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Feedback and the success of irrational investors

Hirshleifer, David; Subrahmanyam, Avanidhar; Titman, … - In: Journal of Financial Economics 81 (2006) 2, pp. 311-338

Persistent link: https://www.econbiz.de/10005478096

Trading activity and expected stock returns

Chordia, Tarun; Subrahmanyam, Avanidhar; Anshuman, V. Ravi - In: Journal of Financial Economics 59 (2001) 1, pp. 3-32

Persistent link: https://www.econbiz.de/10005478170

Alternative factor specifications, security characteristics, and the cross-section of expected stock returns

Brennan, Michael J.; Chordia, Tarun; Subrahmanyam, Avanidhar - In: Journal of Financial Economics 49 (1998) 3, pp. 345-373

Persistent link: https://www.econbiz.de/10005376545

Order imbalance, liquidity, and market returns

Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Journal of Financial Economics 65 (2002) 1, pp. 111-130

Persistent link: https://www.econbiz.de/10005376595

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/10005376603

Market microstructure and asset pricing: On the compensation for illiquidity in stock returns

Brennan, Michael J.; Subrahmanyam, Avanidhar - In: Journal of Financial Economics 41 (1996) 3, pp. 441-464

Persistent link: https://www.econbiz.de/10005376828

Investment analysis and price formation in securities markets

Brennan, Michael J.; Subrahmanyam, Avanidhar - In: Journal of Financial Economics 38 (1995) 3, pp. 361-381

Persistent link: https://www.econbiz.de/10005376831

Order imbalance and individual stock returns: Theory and evidence

Chordia, Tarun; Subrahmanyam, Avanidhar - In: Journal of Financial Economics 72 (2004) 3, pp. 485-518

Persistent link: https://www.econbiz.de/10005376887

Commonality in liquidity

Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Journal of Financial Economics 56 (2000) 1, pp. 3-28

Persistent link: https://www.econbiz.de/10005376990

Options trading activity and firm valuation

Roll, Richard; Schwartz, Eduardo; Subrahmanyam, Avanidhar - In: Journal of Financial Economics 94 (2009) 3, pp. 345-360

Options may have an effect on firm value because they help complete markets and stimulate informed trades. However, these benefits are likely to manifest themselves in active, rather than inactive, options markets. Supporting this observation, we find that firms with more options trading have...

Persistent link: https://www.econbiz.de/10008521694