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ECONIS (ZBW)
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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/10001432456
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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
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3
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
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4
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
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5
The macroeconomic news cycle and uncertainty resolution
Chatrath, Arjun
;
Christie-David, Rohan
;
Moore, William …
- In:
The journal of business : B
79
(
2006
)
5
,
pp. 2633-2657
Persistent link: https://www.econbiz.de/10003406547
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6
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
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7
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
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8
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
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9
The impact of inflationary news on money market yields and volatilities
Ramchander, Sanjay
;
Simpson, Marc W.
;
Chaudhry, Mukesh
- In:
Journal of economics and finance
27
(
2003
)
1
,
pp. 85-101
Persistent link: https://www.econbiz.de/10001771739
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