawitharana, 2018. "Effects of Fixed Nominal Thresholds for Enhanced Supervision," FEDS Notes 2018-07-19, Board of Governors of the Federal Reserve System (U.S.).
  5. William R. Kuchinski & Rick Ogden & Damian R. Thomas & Missaka Warusawitharana, 2017. "Equity Issuance and Retirement by Nonfinancial Corporations," FEDS Notes 2017-06-16-1, Board of Governors of the Federal Reserve System (U.S.).
  6. Mark A. Carlson & Molly Shatto & Missaka Warusawitharana, 2017. "Matching Banks by Business Model, Geography and Size : A Dataset," FEDS Notes 2017-08-08, Board of Governors of the Federal Reserve System (U.S.).
  7. Rick Ogden & Damian R. Thomas & Missaka Warusawitharana, 2016. "Corporate Equities by Issuer in the Financial Accounts of the United States," FEDS Notes 2016-03-29, Board of Governors of the Federal Reserve System (U.S.).
  8. Missaka Warusawitharana, 2016. "Time-varying Volatility and the Power Law Distribution of Stock Returns," Finance and Economics Discussion Series 2016-022, Board of Governors of the Federal Reserve System (U.S.).
  9. David Aikman & Michael T. Kiley & Seung Jung Lee & Michael G. Palumbo & Missaka Warusawitharana, 2015. "Mapping Heat in the U.S. Financial System," Finance and Economics Discussion Series 2015-59, Board of Governors of the Federal Reserve System (U.S.).
  10. David Aikman & Michael T. Kiley & Seung Jung Lee & Michael G. Palumbo & Missaka Warusawitharana, 2015. "Mapping Heat in the U.S. Financial System: A Summary," FEDS Notes 2015-08-05, Board of Governors of the Federal Reserve System (U.S.).
  11. Oliver Levine & Missaka Warusawitharana, 2014. "Finance and Productivity Growth: Firm-level Evidence," Finance and Economics Discussion Series 2014-17, Board of Governors of the Federal Reserve System (U.S.).
  12. Missaka Warusawitharana, 2014. "The Social Discount Rate in Developing Countries," FEDS Notes 2014-10-09, Board of Governors of the Federal Reserve System (U.S.).
  13. Missaka Warusawitharana, 2014. "The Rise in Equity Valuation Ratios," FEDS Notes 2014-01-06, Board of Governors of the Federal Reserve System (U.S.).
  14. Missaka Warusawitharana & Toni M. Whited, 2013. "Equity market misvaluation, financing, and investment," Finance and Economics Discussion Series 2013-78, Board of Governors of the Federal Reserve System (U.S.).
  15. Missaka Warusawitharana, 2012. "Profitability and the lifecycle of firms," Finance and Economics Discussion Series 2012-63, Board of Governors of the Federal Reserve System (U.S.).
  16. Jessica A. Wachter & Missaka Warusawitharana, 2011. "What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio," NBER Working Papers 17334, National Bureau of Economic Research, Inc.
  17. Mark A. Carlson & Hui Shan & Missaka Warusawitharana, 2011. "Capital ratios and bank lending: a matched bank approach," Finance and Economics Discussion Series 2011-34, Board of Governors of the Federal Reserve System (U.S.).
  18. Missaka Warusawitharana, 2008. "Research and development, profits and firm value: a structural estimation," Finance and Economics Discussion Series 2008-52, Board of Governors of the Federal Reserve System (U.S.).
  19. Jessica A. Wachter & Missaka Warusawitharana, 2007. "Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?," NBER Working Papers 13165, National Bureau of Economic Research, Inc.

