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

بواسطة CHORDIA, Tarun, SUBRAHMANYAM, Avanidhar, tONG, Qing
منشور في 2014

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

بواسطة KRISHNAMURTI, Chandrasekhar, SUBRAHMANYAM, Avanidhar, THONG, Tiong Yang
منشور في 2009

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

بواسطة Brennan, Michael, Chordia, Tarun, Subrahmanyam, Avanidhar, TONG, Qing
منشور في 2012

Order flow volatility and equity costs of capital

بواسطة CHORDIA, Tarun, HU, Jianfeng, SUBRAHMANYAM, Avanidhar, TONG, Qing
منشور في 2019

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

بواسطة HONG, Claire Yurong, LI, Frank Weikai, SUBRAHMANYAM, Avanidhar
منشور في 2022

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

بواسطة CHORDIA, Tarun, GOYAL, Amit, NOZOWA, Yoshio, SUBRAHMANYAM, Avanidhar, TONG, Qing
منشور في 2017

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

بواسطة Chordia, Tarun, Goyal, Amit, Nozowa, Yoshio, Subrahmanyam, Avanidhar, Tong, Qing
منشور في 2014

Exchange-traded funds and real investment

بواسطة ANTONIOU, Constantinos, LI, Frank Weikai, LIU, Xuewen, SUBRAHMANYAM, Avanidhar, SUN, Chengzhu
منشور في 2023