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LIQUIDITY AND MATURITY EFFECTS AROUND NEWS RELEASES

Christie-David, Rohan; Chaudhry, Mukesh - In: Journal of Financial Research 22 (1999) 1, pp. 47-67

Persistent link: https://www.econbiz.de/10008518632

Currency futures, news releases, and uncertainty resolution

Christie-David, Rohan; Chaudhry, Mukesh - In: Global Finance Journal 11 (2000) 1-2, pp. 109-127

Persistent link: https://www.econbiz.de/10005235246

Coskewness and cokurtosis in futures markets

Christie-David, Rohan; Chaudhry, Mukesh - In: Journal of Empirical Finance 8 (2001) 1, pp. 55-81

Persistent link: https://www.econbiz.de/10005152437

Do macroeconomics news releases affect gold and silver prices?

Christie-David, Rohan; Chaudhry, Mukesh; Koch, Timothy W. - In: Journal of Economics and Business 52 (2000) 5, pp. 405-421

Persistent link: https://www.econbiz.de/10005302108

Losers and prospectors in the short‐term options market

Chatrath, Arjun; Christie-David, Rohan; Miao, Hong; … - In: Journal of Futures Markets 39 (2019) 6, pp. 721-743

Persistent link: https://www.econbiz.de/10012082181

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

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

Antecedents and consequences of employee and asset restructuring

Cascio, Wayne F.; Chatrath, Arjun; Christie-David, Rohan - In: Academy of Management journal : AMJ 64 (2021) 2, pp. 587-613

Persistent link: https://www.econbiz.de/10012581423

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