Presentations

  1. Chatrath, A., Miao, H., Ramchander, S., & Wang, T. (2013). Risk Neutral Moments and Crude Oil Returns. 2013 FMA EUROPEAN CONFERENCE:

  2. 12-14 June, 2013, Luxembourg City, Luxembourg.

  3. Chatrath, A., Miao, H., Ramchander, S., & Wang, T. (2013). Risk Neutral Moments and Crude Oil Returns. Eastern Finance Association Annual Meeting 2013, St. Pete Beach, Florida.

  4. Miao, H., Ramchander, S., & Zumwalt, J.K. (2012). Information Driven Price Jumps and Trading Strategy in Equity Index Futures. Financial Management Association International Annual Meeting, Atlanta, Geogia.

  5. Black, J.R., Miao, H., & Ramchander, R. (2012). Return Dynamics and Trading Strategy in Alternative Trading Systems. Financial Management Association International Annual Meeting, Atlanta, Geogia.

  6. Chatrath, A., Miao, H., Ramchander, S., & Villupuram, S. (2012). Corporate Bonds, Macroeconomic News and Investor Flows. Financial Management Association International Annual Meeting, Atlanta, Geogia.

  7. Chatrath, A., Dailing, R., Miao, H., & Ramchander, S. (2012). Currency Jumps, Cojumps and Trading Profits: Role of Macroeconomic Announcements. Eastern Finance Association Annual Meeting, Boston, Massachusetts.

  8. Elder, J., Miao, H., & Ramchander, S. (2011). Impact of Macroeconomic News on Metal Futures. Financial Management Association International Annual Meeting, Denver, Colorado.

  9. Miao, H., Ramchander, S., & Simpson, M. (2010). Return and Volatility Spillovers in U.S. Housing Markets. Midwest Finance Association Annual Meeting, Las Vegas, Nevada.

  10. Elliott, R.J. & Miao, H. (2008). Var and CVaR: A Non-normal Regime Switching Framework. Quantitative Methods in Finance Conference (QMF), Sydney, Australia.

  11. Elliott, R.J. & Miao, H. (2008). Var and CVaR: A Non-normal Regime Switching Framework. Northern Finance Association Annual Conference, Calgary, Canada.

  12. Elliott, R.J. & Miao, H. (2007). Var and CVaR: A Non-normal Regime Switching Framework. Financial Management Association International Annual Meeting, Orlando, Florida.

  13. Elliott, R.J., Miao, H., & Yu, J. (2007). Investment Timing under Regime Switching, Financial Management Association International Annual Meeting, Orlando, Florida.

  14. Elliott, R.J., Miao, H., & Wu, Z. (2007). Mean-reverting: Stochastic Volatility with Regime Switching and American Options on Energy Commodities, Quantitative Methods in Finance Conference (QMF), Sydney, Australia.

  15. Elliott, R.J., Lin, T., & Miao, H. (2007). A Hidden Markov Stochastic Volatility Model for Energy Prices. The Conference on Commodities and Energy at Birkbeck, University of London, London, United Kingdom.