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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

Dispersion in analysts' earnings forecasts and credit rating

Avramov, Doron; Chordia, Tarun; Jostova, Gergana; … - In: Journal of Financial Economics 91 (2009) 1, pp. 83-101

This paper shows that the puzzling negative cross-sectional relation between dispersion in analysts' earnings forecasts and future stock returns may be explained by financial distress, as proxied by credit rating downgrades. Focusing on a sample of firms rated by Standard & Poor's (S&P), we show...

Persistent link: https://www.econbiz.de/10005376591

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

The structure of mutual fund charges

Chordia, Tarun - In: Journal of Financial Economics 41 (1996) 1, pp. 3-39

Persistent link: https://www.econbiz.de/10005376845

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

Predicting stock returns

Avramov, Doron; Chordia, Tarun - In: Journal of Financial Economics 82 (2006) 2, pp. 387-415

Persistent link: https://www.econbiz.de/10005122033

Sell-order liquidity and the cross-section of expected stock returns

Brennan, Michael J.; Chordia, Tarun; Subrahmanyam, Avanidhar - In: Journal of Financial Economics 105 (2012) 3, pp. 523-541

We estimate buy- and sell-order illiquidity measures (lambdas) for a comprehensive sample of NYSE stocks. We show that sell-order liquidity is priced more strongly than buy-order liquidity in the cross-section of equity returns. Indeed, our analysis indicates that the liquidity premium in...

Persistent link: https://www.econbiz.de/10010617605