Sumudu Watugala

Assistant Professor of Finance, Dyson School of Applied Economics & Managment

Sumudu is an Assistant Professor of Finance and the Bernard F. Stanton Sesquicentennial Faculty Fellow in Finance at the Dyson School of Applied Economics and Management at Cornell University in New York. Sumudu obtained her DPhil in Financial Economics from the University of Oxford. Prior to her doctoral studies, she worked in quantitative research and trading with a focus on volatility arbitrage and derivatives trading. She has conducted research at the Office of Financial Research in the US Department of the Treasury on topics relating to financial stability, asset management, and CDS markets. Sumudu obtained her bachelor’s and master’s degrees from the Massachusetts Institute of Technology. She is a CFA charterholder.Prof. Watugala’s research interests are in asset pricing, international finance, financial markets, market frictions, financial intermediaries, emerging markets, commodities, and volatility.

Working Paper

Albuquerque, R., Ramadorai, T. and Watugala, S.W. (2011). Trade credit and cross-country predictable firm returns, Working Paper, Said Business School, University of Oxford, Oxford.
Watugala, S. (2014). Economic uncertainty and commodity futures volatility.
Watugala, S. (2014). Conflict in the dual role of intermediaries in financial markets.
Watugala, S. (2014). Economic uncertainty, trader activity, and commodity futures volatility.
Watugala, S. (2014). Financial market performance and individual pension investment behaviour.
Watugala, S. (2014). Term structure dynamics of commodity and currency futures.
Watugala, S. (2014). Dealer intermediation in over-the-counter markets.
Morrison, M., Watugala, S. and Wilson, M. (2014). CDS markets and financial contagion.

Published Research

Ramadorai, T., Albuquerque, R. and Watugala, S. (2015). Trade credit and cross-country predictable firm returns. Journal of Financial Economics. Forthcoming. Forthcoming.