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Chordia, Tarun; Shivakumar, Lakshmanan - In: Journal of financial economics 80 (2006) 3, pp. 627-656

Persistent link: https://www.econbiz.de/10003331363

Liquidity and the post-earnings-announcement drift

Chordia, Tarun; Goyal, Amit; Sadka, Gil; Sadka, Ronnie; … - In: Financial analysts' journal : FAJ 65 (2009) 4, pp. 18-32

Persistent link: https://www.econbiz.de/10003867775

The cross-section of daily variation in liquidity

Chordia, Tarun; Shivakumar, Lakshmanan; Subrahmanyam, … - In: Advances in quantitative analysis of finance and … 3 (2006), pp. 75-110

Persistent link: https://www.econbiz.de/10003424664

Liquidity dynamics across small and large firms

Chordia, Tarun; Shivakumar, Lakshmanan; Subrahmanyam, … - In: Economic notes : economic review of Banca Monte dei … 33 (2004) 1, pp. 111-143

Persistent link: https://www.econbiz.de/10003690186

Momentum, business cycle, and time-varying expected returns

Chordia, Tarun; Shivakumar, Lakshmanan - In: The journal of finance : the journal of the American … 57 (2002) 2, pp. 985-1019

Persistent link: https://www.econbiz.de/10001684740

Liquidity and the Post-Earnings-Announcement Drift

Chordia, Tarun - 2011

The post-earnings-announcement drift is a longstanding anomaly that conflicts with market efficiency. This study documents that the post-earnings-announcement drift occurs mainly in highly illiquid stocks. A trading strategy that goes long high-earnings-surprise stocks and short...

Persistent link: https://www.econbiz.de/10013134486