Missaka Warusawitharana : Citation Profile

Are you Missaka Warusawitharana?

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

10

H index

11

i10 index

525

Citations

RESEARCH PRODUCTION:

15

Articles

20

Papers

RESEARCH ACTIVITY:

   17 years (2006 - 2023). See details.
   Cites by year: 30
   Journals where Missaka Warusawitharana has often published
   Relations with other researchers
   Recent citing documents: 72.    Total self citations: 9 (1.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa244
   Updated: 2024-12-03    RAS profile: 2023-05-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Missaka Warusawitharana.

Is cited by:

Olszak, Małgorzata (9)

Pastor, Lubos (6)

Wachter, Jessica (6)

Pettenuzzo, Davide (6)

Stambaugh, Robert (5)

Napoletano, Mauro (5)

Roventini, Andrea (5)

TARAZI, Amine (4)

Kick, Thomas (4)

Aikman, David (4)

Nguyen, Pascal (4)

Cites to:

Whited, Toni (26)

Campbell, John (24)

Reinhart, Carmen (15)

Schularick, Moritz (13)

Stambaugh, Robert (13)

Taylor, Alan (13)

Jorda, Oscar (12)

bloom, nicholas (12)

Pastor, Lubos (10)

Eberly, Janice (9)

Rogoff, Kenneth (9)

Main data

Where Missaka Warusawitharana has published?

Journals with more than one article published# docs
Journal of Econometrics2
The B.E. Journal of Macroeconomics2

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)9
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)8
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Missaka Warusawitharana (2024 and 2023)

YearTitle of citing document
2024A Network Simulation of OTC Markets with Multiple Agents. (2024). Wilensky, Uri ; Chen, John ; Kelter, Jacob ; Wilkinson, James T. In: Papers. RePEc:arx:papers:2405.02480.

Full description at Econpapers || Download paper

2023Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203.

Full description at Econpapers || Download paper

2023Exporting and Investment Under Credit Constraints. (2023). Steingress, Walter ; Rodrigue, Joel ; Petrunia, Robert ; Huynh, Kim. In: Staff Working Papers. RePEc:bca:bocawp:23-10.

Full description at Econpapers || Download paper

2023Corporate investment and stock market valuation. (2023). Errico, Marco ; Liao, Shushu. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:3-4:p:795-819.

Full description at Econpapers || Download paper

2023The Limits of Model?Based Regulation. (2022). Haselmann, Rainer ; Vig, Vikrant ; Behn, Markus. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1635-1684.

Full description at Econpapers || Download paper

2023Integrating Factor Models. (2023). Voigt, Stefan ; Metzker, Lior ; Cheng, SI ; Avramov, Doron. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1593-1646.

Full description at Econpapers || Download paper

2023Useful, usable, and used? Buffer usability during the Covid-19 crisis. (2023). Rajan, Aniruddha ; Naylor, Matthew ; Mathur, Aakriti. In: Bank of England working papers. RePEc:boe:boeewp:1011.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2024Digitalisation and productivity. (2024). Strobel, Johannes ; Sellner, Richard ; Röhe, Oke ; Bijnens, Gert ; Lamo, Ana ; Labhard, Vincent ; Falck, Elisabeth ; Botelho, Vasco ; Bunel, Simon ; Anghel, Brindusa ; Schroth, Joachim ; Rohe, Oke. In: Occasional Paper Series. RePEc:ecb:ecbops:2024339.

Full description at Econpapers || Download paper

2023Digitalisation and productivity: gamechanger or sideshow?. (2023). Reimers, Paul ; Botelho, Vasco ; Anderton, Robert. In: Working Paper Series. RePEc:ecb:ecbwps:20232794.

Full description at Econpapers || Download paper

2023The state-dependent impact of changes in bank capital requirements. (2023). Menno, Dominik ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232828.

Full description at Econpapers || Download paper

2023Investor sentiment and firm capital structure. (2023). Liu, Jia ; Hoque, Hafiz. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000755.

Full description at Econpapers || Download paper

2024A theoretical framework for modeling dual-track granting orientation in green credit policy. (2024). Zhou, Xiaoyong ; Wu, Sheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:249-268.

