.
Ramchander, Sanjay's
Scholarly Papers
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Aggregate Statistics
Total 621
Total Citations 11
1.
Information Driven Price Jumps and Trading Strategy: Evidence from Stock Index Futures
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Miao, Hong Colorado State University - Department of Finance & Real Estate
Ramchander, Sanjay Colorado State University - Department of Finance & Real Estate
Zumwalt, J. Kenton Colorado State University - Department of Finance & Real Estate
Posted:
01 Sep 11
Last Revised:
25 Oct 12
359(38,929)
Miao, Hong Colorado State University - Department of Finance & Real Estate
Ramchander, Sanjay Colorado State University - Department of Finance & Real Estate
Zumwalt, J. Kenton Colorado State University - Department of Finance & Real Estate
142
Macroeconomic News, Jumps, Index Futures, Trading Strategy
Miao, Hong Colorado State University - Department of Finance & Real Estate
Ramchander, Sanjay Colorado State University - Department of Finance & Real Estate
Zumwalt, J. Kenton Colorado State University - Department of Finance & Real Estate
Posted:
01 Sep 11
Last Revised:
18 Jan 12
217
Macroeconomic News, Jumps, Index Futures, Trading Strategy
2.
Ramchander, Sanjay Colorado State University - Department of Finance & Real Estate
Schwebach, Robert G. Colorado State University - College of Business
Staking, Kim B. Colorado State University - School of Business
133(108,666)
Corporate Social Responsibility, Financial Performance, Event Study, Stakeholder Theory, Industry Response, Competitive Effects, Domini Social 400 Index, Resource-Based View Theory
3.
Elder, John Colorado State University
Miao, Hong Colorado State University - Department of Finance & Real Estate
Ramchander, Sanjay Colorado State University - Department of Finance & Real Estate
Posted:
23 Aug 12
Last Revised:
18 Feb 13
64(177,952)
oil, jumps, macroeconomic announcements
4.
Adrangi, Bahram University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration
Chatrath, Arjun University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration
Christie-David, Rohan A. University of Southern Mississippi - College of Business Administration
Miao, Hong Colorado State University - Department of Finance & Real Estate
Ramchander, Sanjay Colorado State University - Department of Finance & Real Estate
25(258,399)
Stock-Flow, Macroeconomic News, Metal Futures
5.
The Asymmetric Impact of Monetary Policy on Currency Markets
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Lobo, Bento J.
Darrat, Ali F. Louisiana Tech University - College of Business
Ramchander, Sanjay Colorado State University - Department of Finance & Real Estate
Posted:
24 Feb 06
Last Revised:
28 Dec 06
20(275,477)
7
Lobo, Bento J.
Darrat, Ali F. Louisiana Tech University - College of Business
Ramchander, Sanjay Colorado State University - Department of Finance & Real Estate
20
7
Lobo, Bento J.
Darrat, Ali F. Louisiana Tech University - College of Business
Ramchander, Sanjay Colorado State University - Department of Finance & Real Estate
0
Monetary policy, federal funds rate target, exchange rates, non-announcement surprises, asymmetric policy effects, disclosure policy regimes
6.
Chatrath, Arjun University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration
Christie-David, Rohan Independent
Ramchander, Sanjay Colorado State University - Department of Finance & Real Estate
18(282,600)
REIT, macroeconomic, news, public information
7.
Return and Volatility Transmission in U.S. Housing Markets
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Miao, Hong Colorado State University - Department of Finance & Real Estate
Ramchander, Sanjay Colorado State University - Department of Finance & Real Estate
Simpson, Marc William Northern Illinois University
Posted:
31 Aug 10
Last Revised:
16 Nov 11
2(336,218)
4
Miao, Hong Colorado State University - Department of Finance & Real Estate
Ramchander, Sanjay Colorado State University - Department of Finance & Real Estate
Simpson, Marc William Northern Illinois University
2
4
Miao, Hong Colorado State University - Department of Finance & Real Estate
Ramchander, Sanjay Colorado State University - Department of Finance & Real Estate
Simpson, Marc William Northern Illinois University
Posted:
31 Aug 10
Last Revised:
15 Sep 11
0
return tranmsission, volatility transmission, Case-Shiller, residential markets, spatial dependencies
8.
Simpson, Marc William Northern Illinois University
Ramchander, Sanjay Colorado State University - Department of Finance & Real Estate
Webb, James R. Cleveland State University
REITs, inflation, asymmetry, pooled estimation
9.
Ramchander, Sanjay Colorado State University - Department of Finance & Real Estate
Simpson, Marc William Northern Illinois University
Webb, James R. Cleveland State University
Macroeconomic Announcements, Mortgage Rates, Mortgage Spreads
10.
Song, Frank M. University of Hong Kong - School of Economics and Finance
Chatrath, Arjun University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration
Ramchander, Sanjay Colorado State University - Department of Finance & Real Estate
