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The term structure of bond market liquidity and its implications for expected bond returns
Goyenko, Ruslan; Subrahmanyam, Avanidhar; Ukhov, Andrey - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 1, pp. 111-139
Persistent link: https://www.econbiz.de/10008991268
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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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Cognitive dissonance, sentiment, and momentum
Antoniou, Constantinos; Doukas, John A.; Subrahmanyam, … - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 1, pp. 245-275
Persistent link: https://www.econbiz.de/10009772359
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Equity trading activity and treasury bond risk premia
Schraeder, Stefanie; Sojli, Elvira; Subrahmanyam, Avanidhar - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 2, pp. 677-710
Persistent link: https://www.econbiz.de/10014309233
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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