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Short-term options : clienteles, market segmentation, and event trading

Chatrath, Arjun; Christie-David, Rohan; Miao, Hong; … - In: Journal of banking & finance 61 (2015), pp. 237-250

Persistent link: https://www.econbiz.de/10011545291

Stock-versus-flow distinctions, information, and the role of inventory

Adrangi, Bahram; Chatrath, Arjun; Christie-David, Rohan; … - In: The journal of futures markets 35 (2015) 11, pp. 1003-1025

Persistent link: https://www.econbiz.de/10011546210

Public information, REIT responses, size, leverage, and focus

Chatrath, Arjun; Christie-David, Rohan; Ramchander, Sanjay - In: The journal of real estate research 34 (2012) 4, pp. 463-513

Persistent link: https://www.econbiz.de/10009718604

The effects of foreign trading of US treasuries

Ai, Chunrong; Chatrath, Arjun; Christie-David, Rohan; … - In: The financial review : the official publication of the … 48 (2013) 1, pp. 49-76

Persistent link: https://www.econbiz.de/10009717668

The Macroeconomic News Cycle and Uncertainty Resolution

Chatrath, Arjun; Christie-David, Rohan; Moore, William T. - In: The Journal of Business 79 (2006) 5, pp. 2633-2658

We examine the behavior of return volatility and trading at 5-minute intervals in the treasury bond futures market in the context of the monthly macroeconomic news cycle. We advance and confirm the hypothesis that volatility and trading activity are higher in the first half of the month. The...

Persistent link: https://www.econbiz.de/10005832775

The effects of options listing and delisting in a short-sale-constrained market : evidence from the Indian equities markets

Banerjee, Pradip; Chatrath, Arjun; Christie-David, Rohan; … - In: Global finance journal 35 (2018), pp. 157-169

Persistent link: https://www.econbiz.de/10012124810

Index futures leadership, basis behavior, and trader selectivity

Chatrath, Arjun; Christie-David, Rohan; Dhanda, … - In: The journal of futures markets 22 (2002) 7, pp. 649-677

Persistent link: https://www.econbiz.de/10001678541

Price discovery in strategically linked markets : the TED spread and its constituents

Chatrath, Arjun; Chaudhry, Mukesh; Christie-David, Rohan - In: The journal of derivatives : the official publication … 6 (1999) 4, pp. 77-87

Persistent link: https://www.econbiz.de/10001432456

Futures expiration, contract switching, and price discovery

Chatrath, Arjun; Christie-David, Rohan - In: The journal of derivatives : the official publication … 12 (2004) 1, pp. 58-72

Persistent link: https://www.econbiz.de/10002210963

How potent are news reversals? : evidence from the futures markets

Chatrath, Arjun; Christie-David, Rohan; Lee, Kiseop - In: The journal of futures markets 29 (2009) 1, pp. 42-73

Persistent link: https://www.econbiz.de/10003826616