Arjun Chatrath

University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration

Portland, OR 97203

United States

SCHOLARLY PAPERS

12

DOWNLOADS

478

SSRN CITATIONS

1

CROSSREF CITATIONS

7

Scholarly Papers (12)

1.

Emerging Market Equity Prices and Chaos: Evidence from Thailand Exchange

International Journal of Business, Vol. 9, No. 2, 2004
Number of pages: 20 Posted: 06 Mar 2004
University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration, University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration, Cleveland State University - Finance and University of Nevada, Reno - College of Business Administration - Department of Economics
Downloads 233 (132,194)

Abstract:

Loading...

Stock Exchange of Thailand (SET) Index, chaos, equity markets, emerging market economies

2.

Losers and Prospectors in Short-Term Options

Number of pages: 44 Posted: 12 Feb 2018
University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration, University of Southern Mississippi - College of Business Administration, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 69 (334,247)

Abstract:

Loading...

Prospectors, Losers, Prospect Theory, Short-term Options

3.

Examination on the Flow Characteristic of Crude Oil: Evidence from the Risk-Neutral Moments

Energy Economics, Vol. 54, 2016
Number of pages: 38 Posted: 14 Feb 2015 Last Revised: 10 Feb 2018
University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration, Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University - Department of Finance & Real Estate
Downloads 66 (342,213)
Citation 1

Abstract:

Loading...

Risk-Neutral Moments, Crude Oil Futures, Returns, Volatility

4.

Price Responsiveness and Stock - Flow Distinctions in Commodities

Journal of Futures Markets, 35, 2015.
Number of pages: 43 Posted: 27 Jul 2011 Last Revised: 10 Feb 2018
University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration, University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration, University of Southern Mississippi - College of Business Administration, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 57 (368,388)

Abstract:

Loading...

Stock-Flow, Macroeconomic News, Metal Futures

5.

Public Information, REIT Responses, Size, Leverage, and Focus

Journal of Real Estate Research, Vol. 34, No. 4, 2012
Number of pages: 52 Posted: 22 Jan 2013
University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration, Independent and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 49 (394,657)

Abstract:

Loading...

REIT, macroeconomic, news, public information

6.

Do Commodity Traders Herd?

Financial Review, Vol. 43, No. 3, pp. 461-476, August 2008
Number of pages: 16 Posted: 14 Jul 2008
Bahram Adrangi and Arjun Chatrath
University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration and University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration
Downloads 4 (626,685)
  • Add to Cart

Abstract:

Loading...

7.

Crude Oil Price Volatility Spillovers into Major Equity Markets

Journal of Energy Markets, Vol. 8, No. 1, 2015
Number of pages: 20 Posted: 24 Jun 2016
University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration, University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration, Macquarie University - Department of Economics and University of Nevada, Reno - College of Business Administration - Department of Economics
Downloads 0 (673,801)
  • Add to Cart

Abstract:

Loading...

equity markets, crude oil, nonlinearity, asymmetry, EGARCH, Granger causality

8.

The Forecasting Efficacy of Risk-Neutral Moments for Crude Oil Volatility

Chatrath, A., Miao, H., Ramchander, S., & Wang, T. (2015). The Forecasting Efficacy of Risk‚ÄźNeutral Moments for Crude Oil Volatility. Journal of Forecasting, 34(3), 177-190.
Posted: 20 Apr 2015
University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration, Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University - Department of Finance & Real Estate

Abstract:

Loading...

risk-neutral moments; crude oil futures options; implied volatility

9.

On the Comovement of Commodity Prices

American Journal of Agricultural Economics, Vol. 88, No. 3, pp. 574-588, August 2006
Posted: 20 Jul 2006
Chunrong Ai, Arjun Chatrath and Frank M. Song
University of Florida - Warrington College of Business Administration - Department of Economics, University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration and The University of Hong Kong - School of Economics and Finance

Abstract:

Loading...

10.

The Roles of Futures Trading in Exchange Rate Volatility

Posted: 16 Sep 1999
Frank M. Song, Arjun Chatrath and Sanjay Ramchander
The University of Hong Kong - School of Economics and Finance, University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration and Colorado State University, Fort Collins - Department of Finance & Real Estate

Abstract:

Loading...

11.

Reits and Inflation: A Long-Run Perspective

Journal of Real Estate Research, 1999
Posted: 04 Nov 1998
Arjun Chatrath and Youguo Liang
University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration and Prudential Real Estate Investors

Abstract:

Loading...

12.

Are REIT Returns Hedgeable?

Journal of Real Estate Research, Vol. 16, No. 1, September 1998
Posted: 22 Oct 1998
Arjun Chatrath, Youguo Liang and Michael J. Seiler
University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration, Prudential Real Estate Investors and Hawaii Pacific University - Department of Finance

Abstract:

Loading...