Arjun Chatrath

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

Portland, OR 97203

United States

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

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    • Tel: 503-283-7465
SCHOLARLY PAPERS

9

DOWNLOADS

719

TOTAL CITATIONS

1

Scholarly Papers (9)

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1.

Emerging Market Equity Prices and Chaos: Evidence from Thailand Exchange

Number of pages: 20 Posted: 06 Mar 2004
Bahram Adrangi, Arjun Chatrath, Ravindra Kamath and Kambiz Raffiee
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 307 (213,308)

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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
Arjun Chatrath, Rohan A. Christie-David, Hong Miao and Sanjay Ramchander
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 128 (478,690)

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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
Arjun Chatrath, Hong Miao, Sanjay Ramchander and Tianyang Wang
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, Fort Collins - Department of Finance & Real Estate
Downloads 105 (556,382)
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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
Bahram Adrangi, Arjun Chatrath, Rohan A. Christie-David, Hong Miao and Sanjay Ramchander
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 103 (564,334)

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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
Arjun Chatrath, Rohan Christie-David and Sanjay Ramchander
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 76 (681,358)

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REIT, macroeconomic, news, public information

6.

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‐Neutral Moments for Crude Oil Volatility. Journal of Forecasting, 34(3), 177-190.
Posted: 20 Apr 2015
Arjun Chatrath, Hong Miao, Sanjay Ramchander and Tianyang Wang
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, Fort Collins - Department of Finance & Real Estate

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

7.

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

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8.

Reits and Inflation: A Long-Run Perspective

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

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9.

Are REIT Returns Hedgeable?

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

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