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The cross-section of daily variation in liquidity

Chordia, Tarun; Shivakumar, Lakshmanan; Subrahmanyam, … - In: Advances in quantitative analysis of finance and … 3 (2006), pp. 75-110

Persistent link: https://www.econbiz.de/10003424664

Liquidity dynamics across small and large firms

Chordia, Tarun; Shivakumar, Lakshmanan; Subrahmanyam, … - In: Economic notes : economic review of Banca Monte dei … 33 (2004) 1, pp. 111-143

Persistent link: https://www.econbiz.de/10003690186

Liquidity and the Post-Earnings-Announcement Drift

Chordia, Tarun - 2011

The post-earnings-announcement drift is a longstanding anomaly that conflicts with market efficiency. This study documents that the post-earnings-announcement drift occurs mainly in highly illiquid stocks. A trading strategy that goes long high-earnings-surprise stocks and short...

Persistent link: https://www.econbiz.de/10013134486

Liquidity and the Post-Earnings-Announcement Drift

Chordia, Tarun - 2011

Persistent link: https://www.econbiz.de/10013134711

Liquidity and returns : the impact of inclusion into the S&P 500 index

Chordia, Tarun - In: Stock market liquidity : implications for market …, (pp. 359-386). 2008

Persistent link: https://www.econbiz.de/10003650789

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

Commonality in liquidity

Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Stock market liquidity : implications for market …, (pp. 327-348). 2008

Persistent link: https://www.econbiz.de/10003650781

Theory-based illiquidity and asset pricing

Chordia, Tarun; Huh, Sahn-Wook; Subrahmanyam, Avanidhar - In: The review of financial studies 22 (2009) 9, pp. 3629-3668

Persistent link: https://www.econbiz.de/10003885723

Liquidity and autocorrelations in individual stock returns

Avramov, Doron; Chordia, Tarun; Goyal, Amit - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2365-2394

Persistent link: https://www.econbiz.de/10003378711

The cross-section of expected trading activity

Chordia, Tarun; Huh, Sahn-wook; Subrahmanyam, Avanidhar - In: The review of financial studies 20 (2007) 3, pp. 709-740

Persistent link: https://www.econbiz.de/10003554621