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Cross-sectional alpha dispersion and performance evaluation

Harvey, Campbell R.; Liu, Yan - In: Journal of financial economics 134 (2019) 2, pp. 273-296

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Evaluating the performance of value versus glamour stocks : the impact of selection bias

Chan, Louis K. C. - In: Journal of financial economics 38 (1995) 3, pp. 269-296

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Market underreaction to open market share repurchases

Ikenberry, David - In: Journal of financial economics 39 (1995) 2, pp. 181-208

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On stock price overreactions : frequency, seasonality and information content

Caporale, Guglielmo Maria; Plastun, Alex - In: Journal of applied economics 22 (2019) 1, pp. 602-621

This paper explores the frequency of price overreactions in the US stock market by focusing on the Dow Jones Industrial Index over the period 1990-2017. It uses two different methods (static and dynamic) to detect overreactions and then carries out various statistical tests (both parametric and...

Persistent link: https://www.econbiz.de/10012157453

Order imbalance and individual stock returns : theory and evidence

Chordia, Tarun; Subrahmanyam, Avanidhar - In: Journal of financial economics 72 (2004) 3, pp. 485-518

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Trading activity and expected stock returns

Chordia, Tarun; Subrahmanyam, Avanidhar; Anshuman, V. Ravi - In: Journal of financial economics 59 (2001) 1, pp. 3-32

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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

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

Brennan, Michael J.; Chordia, Tarun; Subrahmanyan, Avanidhar - In: Journal of financial economics 105 (2012) 3, pp. 523-541

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Anomalies and financial distress

Avramov, Doron; Chordia, Tarun; Jostova, Gergana; … - In: Journal of financial economics 108 (2013) 1, pp. 139-159

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Predicting stock returns

Avramov, Doron; Chordia, Tarun - In: Journal of financial economics 82 (2006) 2, pp. 387-415

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