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Capital market efficiency and arbitrage efficacy
Akbas, Ferhat; Armstrong, Will J.; Sorescu, Sorin M.; … - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 2, pp. 387-413
Persistent link: https://www.econbiz.de/10011577478
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Risk-neutral skewness, informed trading, and the cross section of stock returns
Chordia, Tarun; Lin, Tse-Chun; Xiang, Vincent - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 5, pp. 1713-1737
Persistent link: https://www.econbiz.de/10012618491
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Buyers versus sellers : who initiates trades, and when?
Chordia, Tarun; Goyal, Amit; Jegadeesh, Narasimhan - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 5, pp. 1467-1490
Persistent link: https://www.econbiz.de/10011665130
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Alliances and return predictability
Cao, Jie; Chordia, Tarun; Chen, Lin - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 5, pp. 1689-1717
Persistent link: https://www.econbiz.de/10011665177
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Short-term reversals : the effects of past returns and institutional exits
Cheng, Si; Hameed, Allaudeen; Subrahmanyam, Avanidhar; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 1, pp. 143-173
Persistent link: https://www.econbiz.de/10011667711
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Are capital market anomalies common to equity and corporate bond markets? : an empirical investigation
Chordia, Tarun; Goyal, Amit; Nozawa, Yoshio; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1301-1342
Persistent link: https://www.econbiz.de/10011927915