Full description at Econpapers || Download paper

2023Can land misallocation be a greater barrier to development than capital? Evidence from manufacturing firms in Sri Lanka. (2023). Kan, Sam Hak ; Li, Bei ; Chen, Shawn Xiaoguang ; Thilini, Ranpati Dewage. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001803.

Full description at Econpapers || Download paper

2024Stabilizing leverage, financial technology innovation, and commercial bank risks: Evidence from China. (2024). Yu, Jingjing. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s026499932300411x.

Full description at Econpapers || Download paper

2023Corporate debt maturity and investment over the business cycle. (2023). Poeschl, Johannes. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292122002288.

Full description at Econpapers || Download paper

2023Emerging Industry Development and Information Transmission in Financial Markets: Evidence from Chinas Renewable Energy. (2023). Lin, Boqiang. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006904.

Full description at Econpapers || Download paper

2023The impact of opacity on bank valuation during the global financial crisis: A channel analysis. (2023). Wu, DA ; Zheng, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000960.

Full description at Econpapers || Download paper

2023Assessing the credit creation process under the Basel III framework: Some evidence from the Eurozone. (2023). Panagopoulos, Yannis ; Economou, Fotini. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006055.

Full description at Econpapers || Download paper

2023Regulatory capital and bank risk-resilience amid the Covid-19 pandemic: How are the Basel reforms faring?. (2023). Owusu, Felix ; Anani, Makafui. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s154461232200767x.

Full description at Econpapers || Download paper

2023Mobile money innovation and global value chain participation: Evidence from developing countries. (2023). Ajide, Folorunsho ; Sakariyahu, Rilwan ; Johan, Sofia ; Etudaiye-Muhtar, Oyebola Fatima ; Lawal, Rodiat. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010668.

Full description at Econpapers || Download paper

2023Unobserved components model estimates of credit cycles: Tests and predictions. (2023). Hessler, Andrew. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000207.

Full description at Econpapers || Download paper

2023Fiscal support and banks’ loan loss provisions during the COVID-19 crisis. (2023). Huylebroek, Cedric ; Degryse, Hans. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000505.

Full description at Econpapers || Download paper

2024How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). Maria, Luitgard Anna ; Lepore, Caterina ; Huser, Anne-Caroline. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000931.

Full description at Econpapers || Download paper

2023Managerial market timing under credit risk: How do timed buybacks and stock issuances influence the value of long-term shareholders?. (2023). Vogt, Jan. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000029.

Full description at Econpapers || Download paper

2023Equity misvaluation and debt markets. (2023). Morris, Marc ; Crabtree, Aaron ; Bao, May Xiaoyan ; Wan, Huishan. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000972.

Full description at Econpapers || Download paper

2023Countercyclical capital buffers and credit supply: Evidence from the COVID-19 crisis. (2023). Wittig, Colin ; Schandlbauer, Alexander ; Dursun-De, Ozlem H. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001358.

Full description at Econpapers || Download paper

2023Industry asset revaluations around public and private acquisitions. (2023). Valta, Philip ; Slabik, Victoria ; Fresard, Laurent ; Derrien, Franois. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:243-269.

Full description at Econpapers || Download paper

2024The use of asset growth in empirical asset pricing models. (2024). Ion, Mihai ; Gulen, Huseyin ; Cooper, Michael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001861.

Full description at Econpapers || Download paper

2023The countercyclical capital buffer and international bank lending: Evidence from Canada. (2023). Friedrich, Christian ; Chen, David Xiao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001638.

Full description at Econpapers || Download paper

2023Asset redeployability and dividend payout policy. (2023). Zhong, Ligang ; Ouyang, Puman. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:91-105.

Full description at Econpapers || Download paper

2024Local stock liquidity and local factors: Fresh evidence from US firms across states. (2024). Apergis, Nicholas ; Dastidar, Sayantan Ghosh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002386.

