Publications

Missaka Warusawitharana - Publications

Mapping Heat in the U.S. Financial System with David Aikman, Michael Kiley, Seung Jung Lee and Michael G. Palumbo, Journal of Banking & Finance, 2017, Volume 81, 36-64.

Equity Market Misvaluation, Financing, and Investment, with Toni M. Whited, Review of Financial Studies, 2016, Volume 29, 603-654.

Research and Development, Profits and Firm Value: A Structural Estimation, Quantitative Economics, 2015, Volume 6, 531-565.

What is the Chance that the Equity Premium Varies Over Time? Evidence from Regressions on the Dividend-Price Ratio, with Jessica A. Wachter, Journal of Econometrics, 2015, Volume 186, 74-93.

Capital Ratios and Bank Lending: A Matched Bank Approach , with Mark Carlson and Hui Shan, Journal of Financial Intermediation, 2013, Volume 22, 663-687.

The Expected Real Return to Equity, Journal of Economic Dynamics & Control, 2013, Volume 37, 1929-1946.

Financial Market Shocks during the Great Depression, with Alycia Chin, B.E. Journal of Macroeconomics, 2010, Volume 10 (Topics), Article 25.

An Efficiency Perspective on the Gains from Mergers and Asset Purchases, with Sugata Ray, B.E. Journal of Economic Analysis & Policy, 2009, Volume 9 (Contributions), Article 43.

Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?, with Jessica A. Wachter, Journal of Econometrics, 2009, Volume 148, 162-178.

Corporate Asset Purchases and Sales: Theory and Evidence , Journal of Financial Economics, 2008, Volume 87, 471-497.

Area under the Curve as a Measure of Discounting , with Leonard Green and Joel Myerson, Journal of the Experimental Analysis of Behavior, 2001, Volume 76(2), 235-243.