You, Kefei; Chinthalapati, V. L. Raju; Mishra, Tapas and Patra, Ramakanta. 2024. International trade network and stock market connectedness: Evidence from eleven major economies. Journal of International Financial Markets, Institutions and Money, 91, 101939. ISSN 1042-4431 [Article]

Tsang, Edward P. K.; Ma, Shuai and Chinthalapati, V. L. Raju. 2024. Nowcasting directional change in high frequency FX markets. Intelligent Systems in Accounting, Finance and Management, 31(1), e1552. ISSN 1055-615X [Article]

McGroarty, Frank; Booth, Ash; Gerding, Enrico and Chinthalapati, V. L. Raju. 2019. High frequency trading strategies, market fragility and price spikes: an agent based model perspective. Annals of Operation Research, 282(1-2), pp. 217-244. ISSN 0254-5330 [Article]

Mitra, Sovan; Chinthalapati, V. L. Raju; Ephraim, Clark and McGroarty, Frank. 2019. Stock-ADR Arbitrage: Microstructure Risk. Journal of International Financial Markets, Institutions and Money, 63, 101132. ISSN 1042-4431 [Article]

Gapeev, Pavel; Rodosthenous, Neofytos and Chinthalapati, V. L. Raju. 2019. On the laplace transforms of the first hitting times for drawdowns and drawups of diffusion-type processes. Risks, 7(3), pp. 1-15. ISSN 2227-9091 [Article]

Sergueiva, Antoaneta; Chinthalapati, V. L. Raju; Verousis, Thanos and Chen, Louisa. 2017. Multichannel contagion and systemic stabilisation strategies in interconnected financial markets. Quantitative Finance, 17(12), pp. 1885-1904. ISSN 1469-7688 [Article]