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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
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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
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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
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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
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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
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Predicting stock returns
Avramov, Doron; Chordia, Tarun - In: Journal of financial economics 82 (2006) 2, pp. 387-415
Persistent link: https://www.econbiz.de/10003387869
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Momentum and credit rating
Avramov, Doron; Chordia, Tarun; Jostova, Gergana; … - In: The journal of finance : the journal of the American … 62 (2007) 5, pp. 2503-2520
Persistent link: https://www.econbiz.de/10003550294
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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
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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
Persistent link: https://www.econbiz.de/10003813185
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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/10002089409