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Liquidity and the post-earnings-announcement drift

Chordia, Tarun; Goyal, Amit; Sadka, Gil; Sadka, Ronnie; … - In: Financial analysts' journal : FAJ 65 (2009) 4, pp. 18-32

Persistent link: https://www.econbiz.de/10003867775

Risk-neutral skewness, informed trading, and the cross section of stock returns

Chordia, Tarun; Lin, Tse-Chun; Xiang, Vincent - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 5, pp. 1713-1737

Persistent link: https://www.econbiz.de/10012618491

Market efficiency in real time : evidence from low latency activity around earnings announcements

Chordia, Tarun; Miao, Bin - In: Journal of accounting & economics 70 (2020) 2/3, pp. 1-27

Persistent link: https://www.econbiz.de/10012494835

Does low latency trading improve market efficiency? : a discussion

Erhard, Ryan; Sloan, Richard G. - In: Journal of accounting & economics 70 (2020) 2/3, pp. 1-9

Persistent link: https://www.econbiz.de/10012494837

Earnings quality and stock returns

Chan, Konan; Chan, Louis K. C.; Jegadeesh, Narasimhan; … - In: The journal of business : B 79 (2006) 3, pp. 1041-1082

Persistent link: https://www.econbiz.de/10003336930

Momentum

Jegadeesh, Narasimhan; Titman, Sheridan - In: Annual review of financial economics 3 (2011), pp. 493-509

Persistent link: https://www.econbiz.de/10009500799

The accrual effect on future earnings

Chan, Konan; Jegadeesh, Narasimhan; Sougiannis, Theodore - In: Review of quantitative finance and accounting 22 (2004) 2, pp. 97-121

Persistent link: https://www.econbiz.de/10002006155

An analysis of bidding in the Japanese Government Bond auctions

Hamao, Yasushi - In: The journal of finance : the journal of the American … 53 (1998) 2, pp. 755-772

Persistent link: https://www.econbiz.de/10001238223

Earnings quality and stock returns

Chan, Konan; Chan, Louis K. C.; Jegadeesh, Narasimhan; … - 2001

Persistent link: https://www.econbiz.de/10001585166

Profitability of Momentum Strategies : An Evaluation of Alternative Explanations

Jegadeesh, Narasimhan - 1999

This paper evaluates various explanations for the profitability of momentum strategies documented in Jegadeesh and Titman (1993). The evidence indicates that momentum profits have continued in the 1990's suggesting that the original results were not a product of data snooping bias. The paper...

Persistent link: https://www.econbiz.de/10012471628