Articles

  1. Duncan, Elizabeth & Horvath, Akos & Iercosan, Diana & Loudis, Bert & Maddrey, Alice & Martinez, Francis & Mooney, Timothy & Ranish, Ben & Wang, Ke & Warusawitharana, Missaka & Wix, Carlo, 2022. "COVID-19 as a stress test: Assessing the bank regulatory framework," Journal of Financial Stability, Elsevier, vol. 61(C).
  2. Levine, Oliver & Warusawitharana, Missaka, 2021. "Finance and productivity growth: Firm-level evidence," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 91-107.
  3. Martin Birn & Olivier de Bandt & Simon Firestone & Matías Gutiérrez Girault & Diana Hancock & Tord Krogh & Hitoshi Mio & Donald P. Morgan & Ajay Palvia & Valerio Scalone & Michael Straughan & Arzu Ulu, 2020. "The Costs and Benefits of Bank Capital—A Review of the Literature," JRFM, MDPI, vol. 13(4), pages 1-25, April.
  4. Warusawitharana Missaka, 2018. "Profitability and the lifecycle of firms," The B.E. Journal of Macroeconomics, De Gruyter, vol. 18(2), pages 1-30, June.
  5. Warusawitharana, Missaka, 2018. "Time-varying volatility and the power law distribution of stock returns," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 123-141.
  6. Aikman, David & Kiley, Michael & Lee, Seung Jung & Palumbo, Michael G. & Warusawitharana, Missaka, 2017. "Mapping heat in the U.S. financial system," Journal of Banking & Finance, Elsevier, vol. 81(C), pages 36-64.
  7. Missaka Warusawitharana & Toni M. Whited, 2016. "Equity Market Misvaluation, Financing, and Investment," The Review of Financial Studies, Society for Financial Studies, vol. 29(3), pages 603-654.
  8. Missaka Warusawitharana, 2015. "Research and development, profits, and firm value: A structural estimation," Quantitative Economics, Econometric Society, vol. 6(2), pages 531-565, July.
  9. Wachter, Jessica A. & Warusawitharana, Missaka, 2015. "What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio," Journal of Econometrics, Elsevier, vol. 186(1), pages 74-93.
  10. Carlson, Mark & Shan, Hui & Warusawitharana, Missaka, 2013. "Capital ratios and bank lending: A matched bank approach," Journal of Financial Intermediation, Elsevier, vol. 22(4), pages 663-687.
  11. Warusawitharana, Missaka, 2013. "The expected real return to equity," Journal of Economic Dynamics and Control, Elsevier, vol. 37(9), pages 1929-1946.
  12. Chin Alycia & Warusawitharana Missaka, 2010. "Financial Market Shocks during the Great Depression," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-27, September.
  13. Ray Sugata & Warusawitharana Missaka, 2009. "An Efficiency Perspective on the Gains from Mergers and Asset Purchases," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 9(1), pages 1-27, October.
  14. Wachter, Jessica A. & Warusawitharana, Missaka, 2009. "Predictable returns and asset allocation: Should a skeptical investor time the market?," Journal of Econometrics, Elsevier, vol. 148(2), pages 162-178, February.
  15. Warusawitharana, Missaka, 2008. "Corporate asset purchases and sales: Theory and evidence," Journal of Financial Economics, Elsevier, vol. 87(2), pages 471-497, February.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BEC: Business Economics (3) 2011-08-29 2013-12-06 2014-06-22
  2. NEP-CBA: Central Banking (3) 2015-08-25 2018-07-30 2021-04-19
  3. NEP-FMK: Financial Markets (3) 2013-12-06 2015-08-25 2016-04-04
  4. NEP-RMG: Risk Management (3) 2007-06-18 2015-08-25 2021-04-19
  5. NEP-BAN: Banking (2) 2011-08-09 2018-07-30
  6. NEP-ACC: Accounting and Auditing (1) 2016-09-04
  7. NEP-AGE: Economics of Ageing (1) 2017-06-25
  8. NEP-CMP: Computational Economics (1) 2017-08-20
  9. NEP-COM: Industrial Competition (1) 2023-06-12
  10. NEP-EEC: European Economics (1) 2014-06-22
  11. NEP-EFF: Efficiency and Productivity (1) 2014-06-22
  12. NEP-ETS: Econometric Time Series (1) 2016-04-04
  13. NEP-FDG: Financial Development and Growth (1) 2014-06-22
  14. NEP-GRO: Economic Growth (1) 2014-06-22
  15. NEP-INO: Innovation (1) 2008-11-11
  16. NEP-IPR: Intellectual Property Rights (1) 2008-11-11
  17. NEP-KNM: Knowledge Management and Knowledge Economy (1) 2008-11-11
  18. NEP-MAC: Macroeconomics (1) 2016-09-04
  19. NEP-MST: Market Microstructure (1) 2016-04-04
  20. NEP-PAY: Payment Systems and Financial Technology (1) 2023-06-12
  21. NEP-PPM: Project, Program and Portfolio Management (1) 2008-11-11
  22. NEP-REG: Regulation (1) 2023-06-12
  23. NEP-SBM: Small Business Management (1) 2014-06-22
  24. NEP-SEA: South East Asia (1) 2016-09-04
  25. NEP-UPT: Utility Models and Prospect Theory (1) 2011-08-29

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Missaka Warusawitharana should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.