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Investment analysis and price formation in securities markets

Brennan, Michael J. - In: Journal of financial economics 38 (1995) 3, pp. 361-381

Persistent link: https://www.econbiz.de/10001180865

Financial Market Shocks and the Macroeconomy

Subrahmanyam, Avanidhar - 2013

Feedback from stock prices to cash flows occurs because information revealed by firms' stock prices influences the actions of competitors. We explore the implications of feedback within a noisy rational expectations setting with incumbent publicly traded firms and privately held new entrants. In...

Persistent link: https://www.econbiz.de/10013076911

Smart money, dumb money, and capital market anomalies

Akbas, Ferhat; Armstrong, Will J.; Sorescu, Sorin; … - In: Journal of financial economics 118 (2015) 2, pp. 355-382

Persistent link: https://www.econbiz.de/10011480515

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

Feedback and the success of irrational investors

Hirshleifer, David; Subrahmanyam, Avanidhar; Titman, … - In: Journal of financial economics 81 (2006) 2, pp. 311-338

Persistent link: https://www.econbiz.de/10003353929

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

Commonality in liquidity

Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Journal of financial economics 56 (2000) 1, pp. 3-28

Persistent link: https://www.econbiz.de/10001468725

Market microstructure and asset pricing : on the compensation for illiquidity in stock returns

Brennan, Michael J. - In: Journal of financial economics 41 (1996) 3, pp. 441-464

Persistent link: https://www.econbiz.de/10001200400

Alternative factor specifications, security characteristics, and the cross-section of expected stock returns

Brennan, Michael J. - In: Journal of financial economics 49 (1998) 3, pp. 345-373

Persistent link: https://www.econbiz.de/10001246743

The term structure of credit spreads, firm fundamentals, and expected stock returns

Han, Bing; Subrahmanyam, Avanidhar; Zhou, Yi - In: Journal of financial economics 124 (2017) 1, pp. 147-171

Persistent link: https://www.econbiz.de/10011751418