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Trading Activity and Expected Stock Returns by Tarun Chordia, Avanidhar Subrahmanyam, V. Ravi Anshuman :: SSRN

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Financial Markets Theory: Equilibrium, Efficiency and Information - Emilio Barucci, Claudio Fontana - Google Livres

Professor of Finance, Emory University. Asset Pricing , Market Microstructure.

Scholar Get my own profile. Title 1—20 Cited by Year Commonality in liquidity T Chordia, R Roll, A Subrahmanyam.

Journal of Financial Economics 49 3 , , Journal of Financial economics 65 1 , , The Review of Financial Studies 18 1 , , Journal of Financial Economics 87 2 , , Journal of Financial Economics 72 3 , , Review of Financial Studies 19 3 , , Journal of financial economics 80 3 , , Journal of Financial Economics 76 2 , , Journal of Financial Economics 2 , , The Review of Financial Studies 20 3 , , Review of Financial Studies 19 4 , , Journal of Financial Economics 82 2 , , The system can't perform the operation now.

Dates and citation counts are estimated and are determined automatically by a computer program. Help Privacy Terms Provide feedback Get my own profile. Commonality in liquidity T Chordia, R Roll, A Subrahmanyam Journal of financial economics 56 1 , , Alternative factor specifications, security characteristics, and the cross-section of expected stock returns MJ Brennan, T Chordia, A Subrahmanyam Journal of Financial Economics 49 3 , , Market liquidity and trading activity T Chordia, R Roll, A Subrahmanyam The Journal of Finance 56 2 , , Order imbalance, liquidity, and market returns T Chordia, R Roll, A Subrahmanyam Journal of Financial economics 65 1 , , An empirical analysis of stock and bond market liquidity T Chordia, A Sarkar, A Subrahmanyam The Review of Financial Studies 18 1 , , Trading activity and expected stock returns T Chordia, A Subrahmanyam, VR Anshuman Journal of Financial Economics 59 1 , , Liquidity and market efficiency T Chordia, R Roll, A Subrahmanyam Journal of Financial Economics 87 2 , , Order imbalance and individual stock returns: Theory and evidence T Chordia, A Subrahmanyam Journal of Financial Economics 72 3 , , Asset pricing models and financial market anomalies D Avramov, T Chordia Review of Financial Studies 19 3 , , Earnings and price momentum T Chordia, L Shivakumar Journal of financial economics 80 3 , , The structure of mutual fund charges T Chordia Journal of financial Economics 41 1 , , Evidence on the speed of convergence to market efficiency T Chordia, R Roll, A Subrahmanyam Journal of Financial Economics 76 2 , , Liquidity and autocorrelations in individual stock returns D Avramov, T Chordia, A Goyal The Journal of Finance 61 5 , , Recent trends in trading activity and market quality T Chordia, R Roll, A Subrahmanyam Journal of Financial Economics 2 , , Momentum and credit rating D Avramov, T Chordia, G Jostova, A Philipov The Journal of Finance 62 5 , , The cross-section of expected trading activity T Chordia, SW Huh, A Subrahmanyam The Review of Financial Studies 20 3 , , The impact of trades on daily volatility D Avramov, T Chordia, A Goyal Review of Financial Studies 19 4 , , Predicting stock returns D Avramov, T Chordia Journal of Financial Economics 82 2 , ,