← All authors Arjun Chatrath University of Portland (per OpenAlex) · OpenAlex
84 papers in scope · 83 published · 1 on the econ.EM arXiv · 2,061 citations · h-index 28 (over the papers listed here)
Papers (2 of 84)
Democratic governance and equity valuations
published 2026 · The Quarterly Review of Economics and Finance
Economic and Policy Uncertainties and Firm Value in the U.S. Consumer Nondurable Goods Industry
published 2025 · Bulletin of Applied Economics · 1 citations
working paper 2025 · arXiv
Latin American Equities, Volatility Regimes, and the US Economic Policy Uncertainty
published 2025 · Bulletin of Applied Economics
published 2025 · Bulletin of Applied Economics · 1 citations
Is the Influence of Oil Shocks on Economic Policy Uncertainty Fading?
published 2024 · American Business Review · 1 citations
S&P 500 volatility, volatility regimes, and economic uncertainty
published 2023 · Bulletin of Economic Research · 2 citations
S&P volatility, VIX, and asymptotic volatility estimates
published 2022 · Finance research letters · 6 citations
with Yosef Bonaparte, Rohan Christie-David
Dynamic Responses of Major Pacific Rim Emerging Equity Markets to the US Crude Oil Fear Index (OVX)
published 2022 · Bulletin of Applied Economics · 4 citations
Dynamic Responses of Standard and Poor’s Regional Bank Index to the U.S. Fear Index, VIX
published 2021 · Journal of risk and financial management · 5 citations
Dynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domains
published 2020 · Bulletin of Economic Research · 8 citations
Oil Price Pass through to Agricultural Commodities †
published 2020 · American Journal of Agricultural Economics · 31 citations
Dynamic Responses of Major Equity Markets to the US Fear Index
published 2019 · Journal of risk and financial management · 13 citations
Losers and prospectors in the short‐term options market
published 2019 · Journal of Futures Markets · 1 citations · first circulated 2017
with Rohan Christie-David, Hong Miao, Sanjay Ramchander
U.S. DIESEL FUEL PRICE RESPONSES TO THE GLOBAL CRUDE OIL SUPPLY AND DEMAND
published 2018 · Annals of Financial Economics · 3 citations
The effects of options listing and delisting in a short-sale-constrained market: Evidence from the Indian equities markets
published 2017 · Global Finance Journal · 6 citations
with Pradip Banerjee, Rohan Christie-David, Debasish Maitra
Crude Oil Price Volatility Spillovers and Agricultural Commodities: A Study in Time and Frequency Domains
published 2017 · Review of Economics and Finance · 3 citations
no link
The US Monetary Base and Major World Equity Markets: An Empirical Investigation
published 2016 · Review of Economics and Finance · 2 citations
no link
An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments
published 2015 · Energy Economics · 26 citations
with Hong Miao, Sanjay Ramchander, Tianyang Wang
Short-term options: Clienteles, market segmentation, and event trading
published 2015 · Journal of Banking & Finance · 9 citations
with Rohan Christie-David, Hong Miao, Sanjay Ramchander
Crude oil price volatility spillovers into major equity markets
published 2015 · The Journal of Energy Markets · 3 citations
The Forecasting Efficacy of Risk‐Neutral Moments for Crude Oil Volatility
published 2015 · Journal of Forecasting · 23 citations
with Hong Miao, Sanjay Ramchander, Tianyang Wang
Stock‐Versus‐Flow Distinctions, Information, and the Role of Inventory
published 2014 · Journal of Futures Markets · 3 citations
Volatility Spillovers across Major Equity Markets of Americas
published 2014 · International Journal of Business · 9 citations
no link
Crude oil moments and PNG stock returns
published 2014 · Energy Economics · 10 citations
with Hong Miao, Sanjay Ramchander
Hedging price risk when no direct hedge vehicle exists: the case of silicon
published 2013 · Applied Economics Letters · 2 citations
Currency jumps, cojumps and the role of macro news
published 2013 · Journal of International Money and Finance · 123 citations
with Hong Miao, Sanjay Ramchander, Sriram V. Villupuram
The Effects of Foreign Trading of U.S. Treasuries
published 2013 · Financial Review
Corporate Bonds, Macroeconomic News, and Investor Flows
published 2012 · The Journal of Fixed Income · 10 citations
with Hong Miao, Sanjay Ramchander, Sriram V. Villupuram
Does the price of crude oil respond to macroeconomic news?
