Sanjay Ramchander

Colorado State University, Fort Collins - Department of Finance & Real Estate

Associate Professor of Finance

Fort Collins, CO 80523

United States

  • Colorado State University, Fort Collins - Department of Finance & Real Estate

    • Email
    • Tel: 970-491-6681
SCHOLARLY PAPERS

18

DOWNLOADS
Rank 29,079

SSRN RANKINGS

Top 29,079

in Total Papers Downloads

1,618

SSRN CITATIONS
Rank 21,369

SSRN RANKINGS

Top 21,369

in Total Papers Citations

10

CROSSREF CITATIONS

26

Scholarly Papers (18)

Actions:
Email selected abstracts
1.

S&P 500 Index‐Futures Price Jumps and Macroeconomic News

Downloads 581 ( 46,920)
Citation 2

S&P 500 Index‐Futures Price Jumps and Macroeconomic News

Journal of Futures Markets, 34, 980-1001, 2014
Number of pages: 27 Posted: 01 Sep 2011 Last Revised: 11 Feb 2018
Hong Miao, Sanjay Ramchander and J. Kenton Zumwalt
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 366 (81,918)

Abstract:

Loading...

Macroeconomic News, Jumps, Index Futures, Trading Strategy

S&P 500 Index‐Futures Price Jumps and Macroeconomic News

Journal of Futures Markets, 36, 980-1001, 2014
Number of pages: 27 Posted: 15 Sep 2011 Last Revised: 11 Feb 2018
Hong Miao, Sanjay Ramchander and J. Kenton Zumwalt
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 215 (144,662)
Citation 3

Abstract:

Loading...

Macroeconomic News, Jumps, Index Futures, Trading Strategy

2.

Jumps in Oil Prices: The Role of Economic News

Energy Journal, 34, 2013.
Number of pages: 32 Posted: 23 Aug 2012 Last Revised: 10 Feb 2018
John Elder, Hong Miao and Sanjay Ramchander
Colorado State University, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 195 (159,053)
Citation 3

Abstract:

Loading...

oil, jumps, macroeconomic announcements

3.

The Informational Relevance of Strategic Corporate Social Responsibility

Number of pages: 28 Posted: 02 Oct 2010
Sanjay Ramchander, Robert G. Schwebach and Kim B. Staking
Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - College of Business and Colorado State University - School of Business
Downloads 189 (163,582)

Abstract:

Loading...

Corporate Social Responsibility, Financial Performance, Event Study, Stakeholder Theory, Industry Response, Competitive Effects, Domini Social 400 Index, Resource-Based View Theory

4.

Price Discovery in Crude Oil Futures

Energy Economics, 46, 2014.
Number of pages: 34 Posted: 18 Sep 2014 Last Revised: 10 Feb 2018
John Elder, Hong Miao and Sanjay Ramchander
Colorado State University, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 139 (212,688)
Citation 1

Abstract:

Loading...

Crude Oil Futures, WTI, Brent, Information Sharing, Inventory Level, Spread

5.

Default Prediction Models: The Role of Forward-Looking Measures of Returns and Volatility

Journal of Empirical Finance, Vol. 46, 2018
Number of pages: 39 Posted: 30 Jul 2014 Last Revised: 11 Feb 2018
Hong Miao, Sanjay Ramchander, Patricia A Ryan and Tianyang Wang
Colorado State University, Fort Collins - Department of Finance & Real Estate, 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 110 (253,799)

Abstract:

Loading...

Distance to Default, Default Prediction

6.

The Informational Role of Options Prices in China

Number of pages: 37 Posted: 08 Mar 2018 Last Revised: 16 Oct 2019
Jimmy Lockwood, Hong Miao, Sanjay Ramchander and Dongxiao Yang
Southern Illinois University at Carbondale - Department of Finance, Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate and Independent
Downloads 74 (326,439)

Abstract:

Loading...

SSE 50 ETF options, implied volatility, information leadership share

7.

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 69 (339,284)

Abstract:

Loading...

