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

由 CHORDIA, Tarun, SUBRAHMANYAM, Avanidhar, tONG, Qing
出版 2014

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

由 KRISHNAMURTI, Chandrasekhar, SUBRAHMANYAM, Avanidhar, THONG, Tiong Yang
出版 2009

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

由 Brennan, Michael, Chordia, Tarun, Subrahmanyam, Avanidhar, TONG, Qing
出版 2012

Order flow volatility and equity costs of capital

由 CHORDIA, Tarun, HU, Jianfeng, SUBRAHMANYAM, Avanidhar, TONG, Qing
出版 2019

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

由 HONG, Claire Yurong, LI, Frank Weikai, SUBRAHMANYAM, Avanidhar
出版 2022

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

由 CHORDIA, Tarun, GOYAL, Amit, NOZOWA, Yoshio, SUBRAHMANYAM, Avanidhar, TONG, Qing
出版 2017

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

由 Chordia, Tarun, Goyal, Amit, Nozowa, Yoshio, Subrahmanyam, Avanidhar, Tong, Qing
出版 2014

Exchange-traded funds and real investment

由 ANTONIOU, Constantinos, LI, Frank Weikai, LIU, Xuewen, SUBRAHMANYAM, Avanidhar, SUN, Chengzhu
出版 2023