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O/S : the relative trading activity in options and stock
Roll, Richard; Schwartz, Eduardo S.; Subrahmanyam, Avanidhar - In: Journal of financial economics 96 (2010) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10003968029
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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
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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
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Order imbalance, liquidity, and market returns
Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Journal of financial economics 65 (2002) 1, pp. 111-130
Persistent link: https://www.econbiz.de/10001690219
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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
Persistent link: https://www.econbiz.de/10001540927