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Trading activity in the equity market and its contingent claims : an empirical investigation

Roll, Richard; Schwartz, Eduardo S.; Subrahmanyam, Avanidhar - In: Journal of empirical finance 28 (2014), pp. 13-35

Persistent link: https://www.econbiz.de/10011284514

Feedback from stock prices to cash flows

Subrahmanyam, Avanidhar; Titman, Sheridan - In: The journal of finance : the journal of the American … 56 (2001) 6, pp. 2389-2413

Persistent link: https://www.econbiz.de/10001631759

Order imbalance, liquidity, and market returns

Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Stock market liquidity : implications for market …, (pp. 3-21). 2008

Persistent link: https://www.econbiz.de/10003650440

The implications of liquidity and order flows for neoclassical finance

Subrahmanyam, Avanidhar - In: Pacific-Basin finance journal 17 (2009) 5, pp. 527-532

Persistent link: https://www.econbiz.de/10003895329

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

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]

more highly correlated; moreover, at these times, money supply positively affects financial market liquidity, albeit with a … lag of two weeks. During normal times, increases in mutual fund flows enhance stock market liquidity and trading volume …, but during financial crises, U.S. government bond funds see higher inflows, resulting in increased bond market liquidity …