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Subrahmanyam, Avanidhar; Xu, Wenyuan - In: Review of financial economics : RFE 36 (2018) 1, pp. 3-11

Persistent link: https://www.econbiz.de/10011948550

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

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

Chordia, Tarun; Sarkar, Asani; Subrahmanyam, Avanidhar - 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/10010283461

A theory of overconfidence, self-attribution, and security market under- and over-reactions

Daniel, Kent; Hirshleifer, David; Subrahmanyam, Avanidhar - 1997

Persistent link: https://www.econbiz.de/10000958854

Evidence on the speed of convergence to market efficiency

Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Stock market liquidity : implications for market …, (pp. 117-148). 2008

Persistent link: https://www.econbiz.de/10003650510

Optimal financial education

Subrahmanyam, Avanidhar - In: Review of financial economics : RFE 18 (2009) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10003832500

Liquidity skewness

Roll, Richard; Subrahmanyam, Avanidhar - In: Journal of banking & finance 34 (2010) 10, pp. 2562-2571

Persistent link: https://www.econbiz.de/10008858290

The cross-section of expected stock returns : what have we learnt from the past twenty-five years of research?

Subrahmanyam, Avanidhar - In: European financial management : the journal of the … 16 (2010) 1, pp. 27-42

Persistent link: https://www.econbiz.de/10003926687

Recent trends in trading activity and market quality

Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Journal of financial economics 101 (2011) 2, pp. 243-263

Persistent link: https://www.econbiz.de/10009242865

The power of bad : the negativity bias in Australian consumer sentiment announcements on stock returns

Akhtar, Shumi; Faff, Robert W.; Oliver, Barry R.; … - In: Journal of banking & finance 35 (2011) 5, pp. 1239-1249

Persistent link: https://www.econbiz.de/10009245239