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Investor sentiment, beta, and the cost of equity capital
Antoniou, Constantinos; Doukas, John A.; Subrahmanyam, … - In: Management science : journal of the Institute for … 62 (2016) 2, pp. 347-367
Persistent link: https://www.econbiz.de/10011446188
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Asymmetric effects of informed trading on the cost of equity capital
Brennan, Michael J.; Huh, Sahn-Wook; Subrahmanyam, Avanidhar - In: Management science : journal of the Institute for … 62 (2016) 9, pp. 2460-2480
Persistent link: https://www.econbiz.de/10011577121
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Order flow volatility and equity costs of capital
Chordia, Tarun; Hu, Jianfeng; Subrahmanyam, Avanidhar; … - In: Management science : journal of the Institute for … 65 (2019) 4, pp. 1520-1551
Persistent link: https://www.econbiz.de/10012022640
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Index option trading activity and market returns
Chordia, Tarun; Kurov, Alexander; Muravyev, Dmitriy; … - In: Management science : journal of the Institute for … 67 (2021) 3, pp. 1758-1778
Persistent link: https://www.econbiz.de/10012506034
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Postfundamentals price drift in capital markets : a regression regularization perspective
Avramov, Doron; Kaplanski, Guy; Subrahmanyam, Avanidhar - In: Management science : journal of the Institute for … 68 (2022) 10, pp. 7658-7681
Persistent link: https://www.econbiz.de/10013546165