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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/10007338971

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. 433-456

Persistent link: https://www.econbiz.de/10007340384

Losers and Prospectors in Short-Term Options

Chatrath, Arjun - 2018

We investigate short-term index options for behavioral biases implied in prospect theory (PT). Intraday price and transactions patterns generally support the theory. Losers are seen to be relatively risk seeking and winners to be risk averse, with the former effect appearing stronger. On...

Persistent link: https://www.econbiz.de/10012927880

S&P 500 volatility, volatility regimes, and economic uncertainty

Adrangi, Bahram; Chatrath, Arjun; Raffiee, Kambiz - In: Bulletin of economic research 75 (2023) 4, pp. 1362-1387

Persistent link: https://www.econbiz.de/10014436045

In search of deterministic complex patterns in commodity prices

Chatrath, Arjun; Adrangi, Bahram; Dhanda, Kanwalroop Kathy - In: Computational methods in decision-making, economics and …, (pp. 355-377). 2010

Persistent link: https://www.econbiz.de/10009153075

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

Volatility spillovers across major equity markets of Americas

Adrangi, Bahram; Chatrath, Arjun; Raffiee, Kambiz - In: International journal of business 19 (2014) 3, pp. 255-274

Persistent link: https://www.econbiz.de/10010402088

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

Nonlinear dependencies and chaos in the bilateral exchange rate of the dollar

Adrangi, Bahram; Allender, Mary Elizabeth; Chatrath, Arjun - In: International business and economics research journal 9 (2010) 3, pp. 85-95

Persistent link: https://www.econbiz.de/10008858748

Nonlinearities and chaos : evidence from exchange rates

Adrangi, Bahram; Allender, Mary Elizabeth; Chatrath, Arjun - In: Atlantic economic journal : AEJ 38 (2010) 2, pp. 247-248

Persistent link: https://www.econbiz.de/10008697883

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