Jayaram Muthuswamy
Affiliations: | Finance | Kent State University, Kent, OH, United States |
Area:
FinanceGoogle:
"Jayaram Muthuswamy"
BETA: Related publications
See more...
Publications
|
You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect. |
| Chance DM, Hanson TA, Li W, et al. (2017) A bias in the volatility smile Review of Derivatives Research. 20: 47-90 |
| Muthuswamy J, Palmer J, Richie N, et al. (2010) High-Frequency Trading: Implications for Markets, Regulators, and Efficiency The Journal of Trading. 6: 87-97 |
| Balyeat RB, Muthuswamy J. (2009) The Correlation Structure of Unexpected Returns in U.S. Equities The Financial Review. 44: 263-290 |
| Webb RI, Muthuswamy J, Segara R. (2007) Market microstructure effects on volatility at the TAIFEX Journal of Futures Markets. 27: 1219-1243 |
| Low A, Muthuswamy J, Sakar S, et al. (2002) Multiperiod hedging with futures contracts Journal of Futures Markets. 22: 1179-1203 |
| Muthuswamy J, Sarkar S, Low A, et al. (2001) Time variation in the correlation structure of exchange rates: high‐frequency analyses Journal of Futures Markets. 21: 127-144 |
| Low AHW, Muthuswamy J, Webb RI. (1999) Arbitrage, cointegration, and the joint dynamics of prices across discrete commodity futures auctions Journal of Futures Markets. 19: 799-815 |
| Miller MH, Muthuswamy J, Whaley RE. (1994) Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage‐induced or Statistical Illusion? Journal of Finance. 49: 479-513 |