Full description at Econpapers || Download paper

2024Finance and sales growth at the firms level in Iran: Does type of spending matter?. (2024). Gholipour Fereidouni, Hassan ; Farzanegan, Mohammad Reza ; Cheratian, Iman ; Goltabar, Saleh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002684.

Full description at Econpapers || Download paper

2023Identifying Financial Crises Using Machine Learning on Textual Data. (2023). Sicilian, Martin ; Lee, Seung Jung ; Kitschelt, Isabel ; Dehaven, Matthew ; Chen, Mary. In: International Finance Discussion Papers. RePEc:fip:fedgif:1374.

Full description at Econpapers || Download paper

2024Geopolitical Risk and Decoupling: Evidence from U.S. Export Controls. (2024). Silva, André ; Crosignani, Matteo ; Macchiavelli, Marco ; Han, Lina. In: Staff Reports. RePEc:fip:fednsr:98127.

Full description at Econpapers || Download paper

2023Identifying Financial Crises Using Machine Learning on Textual Data. (2023). Sicilian, Martin J ; Lee, Seung Jung ; Kitschelt, Isabel ; Dehaven, Matthew ; Chen, Mary. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:161-:d:1084784.

Full description at Econpapers || Download paper

2023Introducing a composite indicator of cyclical systemic risk in Croatia: possibilities and limitations. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:1:p:1-39.

Full description at Econpapers || Download paper

2023Re-examining the finance–institutions–growth nexus: does financial integration matter?. (2023). Abdul Razak, Lutfi ; Haini, Hazwan ; Husseini, Sufrizul ; Loon, Pang Wei. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09498-5.

Full description at Econpapers || Download paper

2023External Financing and Firm Growth: Evidence from Micro, Small, and Medium Enterprises in Iran. (2023). Gholipour Fereidouni, Hassan ; Farzanegan, Mohammad Reza ; Goltabar, Saleh ; Cheratian, Iman. In: MAGKS Papers on Economics. RePEc:mar:magkse:202308.

Full description at Econpapers || Download paper

2023Resource Misallocation and TFP Gap Development in Austria (Richard Sellner, Nico Pintar, Norbert Ernst). (2023). Sellner, Richard ; Pintar, Nico ; Ernst, Norbert. In: Working Papers. RePEc:onb:oenbwp:246.

Full description at Econpapers || Download paper

2023On the Economic Significance of Stock Return Predictability*. (2023). Odoherty, Michael S ; Johnson, Travis L ; Cederburg, Scott. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:2:p:619-657..

Full description at Econpapers || Download paper

2023The Real Effects of Judicial Enforcement*. (2023). Pezone, Vincenzo. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:3:p:889-933..

Full description at Econpapers || Download paper

2023The effects of supervisory stress testing on bank lending: examining large UK banks. (2023). Calice, Giovanni ; Ahmed, Kasim. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:24:y:2023:i:2:d:10.1057_s41261-022-00195-3.

Full description at Econpapers || Download paper

2024Evaluating financial fragility: a case study of Chinese banking and finance systems. (2024). Li, Jiannan ; Zhou, Biao ; Shang, LI ; Pan, Zhiwei ; Boamah, Valentina ; Tang, Decai. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02932-7.

Full description at Econpapers || Download paper

2024Firm value adjustment speed through financial friction in the presence of earnings management and productivity growth: evidence from emerging economies. (2024). Shoaib, Adnan ; Khan, Saifullah. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03118-x.

Full description at Econpapers || Download paper

2023Non-performing loans and bank lending behaviour. (2023). Rant, Vasja ; Marin, Matej ; Gjei, Ardit. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:1:d:10.1057_s41283-022-00111-z.

Full description at Econpapers || Download paper

2024Multifactor productivity growth enhancers across industries and countries: Firm-level evidence. (2024). Nakatani, Ryota. In: MPRA Paper. RePEc:pra:mprapa:120503.

Full description at Econpapers || Download paper

2024The impact of liquidity on bank lending in South Africa. (2024). Chiaramonte, Laura ; Casu, Barbara ; Cucinelli, Doriana. In: Working Papers. RePEc:rbz:wpaper:11063.