Prospectors, Losers, Prospect Theory, Short-term Options

8.

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 - Department of Finance & Real Estate
Downloads 66 (347,350)
Citation 1

Abstract:

Loading...

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

9.

Default Prediction Models: The Role of Forward-Looking Measures of Returns and Volatility

Journal of Empirical Finance, Vol. 46, 2018
Number of pages: 39 Posted: 30 May 2017 Last Revised: 11 Feb 2018
Hong Miao, Sanjay Ramchander, Patricia A Ryan and Tianyang Wang
Colorado State University, Fort Collins - Department of Finance & Real Estate, 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 65 (350,126)

Abstract:

Loading...

Default Prediction, Distance to Default, Implied Cost of Capital, Implied Volatility

10.

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 57 (373,910)

Abstract:

Loading...

Stock-Flow, Macroeconomic News, Metal Futures

11.

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 50 (396,910)

Abstract:

Loading...

REIT, macroeconomic, news, public information

12.

The Asymmetric Impact of Monetary Policy on Currency Markets

Financial Review, Vol. 41, No. 2, pp. 289-303, May 2006
Number of pages: 15 Posted: 20 Nov 2006
Bento J. Lobo, Ali F. Darrat and Sanjay Ramchander
University of Tennessee, Chattanooga - Department of Accounting, Louisiana Tech University - College of Business and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 21 (527,461)
Citation 2
  • Add to Cart

Abstract:

Loading...

13.

Return and Volatility Transmission in U.S. Housing Markets

Downloads 2 (652,575)

Return and Volatility Transmission in U.S. Housing Markets

Real Estate Economics, Vol. 39, Issue 4, pp. 701-741, 2011
Number of pages: 41 Posted: 16 Nov 2011
Hong Miao, Sanjay Ramchander and Marc William Simpson
Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate and The John B. and Lillian E. Neff Department of Finance, University of Toledo
Downloads 2 (683,609)
  • Add to Cart

Abstract:

Loading...

Return and Volatility Transmission in U.S. Housing Markets

Real Estate Economics, Forthcoming
Posted: 31 Aug 2010 Last Revised: 15 Sep 2011
Hong Miao, Sanjay Ramchander and Marc William Simpson
Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate and The John B. and Lillian E. Neff Department of Finance, University of Toledo

Abstract:

Loading...

return tranmsission, volatility transmission, Case-Shiller, residential markets, spatial dependencies

14.

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 - Department of Finance & Real Estate

Abstract:

Loading...

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

15.

The Response of Bond Prices to Insurer Ratings Changes

Miao, H., Ramchander, S., & Wang, T. (2014). The Response of Bond Prices to Insurer Ratings Changes. The Geneva Papers on Risk and Insurance-Issues and Practice, 39(2), 389-413.
Posted: 20 Apr 2015 Last Revised: 20 Oct 2015
Hong Miao, Sanjay Ramchander and Tianyang Wang
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...

insurer ratings changes; ratings agency; bond price impact; event study

16.

The Asymmetric Response of Equity REIT Returns to Inflation

Journal of Real Estate Finance and Economics, Vol. 34, No. 4, 2007
Posted: 11 Jan 2007
Marc William Simpson, Sanjay Ramchander and James R. Webb
The John B. and Lillian E. Neff Department of Finance, University of Toledo, Colorado State University, Fort Collins - Department of Finance & Real Estate and Cleveland State University

Abstract:

Loading...

REITs, inflation, asymmetry, pooled estimation

17.

Macroeconomic News and Mortgage Rates

Journal of Real Estate Finance and Economics, Vol. 27, No. 3
Posted: 19 Jun 2003
Sanjay Ramchander, Marc William Simpson and James R. Webb
Colorado State University, Fort Collins - Department of Finance & Real Estate, The John B. and Lillian E. Neff Department of Finance, University of Toledo and Cleveland State University

Abstract:

Loading...

Macroeconomic Announcements, Mortgage Rates, Mortgage Spreads

18.

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...