Concepedia

Jayaram Muthuswamy

JM

Statistics

Publications

7

Citations

506

H-Index

7

Active since

1994

Affiliations

The University of Sydney(Current)

University of Virginia

Jayaram Muthuswamy is an author at The University of Sydney specializing in financial economics, economics, and business.

Publications per year

1994–2007

7

Publications

7

Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage‐induced or Statistical Illusion?

Merton H. Miller, Jayaram Muthuswamy, Robert E. Whaley · The Journal of Finance · 1994 · 315 citations

, , +15

Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage-Induced or Statistical Illusion?

Merton H. Miller, Jayaram Muthuswamy, Robert E. Whaley · The Journal of Finance · 1994 · 65 citations

, , +15

The Implied Volatility of Australian Index Options

Sean Dowling, Jayaram Muthuswamy · SSRN Electronic Journal · 2005 · 36 citations · Full text

, , +17

Time variation in the correlation structure of exchange rates: high-frequency analyses

Jayaram Muthuswamy, Sudipto Sarkar, Aaron Low et al. · Journal of Futures Markets · 2001 · 31 citations

, , +17

Multiperiod hedging with futures contracts

Aaron Low, Jayaram Muthuswamy, Sudipto Sakar et al. · Journal of Futures Markets · 2002 · 25 citations

, , +14

1–5 of 7