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

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    • Tel: 970-491-6681
SCHOLARLY PAPERS

18

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15

CROSSREF CITATIONS

26

Scholarly Papers (18)

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1.

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

Downloads 598 ( 57,036)
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 369 (101,273)

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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 229 (167,474)
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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 205 (186,386)
Citation 3

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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 191 (198,766)

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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 174 (215,609)
Citation 2

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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 116 (297,001)

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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, Jimmy Lockwood, Hong Miao, Sanjay Ramchander and Dongxiao Yang
Southern Illinois University - Department of FinanceColorado 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 Independent
Downloads 96 (337,601)

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SSE 50 ETF options, implied volatility, information leadership share

7.

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 75 (391,778)

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

8.

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 74 (394,748)

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Prospectors, Losers, Prospect Theory, Short-term Options

9.

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 71 (403,932)
Citation 1

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Risk-Neutral Moments, Crude Oil Futures, Returns, 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 61 (436,985)

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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 53 (466,566)

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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 (634,364)
Citation 1
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13.

Return and Volatility Transmission in U.S. Housing Markets

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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 (815,473)
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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

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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

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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

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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

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REITs, inflation, asymmetry, pooled estimation

17.

Macroeconomic News and Mortgage Rates

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

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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

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