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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

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

Hedging price risk when no direct hedge vehicle exists : the case of silicon

Andrangi, Bahram; Chatrath, Arjun; Christie-David, Rohan; … - In: Applied economics letters 21 (2014) 4/6, pp. 276-279

Persistent link: https://www.econbiz.de/10010413847

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

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

Price discovery in strategically-linked markets : the case of the gold-silver spread

Adrangi, Bahram; Chatrath, Arjun; Christie-David, Rohan - In: Applied financial economics 10 (2000) 3, pp. 227-234

Persistent link: https://www.econbiz.de/10001526274

The impact of market-specific public information on return variance in an illiquid market

Christie-David, Rohan - In: The journal of futures markets 17 (1997) 8, pp. 887-908

Persistent link: https://www.econbiz.de/10001232839

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 Responsiveness and Stock - Flow Distinctions in Commodities

Adrangi, Bahram - 2018

To establish stock-versus-flow orientations of a commodity, the mediating role of inventories in price formation is considered. This framework is tested by examining responses of COMEX gold, silver, and copper to macroeconomic news releases. Standard responsiveness-tests, which ignore the role...

Persistent link: https://www.econbiz.de/10012940416

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