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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
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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
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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
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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/10013134711