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Consumption, aggregate wealth and expected stock returns

Lettau, Martin; Ludvigson, Sydney C. - 1999

Persistent link: https://www.econbiz.de/10001398353

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

Capital share risk in U.S. asset pricing

Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2018

Persistent link: https://www.econbiz.de/10011861000

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

Capital share risk and shareholder heterogeneity in US stock pricing

Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2015

Persistent link: https://www.econbiz.de/10010482973

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

Consumption, aggregate wealth, and expected stock returns

Lettau, Martin; Ludvigson, Sydney C. - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 815-849

Persistent link: https://www.econbiz.de/10001593003

Market liquidity and trading activity

Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 501-530

Persistent link: https://www.econbiz.de/10001604100

Common determinants of bond and stock market liquidity : the impact of financial crises, monetary policy, and mutual fund flows

Chordia, Tarun (contributor); Sarkar, Asani (contributor); … - 2001 - [Elektronische Ressource]

We study common determinants of daily bid-ask spreads and trading volume for the bond and stock markets over the 1991-98 period. We find that spread changes in one market are affected by lagged spread and volume changes in both markets. Further, spread and volume changes are predictable to a...

Persistent link: https://www.econbiz.de/10001629622

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