Faculty Profiles

Lockwood, J., Lockwood, L., Miao, H., Ramchander, S., & Yang, D. (2022). The Information Content of ETF Options. Global Finance Journal, 53.

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

Khalifa, A. A. A., Otranto, E., Hammoudeh, S., & Ramchander, S. (2016). Volatility transmission across currencies and commodities with US uncertainty measures. North American Journal of Economics and Finance, 37, 63–83. https://doi.org/10.1016/j.najef.2016.01.005

Chatrath, A., Miao, H., Ramchander, S., & Wang, T. (2016). An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments. Energy Economics, 54, 213–223. https://doi.org/10.1016/j.eneco.2015.12.005

Chatrath, A., Christie-David, R. A., Miao, H., & Ramchander, S. (2015). Short-term options: Clienteles, market segmentation, and event trading. Journal of Banking and Finance, 61, 237–250. https://doi.org/10.1016/j.jbankfin.2015.09.001

Adrangi, B., Chatrath, A., Christie-David, R. A., Miao, H., & Ramchander, S. (2015). Stock-Versus-Flow Distinctions, Information, and the Role of Inventory. Journal of Futures Markets, 35(11), 1003–1025. https://doi.org/10.1002/fut.21686

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. https://doi.org/10.1002/for.2331

Elder, J., Miao, H., & Ramchander, S. (2014). Price discovery in crude oil futures. Energy Economics, 46(S1), S18–S27. https://doi.org/10.1016/j.eneco.2014.09.012

Chatrath, A., Miao, H., Ramchander, S., & Villupuram, S. (2014). Currency jumps, cojumps and the role of macro news. Journal of International Money and Finance, 40, 42–62. https://doi.org/10.1016/j.jimonfin.2013.08.018

Chatrath, A., Miao, H., & Ramchander, S. (2014). Crude oil moments and PNG stock returns. Energy Economics, 44, 222–235. https://doi.org/10.1016/j.eneco.2014.04.010

Miao, H., Ramchander, S., & Wang, T. (2014). The response of bond prices to insurer ratings changes. Geneva Papers on Risk and Insurance: Issues and Practice, 39(2), 389–413. https://doi.org/10.1057/gpp.2013.21

Elder, J., Miao, H., & Ramchander, S. (2013). Jumps in oil prices: The role of economic news. Energy Journal (3rd ed., Vol. 34, pp. 217–237). https://doi.org/10.5547/01956574.34.3.10

Chatrath, A., Christie-David, R. A., & Ramchander, S. (2012). Public information, REIT responses, size, leverage, and focus. Journal of Real Estate Research, 34(4), 463–514. Retrieved from https://api.elsevier.com/content/abstract/scopus_id/84875155254

Chatrath, A., Miao, H., Ramchander, S., & Villupuram, S. (2012). Corporate bonds, macroeconomic news, and investor flows. Journal of Fixed Income, 22(1), 25–40. https://doi.org/10.3905/jfi.2012.22.1.025

Chatrath, A., Miao, H., & Ramchander, S. (2012). Does the price of crude oil respond to macroeconomic news? Journal of Futures Markets, 32(6), 536–559. https://doi.org/10.1002/fut.20525

Ramchander, S., Schwebach, R. G., & Staking, K. (2012). The informational relevance of corporate social responsibility: Evidence from DS400 index reconstitutions. Strategic Management Journal, 33(3), 303–314. https://doi.org/10.1002/smj.952

Simpson, M. W., & Ramchander, S. (2012). Asymmetric and cross-sectional effects of inflation on stock returns under varying monetary conditions. Applied Financial Economics, 22(4), 285–298. https://doi.org/10.1080/09603107.2011.610741

Elder, J., Miao, H., & Ramchander, S. (2012). Impact of macroeconomic news on metal futures. Journal of Banking and Finance, 36(1), 51–65. https://doi.org/10.1016/j.jbankfin.2011.06.007

Trutwein, P., Ramchander, S., & Schiereck, D. (2011). Jumps in credit default swap spreads and stock returns. Journal of Fixed Income, 20(3), 56–70. https://doi.org/10.3905/jfi.2011.20.3.056

Miao, H., Ramchander, S., & Simpson, M. W. (2011). Return and volatility transmission in U.S. housing markets. Real Estate Economics, 39(4), 701–741. https://doi.org/10.1111/j.1540-6229.2010.00303.x

Khalifa, A. A. A., Miao, H., & Ramchander, S. (2011). Return distributions and volatility forecasting in metal futures markets: Evidence from gold, silver, and copper. Journal of Futures Markets, 31(1), 55–80. https://doi.org/10.1002/fut.20459

Ramchander, S., Simpson, M. W., & Webb, J. R. (2009). Political cycles, partisan orientation, gridlock, and REIT returns. Journal of Real Estate Portfolio Management, 15(2), 115–128. Retrieved from https://api.elsevier.com/content/abstract/scopus_id/69749085485

Simpson, M. W., & Ramchander, S. (2008). An inquiry into the economic fundamentals of the Fama and French equity factors. Journal of Empirical Finance, 15(5), 801–815. https://doi.org/10.1016/j.jempfin.2008.02.003

Anoruo, E., Ramchander, S., & Simpson, M. W. (2008). Cross-border linkages in consumer sentiment. International Journal of Economic Research, 5(1), 127–141. Retrieved from https://api.elsevier.com/content/abstract/scopus_id/77957719308

Ramchander, S., Simpson, M. W., & Thiewes, H. (2008). The effect of macroeconomic news on German closed-end funds. Quarterly Review of Economics and Finance, 48(4), 708–724. https://doi.org/10.1016/j.qref.2006.07.004