published 2011 · Journal of Futures Markets · 54 citations
with Hong Miao, Sanjay Ramchander
An Empirical Examination Of The Effects Of Inflation And Hedging On Investments In The U.S. Air Transport Sector Over The Period Since Deregulation
published 2011 · Journal of Business & Economics Research (JBER) · 1 citations
Linkage Between GDP And Emissions: A Global Perspective On Environmental Kuznets Curve
published 2011 · Journal of Business & Economics Research (JBER)
Price Discovery In The Soybean Futures Market
published 2011 · Journal of Business & Economics Research (JBER) · 6 citations
Inflation, Output, And Stock Prices: Evidence From Brazil
published 2011 · Journal of Applied Business Research (JABR) · 56 citations · first circulated 2000
Dominant markets, staggered openings, and price discovery
published 2010 · Journal of Futures Markets · 1 citations
Nonlinear Dependencies And Chaos In The Bilateral Exchange Rate Of The Dollar
published 2010 · International Business & Economics Research Journal (IBER) · 5 citations
Nonlinearities and Chaos: Evidence from Exchange Rates
published 2010 · Atlantic Economic Journal · 4 citations
How potent are news reversals?: Evidence from the futures markets
published 2008 · Journal of Futures Markets · 5 citations
with Rohan Christie-David, Kiseop Lee
Competitive inventory management in Treasury markets
published 2008 · Journal of Banking & Finance · 5 citations
with Rohan Christie-David, Kiseop Lee, William T. Moore
Do Commodity Traders Herd?
published 2008 · Financial Review · 21 citations
Emerging Market Equity Prices and Chaos: Evidence from Indonesia and Malaysia
published 2008 · International Journal of Business · 1 citations
no link
A semiparametric estimation of the optimal hedge ratio
published 2007 · The Quarterly Review of Economics and Finance · 3 citations
Petroleum spreads and the term structure of futures prices
published 2006 · Applied Economics · 5 citations
The Macroeconomic News Cycle and Uncertainty Resolution*
published 2006 · The Journal of Business · 11 citations
with Rohan Christie-David, William T. Moore
On the Comovement of Commodity Prices
published 2006 · American Journal of Agricultural Economics · 158 citations
Futures Expiration, Contract Switching, and Price Discovery
published 2004 · The Journal of Derivatives · 4 citations
with Rohan Christie-David
Emerging Market Equity Prices and Chaos: Evidence from Thailand Exchange
published 2004 · International Journal of Business · 1 citations
no link
REIT Investments and Hedging Against Inflation
published 2004 · Journal of Real Estate Portfolio Management · 43 citations
with Bahram Adrangi, Kambiz Raffiee
Futures trading activity and stock price volatility: some extensions
published 2003 · Applied Financial Economics · 28 citations
Economic Activity, Inflation, and Hedging
published 2003 · The journal of wealth management · 81 citations
Non-linear dynamics in futures prices: evidence from the coffee, sugar and cocoa exchange
published 2003 · Applied Financial Economics · 42 citations
Are commodity prices chaotic?
published 2002 · Agricultural Economics · 61 citations
Index futures leadership, basis behavior, and trader selectivity
published 2002 · Journal of Futures Markets · 28 citations
with Rohan Christie-David, Kanwalroop Kathy Dhanda, Timothy W. Koch
The Dynamics of Palladium and Platinum Prices
published 2002 · Computational Economics · 23 citations
The demand for US air transport service: a chaos and nonlinearity investigation
published 2001 · Transportation Research Part E Logistics and Transportation Review · 47 citations
Nonlinear Dependence in Gold and Silver Futures: Is it Chaos?
