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The cross-section of speculator skill : evidence from day trading

Barber, Brad M.; Lee, Yi-tsung; Liu, Yu-jane; Odean, … - In: Journal of financial markets 18 (2014), pp. 1-24

Persistent link: https://www.econbiz.de/10010442505

Order submission decisions and market performance under different trading mechanisms

Lee, Yi-tsung - In: International journal of business 5 (2000) 2, pp. 120-144

Persistent link: https://www.econbiz.de/10001522454

On the demand elasticity of initial public offerings : an analysis of discriminatory auctions

Liu, Yu-jane; Wei, K. C. John; Liaw, Gwohorng - In: International review of finance 2 (2001) 3, pp. 151-178

Persistent link: https://www.econbiz.de/10001693443

Deleveraging commonality

Hu, Conghui; Liu, Yu-jane; Zhu, Ning N. - In: Journal of financial markets 53 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013271964

The cross section of analysts recommendations

Sorescu, Sorin M.; Subrahmanyam, Avanidhar - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 1, pp. 139-168

Persistent link: https://www.econbiz.de/10003303803

The empirical analysis of liquidity

Holden, Craig W.; Jacobsen, Stacey; Subrahmanyam, Avanidhar - 2014

Persistent link: https://www.econbiz.de/10010467950

Foreign firms issuing equity on US exchanges : an empirical investigation of IPOs and SEOs

Kadiyala, Padma; Subrahmanyam, Avanidhar - In: International review of finance 3 (2002) 1, pp. 27-51

Persistent link: https://www.econbiz.de/10001749536

Illiquidity and the cost of equity capital : evidence from actual estimates of capital cost for U.S. data

Goyal, Amit; Subrahmanyam, Avanidhar; Swaminathan, Bhaskaran - 2021

Illiquidity measures appear to be related to monthly realized returns but do they impact long-run costs of capital (CoC) for firms? Using U.S. data, we find cross-sectional evidence that, controlling for market capitalization, the Amihud (2002) measure of illiquidity is negatively related to CoC...

Persistent link: https://www.econbiz.de/10012800436

Asymmetric effects of informed trading on the cost of equity capital

Brennan, Michael J.; Huh, Sahn-Wook; Subrahmanyam, Avanidhar - In: Management science : journal of the Institute for … 62 (2016) 9, pp. 2460-2480

Persistent link: https://www.econbiz.de/10011577121

Order flow volatility and equity costs of capital

Chordia, Tarun; Hu, Jianfeng; Subrahmanyam, Avanidhar; … - In: Management science : journal of the Institute for … 65 (2019) 4, pp. 1520-1551

Persistent link: https://www.econbiz.de/10012022640