Simpson, M. W., Ramchander, S., & Webb, J. R. (2007). The asymmetric response of equity REIT returns to inflation. Journal of Real Estate Finance and Economics, 34(4), 513–529. https://doi.org/10.1007/s11146-007-9023-0

Anoruo, E., Ramchander, S., & Thiewes, H. (2007). Crisis, contagion and cross-border effects: Evidence from the Latin American closed-end fund market. Global Finance Journal, 17(3), 403–418. https://doi.org/10.1016/j.gfj.2006.08.002

Lobo, B. J., Darrat, A. F., & Ramchander, S. (2006). The asymmetric impact of monetary policy on currency markets. Financial Review, 41(2), 289–303. https://doi.org/10.1111/j.1540-6288.2006.00142.x

Simpson, M. W., Ramchander, S., & Chaudhry, M. (2005). The impact of macroeconomic surprises on spot and forward foreign exchange markets. Journal of International Money and Finance, 24(5), 693–718. https://doi.org/10.1016/j.jimonfin.2005.04.005

Ramchander, S., Simpson, M. W., & Chaudhry, M. K. (2005). The influence of macroeconomic news on term and quality spreads. Quarterly Review of Economics and Finance, 45(1), 84–102. https://doi.org/10.1016/S1062-9769(03)00030-9

Chatrath, A., Ramchander, S., & Song, F. (2005). International interest rate mechanisms in bank lending and borrowing markets. In The Global Structure of Financial Markets: An Overview (pp. 293–305). https://doi.org/10.4324/9780203978559-27

Simpson, M. W., & Ramchander, S. (2004). An Examination of the Impact of Macroeconomic News on the Spot and Futures Treasuries Markets. Journal of Futures Markets, 24(5), 453–478. https://doi.org/10.1002/fut.10132

Ramchander, S., Simpson, M. W., & Webb, J. R. (2003). Macroeconomic News and Mortgage Rates. Journal of Real Estate Finance and Economics, 27(3), 355–377. https://doi.org/10.1023/A:1025894225044

Anomo, E., Ramchander, S., & Thiewes, H. (2003). Cross-border linkages among Asian closed-end funds. Journal of Economics and Finance, 27(3), 357–372. https://doi.org/10.1007/bf02761571

Anoruo, E., Ramchander, S., & Thiewes, H. (2003). Return dynamics across the asian equity markets. Managerial Finance, 29(4), 1–23. https://doi.org/10.1108/03074350310768265

Ramchander, S., Simpson, M. W., & Chaudhry, M. (2003). The impact of inflationary news on money market yields and volatilities. Journal of Economics and Finance, 27(1), 85–101. https://doi.org/10.1007/BF02751592

Anoruo, E., Ramchander, S., & Thiewes, H. F. (2002). International linkage of interest rates evidence from the emerging economies of Asia. Global Finance Journal, 13(2), 217–235. https://doi.org/10.1016/S1044-0283(02)00046-7

Simpson, M. W., & Ramchander, S. (2002). Is differential sentiment a cause of closed-end country fund premia? An empirical examination of the Australian case. Applied Economics Letters, 9(9), 615–619. https://doi.org/10.1080/13504850110112567

Ramchander, S., & Sant, R. R. (2002). The impact of federal reserve intervention on exchange rate volatility: Evidence from the futures markets. Applied Financial Economics, 12(4), 231–240. https://doi.org/10.1080/09603100010005285

Ramchander, S., Reichert, A., & Jayanti, S. V. (1999). The determinants of foreign bank involvement in U.S. banking markets. Managerial Finance, 25(7), 48–65. https://doi.org/10.1108/03074359910766055

Anoruo, E., & Ramchander, S. (1998). Current account and fiscal deficits: Evidence from five developing economies of Asia. Journal of Asian Economics, 9(3), 487–501. https://doi.org/10.1016/S1049-0078(99)80099-2

Chatrath, A., Ramchander, S., & Song, F. (1998). Speculative activity and stock market volatility. Journal of Economics and Business, 50(4), 323–337. https://doi.org/10.1016/s0148-6195(98)00007-1

Chatrath, A., Ramchander, S., & Song, F. (1997). Stock prices, inflation and output: Evidence from India. Applied Financial Economics, 7(4), 439–445. https://doi.org/10.1080/096031097333556

Chatrath, A., Ramchander, S., & Song, F. (1996). Stock prices, inflation and output: Evidence from India. Journal of Asian Economics, 7(2), 237–245. https://doi.org/10.1016/S1049-0078(96)90005-6

Chatrath, A., Ramchander, S., & Song, F. (1996). The role of futures trading activity in exchange rate volatility. Journal of Futures Markets, 16(5), 561–584. https://doi.org/10.1002/(sici)1096-9934(199608)16:5<561::aid-fut4>3.3.co;2-5

Chatrath, A., Ramchander, S., & Song, F. (1995). Are market perceptions of corporate layoffs changing? Economics Letters, 47(3–4), 335–342. https://doi.org/10.1016/0165-1765(94)00543-B

Chatrath, A., Ramchander, S., & Song, F. (1995). Does options trading lead to greater cash market volatility? Journal of Futures Markets, 15(7), 785–803. https://doi.org/10.1002/fut.3990150704

Chatratr, A., Kamath, R., Chakornpipat, R., & Ramchander, S. (1995). Lead-lag associations between option trading and cash market volatility. Applied Financial Economics, 5(6), 373–381. https://doi.org/10.1080/758538596