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Dominant markets, staggered openings, and price discovery
Adrangi, Bahram; Chatrath, Arjun; Christie-David, Rohan; … - In: The journal of futures markets 31 (2011) 10, pp. 915-946
Persistent link: https://www.econbiz.de/10009355763
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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
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Competitive inventory management in Treasury markets
Chatrath, Arjun; Christie-David, Rohan; Lee, Kiseop; … - In: Journal of banking & finance 33 (2009) 5, pp. 800-809
Persistent link: https://www.econbiz.de/10003836415
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Margin requirements and futures activity : evidence from the soybean and corn markets
Adrangi, Bahram; Chatrath, Arjun - In: The journal of futures markets 19 (1999) 4, pp. 433-455
Persistent link: https://www.econbiz.de/10001378224
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Volatility characteristics and persistence in Latin Amrican emerging markets
Adrangi, Bahram; Chatrath, Arjun; Raffiee, Kambiz - In: International journal of business 4 (1999) 1, pp. 19-37
Persistent link: https://www.econbiz.de/10001355165
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Stock returns and volatility persistence : further examination
Adrangi, Bahram; Chatrath, Arjun; Raffiee, Kambiz - In: The southern business & economic journal 22 (1999) 2, pp. 107-123
Persistent link: https://www.econbiz.de/10001364048
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The US monetary base and major world equity markets : an empirical investigation
Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Review of economics & finance 6 (2016) 3, pp. 49-64
Persistent link: https://www.econbiz.de/10011541619
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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
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U.S. diesel fuel price responses to the global crude oil supply and demand
Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Annals of financial economics 13 (2018) 4, pp. 1-25
Persistent link: https://www.econbiz.de/10011984123
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Dynamic responses of major equity markets to the US fear index
Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Journal of risk and financial management : JRFM 12 (2019) 4/156, pp. 1-23
This study examines the reaction of four major equity markets of the world to the US equity market fear index, i.e., the Chicago Board of Trade Volatility Index (VIX). The VIX is designed to perform as a leading indicator of the volatility in equity markets. Our paper examines the daily data for...
Persistent link: https://www.econbiz.de/10012173007