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~person:"Calvo, Guillermo"
~person:"Chordia, Tarun"
~person:"Rocheteau, Guillaume"
~person:"Wang, Jiang"
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Search: subject_exact:"Aggregate liquidity"
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84
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Calvo, Guillermo
Chordia, Tarun
Rocheteau, Guillaume
Wang, Jiang
Acharya, Viral V.
48
Belke, Ansgar
40
Shin, Hyun Song
40
Subrahmanyam, Avanidhar
37
Pelizzon, Loriana
36
Caballero, Ricardo J.
34
Subrahmanyam, Marti G.
29
Weill, Pierre-Olivier
28
Marshall, Ben R.
27
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24
Krishnamurthy, Arvind
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Lagos, Ricardo
24
Wolters, Jürgen
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Sarkar, Asani
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Shachar, Or
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71
Theory-based illiquidity and asset pricing
Chordia, Tarun
;
Huh, Sahn-Wook
;
Subrahmanyam, Avanidhar
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3629-3668
Persistent link: https://www.econbiz.de/10003885723
Saved in:
72
Order imbalance, liquidity, and market returns
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Stock market liquidity : implications for market …
,
(pp. 3-21)
.
2008
Persistent link: https://www.econbiz.de/10003650440
Saved in:
73
Commonality in liquidity
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Stock market liquidity : implications for market …
,
(pp. 327-348)
.
2008
Persistent link: https://www.econbiz.de/10003650781
Saved in:
74
Liquidity and returns : the impact of inclusion into the S&P 500 index
Chordia, Tarun
- In:
Stock market liquidity : implications for market …
,
(pp. 359-386)
.
2008
Persistent link: https://www.econbiz.de/10003650789
Saved in:
75
Liquidity and market efficiency
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
87
(
2008
)
2
,
pp. 249-268
Persistent link: https://www.econbiz.de/10003629034
Saved in:
76
The cross-section of expected trading activity
Chordia, Tarun
;
Huh, Sahn-wook
;
Subrahmanyam, Avanidhar
- In:
The review of financial studies
20
(
2007
)
3
,
pp. 709-740
Persistent link: https://www.econbiz.de/10003554621
Saved in:
77
The cross-section of daily variation in liquidity
Chordia, Tarun
;
Shivakumar, Lakshmanan
;
Subrahmanyam, …
- In:
Advances in quantitative analysis of finance and …
3
(
2006
),
pp. 75-110
Persistent link: https://www.econbiz.de/10003424664
Saved in:
78
Liquidity and autocorrelations in individual stock returns
Avramov, Doron
;
Chordia, Tarun
;
Goyal, Amit
- In:
The journal of finance : the journal of the American …
61
(
2006
)
5
,
pp. 2365-2394
Persistent link: https://www.econbiz.de/10003378711
Saved in:
79
An empirical analysis of stock and bond market liquidity
Chordia, Tarun
;
Sarkar, Asani
;
Subrahmanyam, Avanidhar
- In:
The review of financial studies
18
(
2005
)
1
,
pp. 85-129
Persistent link: https://www.econbiz.de/10002646547
Saved in:
80
Liquidity dynamics across small and large firms
Chordia, Tarun
;
Shivakumar, Lakshmanan
;
Subrahmanyam, …
- In:
Economic notes : economic review of Banca Monte dei …
33
(
2004
)
1
,
pp. 111-143
Persistent link: https://www.econbiz.de/10003690186
Saved in:
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