published 2001 · The American Economist · 12 citations
Chaos in oil prices? Evidence from futures markets
published 2001 · Energy Economics · 144 citations
The impact of margins in futures markets: evidence from the gold and silver markets
published 2001 · The Quarterly Review of Economics and Finance · 24 citations
Alaska North Slope crude oil price and the behavior of diesel prices in California
published 2001 · Energy Economics · 40 citations
Real Asset Ownership and the Risk and Return to Stockholders
published 2001 · Journal of Real Estate Research · 63 citations
with Michael J. Seiler, James Webb
Price discovery in strategically-linked markets: the case of the gold-silver spread
published 2000 · Applied Financial Economics · 39 citations
The Asymmetric REIT-Beta Puzzle
published 2000 · Journal of Real Estate Portfolio Management · 28 citations
with Youguo Liang, Willard McIntosh
Inflation, output, and stock prices: Evidence from two major emerging markets
published 1999 · Journal of Economics and Finance · 23 citations
Futures Commitments and Commodity Price Jumps
published 1999 · Financial Review · 30 citations
with Frank M. Song
Margin requirements and futures activity: Evidence from the soybean and corn markets
published 1999 · Journal of Futures Markets · 30 citations
Price Discovery in Strategically Linked Markets
published 1999 · The Journal of Derivatives · 11 citations
with Mukesh Chaudhry, Rohan Christie-David
Inflation, output and stock prices: evidence from Latin America
published 1999 · Managerial and Decision Economics · 22 citations
Speculative activity and stock market volatility
published 1998 · Journal of Economics and Business · 11 citations
with Sanjay Ramchander, Frank M. Song
Return distributions and the day-of-the-week effects in the stock exchange of Thailand
published 1998 · Journal of Economics and Finance · 34 citations
with Ravindra Kamath, Rinjai Chakornpipat
Information and volatility in futures and spot markets: The Case of the Japanese yen
published 1998 · Journal of Futures Markets · 49 citations
with Frank M. Song
REITs and Inflation: A Long-Run Perspective
published 1998 · Journal of Real Estate Research · 85 citations
with Youguo Liang
Are REIT Returns Hedgeable?
published 1998 · Journal of Real Estate Research · 21 citations
with Youguo Liang, Michael J. Seiler
Commitment of traders, basis behavior, and the issue of risk premia in futures markets
published 1997 · Journal of Futures Markets · 29 citations
with Youguo Liang, Frank M. Song
Capital Budgeting and the Stochastic Cost of Capital
published 1997 · Managerial Finance · 4 citations
with Michael J. Seiler
International linkages in bank lending and borrowing markets: evidence from six industrialized countries
published 1997 · Applied Financial Economics · 8 citations
with Sanjay Ramachander, Frank M. Song
The role of futures trading activity in exchange rate volatility
published 1996 · Journal of Futures Markets · 96 citations
with Sanjay Ramchander, Frank M. Song
Stock prices, inflation and output: Evidence from India
published 1996 · Journal of Asian Economics · 70 citations
with Sanjay Ramchander, Frank M. Song
Apartment REITs and Apartment Real Estate
published 1996 · Journal of Real Estate Research · 33 citations
with Youguo Liang, Willard McIntosh
Hedged REIT Indices
published 1996 · Journal of Real Estate Literature · 9 citations
with Youguo Liang, J. Angus Webb
Lead-lag associations between option trading and cash market volatility
published 1995 · Applied Financial Economics · 12 citations
with Ravindra Kamath, Rinjai Chakornpipat, Sanjay Ramchander
Real Activity, Stock Prices, and Inflation
published 1995 · The Indian Economic Journal
with Sanjay Ramchander, Frank M. Song
Does options trading lead to greater cash market volatility?
published 1995 · Journal of Futures Markets · 53 citations
with Sanjay Ramchander, Frank M. Song
Determinants of Bank Profitability
published 1995 · Mid-American Journal of Business · 52 citations
with Mukesh Chaudhry, Ravindra Kamath
Are market perceptions of corporate layoffs changing?
published 1995 · Economics Letters · 30 citations
with Sanjay Ramchander, Frank M. Song
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).