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Firm and managerial incentives to manipulate the timing of project resolution

Hirshleifer, David (contributor); Chordia, Tarun (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001567277

Liquidity and the post-earnings-announcement drift

Chordia, Tarun; Goyal, Amit; Sadka, Gil; Sadka, Ronnie; … - In: Financial analysts' journal : FAJ 65 (2009) 4, pp. 18-32

Persistent link: https://www.econbiz.de/10003867775

Rent seeking by low-latency traders : evidence from trading on macroeconomic announcements

Chordia, Tarun; Green, Tracy Clifton; Kottimukkalur, … - In: The review of financial studies 31 (2018) 12, pp. 4650-4687

Persistent link: https://www.econbiz.de/10012005214

Rent Seeking by Low-Latency Traders : Evidence from Trading on Macroeconomic Announcements

Chordia, Tarun - 2018

Prices of the highly liquid S&P500 exchange traded fund (SPY) and the E-mini future (ES) respond to macroeconomic announcement surprises within five milliseconds, with trading intensity increasing over a hundred-fold following the news release. However, profits from trading quickly are...

Persistent link: https://www.econbiz.de/10012932291

Market efficiency in real time : evidence from low latency activity around earnings announcements

Chordia, Tarun; Miao, Bin - In: Journal of accounting & economics 70 (2020) 2/3, pp. 1-27

Persistent link: https://www.econbiz.de/10012494835

Does low latency trading improve market efficiency? : a discussion

Erhard, Ryan; Sloan, Richard G. - In: Journal of accounting & economics 70 (2020) 2/3, pp. 1-9

Persistent link: https://www.econbiz.de/10012494837

Risk-neutral skewness, informed trading, and the cross section of stock returns

Chordia, Tarun; Lin, Tse-Chun; Xiang, Vincent - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 5, pp. 1713-1737

Persistent link: https://www.econbiz.de/10012618491

Market Efficiency in Real Time : Evidence from Low Latency Activity Around Earnings Announcements

Chordia, Tarun - 2020

The literature has used small samples to show that fast trading or low latency trading (LLT) improves efficiency at extremely high frequencies. However, it is not clear whether LLT driven high frequency improvements in efficiency can impact corporate decision making and investor risk sharing or...

Persistent link: https://www.econbiz.de/10012823827

Liquidity and the Post-Earnings-Announcement Drift

Chordia, Tarun - 2011

The post-earnings-announcement drift is a longstanding anomaly that conflicts with market efficiency. This study documents that the post-earnings-announcement drift occurs mainly in highly illiquid stocks. A trading strategy that goes long high-earnings-surprise stocks and short...

Persistent link: https://www.econbiz.de/10013134486

Liquidity and the Post-Earnings-Announcement Drift

Chordia, Tarun - 2011

Persistent link: https://www.econbiz.de/10013134711