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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

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 - 2013

We evaluate real estate investment trust (REIT) responses to the release of REIT-specific and macroeconomic news over two periods with differing economic climates. More specifically, using high-frequency data, we track the response function over a period of 60 minutes following each...

Persistent link: https://www.econbiz.de/10013088200

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

Long-term structural price relationships in futures markets

Chaudhry, Mukesh - In: The journal of derivatives : the official publication … 5 (1998) 3, pp. 45-59

Persistent link: https://www.econbiz.de/10001242385

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/10001545845

Deregulation, news releases and price discovery

Chen, Manfen W.; Christie-David, Rohan; Moore, William … - In: Journal of regulatory economics 31 (2007) 3, pp. 289-312

Persistent link: https://www.econbiz.de/10003464471

Political heterogeneity, subjective optimism, and stock market outcomes

Bonaparte, Yosef; Christie-David, Rohan; Koslowsky, David - In: Applied economics 54 (2022) 13, pp. 1487-1506

Persistent link: https://www.econbiz.de/10012875387