Have Capital Market Anomalies Attenuated in the Recent Era of High Liquidity and Trading Activity?

by CHORDIA, Tarun, SUBRAHMANYAM, Avanidhar, tONG, Qing
Published 2014

Can liquidity shifts explain the lockup expiration effect in stock returns?

by KRISHNAMURTI, Chandrasekhar, SUBRAHMANYAM, Avanidhar, THONG, Tiong Yang
Published 2009

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

by Brennan, Michael, Chordia, Tarun, Subrahmanyam, Avanidhar, TONG, Qing
Published 2012

Order flow volatility and equity costs of capital

by CHORDIA, Tarun, HU, Jianfeng, SUBRAHMANYAM, Avanidhar, TONG, Qing
Published 2019

Financial intermediaries and contagion in market efficiency: The case of ETFs

by HONG, Claire Yurong, LI, Frank Weikai, SUBRAHMANYAM, Avanidhar
Published 2022

Are capital market anomalies common to equity and corporate bond markets?

by CHORDIA, Tarun, GOYAL, Amit, NOZOWA, Yoshio, SUBRAHMANYAM, Avanidhar, TONG, Qing
Published 2017

Is the Cross-Section of Expected Bond Returns Influenced by Equity Return Predictors?

by Chordia, Tarun, Goyal, Amit, Nozowa, Yoshio, Subrahmanyam, Avanidhar, Tong, Qing
Published 2014

Exchange-traded funds and real investment

by ANTONIOU, Constantinos, LI, Frank Weikai, LIU, Xuewen, SUBRAHMANYAM, Avanidhar, SUN, Chengzhu
Published 2023