User profiles for Arjun Chatrath
 | Arjun ChatrathProfessor of finance, University of Portland Verified email at up.edu Cited by 3182 |
The role of futures trading activity in exchange rate volatility
A Chatrath, S Ramchander… - The Journal of Futures …, 1996 - search.proquest.com
The purpose of this study is to examine the relationship between the level of trading in currency
futures and the variability in underlying exchange rates. The growth in the popularity of …
futures and the variability in underlying exchange rates. The growth in the popularity of …
On the comovement of commodity prices
We present strong evidence against the excess‐comovement hypothesis—that the prices of
commodities move together beyond what can be explained by fundamentals. Prior studies …
commodities move together beyond what can be explained by fundamentals. Prior studies …
Inflation, output, and stock prices: Evidence from Brazil
B Adrangi, A Chatrath… - Journal of Applied …, 2002 - clutejournals.com
Research in economics and finance documents a puzzling negative relationship between
stock returns and inflation rates in markets of industrialized economies. The present study …
stock returns and inflation rates in markets of industrialized economies. The present study …
Chaos in oil prices? Evidence from futures markets
We test for the presence of low-dimensional chaotic structure in crude oil, heating oil, and
unleaded gasoline futures prices from the early 1980s. Evidence on chaos will have important …
unleaded gasoline futures prices from the early 1980s. Evidence on chaos will have important …
Antecedents and consequences of employee and asset restructuring
WF Cascio, A Chatrath… - Academy of Management …, 2021 - journals.aom.org
We examine two forms of employment and asset restructuring: downsizing and upsizing.
Guided by institutional theory, we focus on two important questions: (a) are the antecedents of …
Guided by institutional theory, we focus on two important questions: (a) are the antecedents of …
REITs and inflation: a long-run perspective
A Chatrath, Y Liang - Journal of Real Estate Research, 1998 - Taylor & Francis
We examine whether REITs provide an inflation hedge in the long run. We also investigate
whether the apparent lack of a positive relationship between general prices and REIT returns …
whether the apparent lack of a positive relationship between general prices and REIT returns …
Currency jumps, cojumps and the role of macro news
This study investigates the impact of macro news on currency jumps and cojumps. The analysis
uses intra-day data, sampled at 5-min frequency, for four currencies for the period 2005–…
uses intra-day data, sampled at 5-min frequency, for four currencies for the period 2005–…
Economic activity, inflation, and hedging
Research in economics and finance documents a puzzling negative relationship between
stock returns and inflation rates in most economies. The present study investigates this …
stock returns and inflation rates in most economies. The present study investigates this …
Stock prices, inflation and output: evidence from India
A negative relationship between stock market returns and inflationary trends has been widely
documented for developed economies in Europe and North America. This study provides …
documented for developed economies in Europe and North America. This study provides …
Are commodity prices chaotic?
We conduct tests for the presence of low‐dimensional chaotic structure in the futures prices
of four important agricultural commodities. Though there is strong evidence of non‐linear …
of four important agricultural commodities. Though there is strong evidence of non‐linear …