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Liquidity and autocorrelations in individual stock returns

Avramov, Doron; Chordia, Tarun; Goyal, Amit - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2365-2394

Persistent link: https://www.econbiz.de/10003378711

Order imbalance and individual stock returns : theory and evidence

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

Persistent link: https://www.econbiz.de/10002089409

Evidence on the speed of convergence to market efficiency

Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Journal of financial economics 76 (2005) 2, pp. 271-292

Persistent link: https://www.econbiz.de/10002821821

Bank CEO incentives and the credit crisis

Fahlenbrach, Rüdiger; Stulz, René M. - In: Journal of financial economics 99 (2011) 1, pp. 11-26

Persistent link: https://www.econbiz.de/10009241560

Private benefits of control, ownership, and the cross-listing decision

Doidge, Craig; Karolyi, G. Andrew; Lins, Karl; Miller, … - In: The journal of finance : the journal of the American … 64 (2009) 1, pp. 425-466

Persistent link: https://www.econbiz.de/10003853122

Why does idiosyncratic risk increase with market risk?

Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2016

From 1963 through 2015, idiosyncratic risk (IR) is high when market risk (MR) is high. We show that the positive relation between IR and MR is highly stable through time and is robust across exchanges, firm size, liquidity, and market-to-book groupings. Though stock liquidity affects the...

Persistent link: https://www.econbiz.de/10011520321

Leverage, investment, and firm growth

Lang, Larry H. P. - In: Journal of financial economics 40 (1996) 1, pp. 3-29

Persistent link: https://www.econbiz.de/10001192324