Full description at Econpapers || Download paper

2023The real effects of judicial enforcement. (2023). Pezone, Vincenzo. In: Other publications TiSEM. RePEc:tiu:tiutis:08176032-a171-4f23-8dac-ec2f5aa6a629.

Full description at Econpapers || Download paper

2023A Topic Model for 10-K Management Disclosures. (2023). Phan, Minh Tri ; Fengler, Matthias. In: Economics Working Paper Series. RePEc:usg:econwp:2023:07.

Full description at Econpapers || Download paper

2023Human resources turnover as an asset acquisition and divestiture process: Evidence from the U.K. football industry. (2023). Markellos, Raphael ; Kourtis, Apostolos ; Fotaki, Maria. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2696-2711.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2023The state-dependent impact of changes in bank capital requirements. (2023). Menno, Dominik ; Lang, Jan Hannes. In: Discussion Papers. RePEc:zbw:bubdps:192023.

Full description at Econpapers || Download paper

2024COVID-19 and the fragmentation of the European interbank market. (2024). Pala, Melissa. In: Discussion Papers. RePEc:zbw:bubdps:284408.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

Works by Missaka Warusawitharana:

YearTitleTypeCited
2009An Efficiency Perspective on the Gains from Mergers and Asset Purchases In: The B.E. Journal of Economic Analysis & Policy.
[Full Text][Citation analysis]		article9
2010Financial Market Shocks during the Great Depression In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		article6
2018Profitability and the lifecycle of firms In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		article15
2012Profitability and the lifecycle of firms.(2012) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2013The expected real return to equity In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article3
2009Predictable returns and asset allocation: Should a skeptical investor time the market? In: Journal of Econometrics.
[Full Text][Citation analysis]		article65
2007Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65		paper
2006Predictable returns and asset allocation: Should a skeptical investor time the market?.(2006) In: 2006 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 65		paper
2015What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio In: Journal of Econometrics.
[Full Text][Citation analysis]		article17
2011What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2018Time-varying volatility and the power law distribution of stock returns In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article10
2016Time-varying Volatility and the Power Law Distribution of Stock Returns.(2016) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2022COVID-19 as a stress test: Assessing the bank regulatory framework In: Journal of Financial Stability.
[Full Text][Citation analysis]		article13
2021COVID-19 as a Stress Test: Assessing the Bank Regulatory Framework.(2021) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2017Mapping heat in the U.S. financial system In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article49
2015Mapping Heat in the U.S. Financial System.(2015) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		paper
2008Corporate asset purchases and sales: Theory and evidence In: Journal of Financial Economics.
[Full Text][Citation analysis]		article54
2013Capital ratios and bank lending: A matched bank approach In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article146
2011Capital ratios and bank lending: a matched bank approach.(2011) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 146		paper
2021Finance and productivity growth: Firm-level evidence In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article57
2014Finance and Productivity Growth: Firm-level Evidence.(2014) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		paper
2008Research and development, profits and firm value: a structural estimation In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper20
2015Research and development, profits, and firm value: A structural estimation.(2015) In: Quantitative Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
2013Equity market misvaluation, financing, and investment In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper49
2016Equity Market Misvaluation, Financing, and Investment.(2016) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		article
2022The Monetization of Innovation In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2014The Rise in Equity Valuation Ratios In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2014The Social Discount Rate in Developing Countries In: FEDS Notes.
[Full Text][Citation analysis]		paper5
2015Mapping Heat in the U.S. Financial System: A Summary In: FEDS Notes.
[Full Text][Citation analysis]		paper1
2016Corporate Equities by Issuer in the Financial Accounts of the United States In: FEDS Notes.
[Full Text][Citation analysis]		paper2
2017Equity Issuance and Retirement by Nonfinancial Corporations In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2017Matching Banks by Business Model, Geography and Size : A Dataset In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2018Effects of Fixed Nominal Thresholds for Enhanced Supervision In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2023Impact of Leverage Ratio Relief Announcement and Expiry on Bank Stock Prices In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2020The Costs and Benefits of Bank Capital—A Review of the Literature In: JRFM.
[Full Text][Citation analysis]		article4

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team