Publications

Equity is cheap for large financial institutions

(with Hanno Lustig and Alberto Plazzi)

Accepted, Review of Financial Studies

Using annual report sentiment as a proxy for financial distress in U.S. banks

(with Tim Loughran and Bill McDonald)

Forthcoming, Journal of Behavioral Finance, 20 (4), 2019

Financial market misconduct and public enforcement: The case of Libor manipualation

(with Ben Golez, Jens Jackwerth, and Alberto Plazzi)

Management Science, 65 (11), November 2019

A taxonomy of financial market misconduct

(with Ai Deng)

Forthcoming In "Corruption and Fraud in Financial Markets", Edited by Carol Alexander and Douglas Cummings, Wiley Press

The analytics of financial market misconduct

(with Ai Deng)

Forthcoming in "Corruption and Fraud in Financial Markets", Edited by Carol Alexander and Douglas Cummings, Wiley Press

The relation between credit growth and expected returns of bank stocks

European Financial Management, Special Issue, Corporate Policies and Asset Prices, 24 (4), September 2018

Size anomalies in bank stock returns 

(with Hanno Lustig)

Journal of Finance, 70 (2), April 2015

The origins and intent of the Volcker rule

In "Perspectives on Dodd-Frank and Finance", Edited by Paul H. Schultz, MIT Press, 2014

Counterparty credit risk and the credit default swap market

(with Navneet Arora and Francis Longstaff)

Journal of Financial Economics, 103 (2), February 2012

Working papers

Treasury yield implied volatility and real activity

(with Martijn Cremers and Matthias Fleckenstein)

Commentary and methodology

© 2019 by Priyank Gandhi.