Faculty Profile for Dr. Sanjay Ramchander

profile photo for Dr. Sanjay Ramchander
Dr. Sanjay Ramchander
Dean, Business — McCoy College of Business
MCOY 530
phone: (512) 245-2311

Selected Scholarly/Creative Work

  • Chatrath, A., Christie-David, R. A., Miao, H., & Ramchander, S. (2019). Losers and prospectors in the short-term options market. Journal of Futures Markets, 39(6), 721–743. https://doi.org/10.1002/fut.21989
  • Miao, H., Ramchander, S., Ryan, P., & Wang, T. (2018). Default prediction models: The role of forward-looking measures of returns and volatility. Journal of Empirical Finance, 46, 146–162. https://doi.org/10.1016/j.jempfin.2018.01.001
  • Miao, H., Ramchander, S., Wang, T., & Yang, J. (2018). The impact of crude oil inventory announcements on prices: Evidence from derivatives markets. Journal of Futures Markets, 38(1), 38–65. https://doi.org/10.1002/fut.21850
  • Miao, H., Ramchander, S., Wang, T., & Yang, D. (2017). Influential factors in crude oil price forecasting. Energy Economics, 68, 77–88. https://doi.org/10.1016/j.eneco.2017.09.010
  • Maio, H., Ramchander, S., Wang, T., & Yang, D. (2017). Role of index futures on China’s stock markets: Evidence from price discovery and volatility spillover. Pacific-Basin Finance Journal, 44, 13–26. https://doi.org/10.1016/j.pacfin.2017.05.003