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The going-public decision and the development of financial markets

Subrahmanyam, Avanidhar; Titman, Sheridan; Womack, Kent - In: The journal of finance : the journal of the American … 54 (1999) 3, pp. 1045-1082

Persistent link: https://www.econbiz.de/10001395690

An alternative test of stock market efficiency : an analysis of UK share price data

MacDonald, Ronald - In: British review of economic issues 16 (1994) 38, pp. 33-53

Persistent link: https://www.econbiz.de/10001158743

Investor psychology and security market under- and overreactions

Daniel, Kent - In: The journal of finance : the journal of the American … 53 (1998) 6, pp. 1839-1885

Persistent link: https://www.econbiz.de/10001251919

An investigation of the weak form of the efficient markets hypothesis for the Kuwait Stock Exchange

Almujamed, Hesham I.; Fifield, S. G. M.; Power, David M. - In: Journal of emerging market finance 17 (2018) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10011875594

Order imbalances and market efficiency : evidence from the Taiwan stock exchange

Lee, Yi-tsung; Liu, Yu-jane; Roll, Richard; … - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 2, pp. 327-341

Persistent link: https://www.econbiz.de/10002103632

The joint dynamics of liquidity, returns, and volatility across small and large firms

Chordia, Tarun (contributor); Sarkar, Asani (contributor); … - 2005

This paper explores liquidity spillovers in market-capitalization-based portfolios of NYSE stocks. Return, volatility, and liquidity dynamics across the small- and large-cap sectors are modeled by way of a vector autoregression model, using data that spans more than 3,000 trading days. We find...

Persistent link: https://www.econbiz.de/10002746486

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

Reprint of : stock salience and the asymmetric market effect of consumer sentiment news

Akhtar, Shumi; Faff, Robert W.; Oliver, Barry R.; … - In: Journal of banking & finance 37 (2013) 11, pp. 4488-4500

Persistent link: https://www.econbiz.de/10010246979

Have capital market anomalies attenuated in the recent era of high liquidity and trading activity?

Chordia, Tarun; Subrahmanyam, Avanidhar; Tong, Qing - In: Journal of accounting & economics 58 (2014) 1, pp. 41-58

Persistent link: https://www.econbiz.de/10010407780

An examination of long-run overreaction in three Far Eastern capital markets

Wang, Kuang-hua; Lonie, A. Alasdair; Power, David M. - In: Advances in Pacific Basin financial markets 5 (1999), pp. 259-280

Persistent link: https://www.econbiz.de/10001493555