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Learning from experience and trading volume

Subrahmanyam, Avanidhar - In: Review of financial economics : RFE 17 (2008) 4, pp. 245-260

Persistent link: https://www.econbiz.de/10003799654

The implications of liquidity and order flows for neoclassical finance

Subrahmanyam, Avanidhar - In: Pacific-Basin finance journal 17 (2009) 5, pp. 527-532

Persistent link: https://www.econbiz.de/10003895329

The determinants of average trade size

Brennan, Michael J. - In: The journal of business : B 71 (1998) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10001233463

Trading activity in the equity market and its contingent claims : an empirical investigation

Roll, Richard; Schwartz, Eduardo S.; Subrahmanyam, Avanidhar - In: Journal of empirical finance 28 (2014), pp. 13-35

Persistent link: https://www.econbiz.de/10011284514

Determinants of daily fluctuations in liquidity and trading activity

Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Cuadernos de economía 40 (2003), pp. 728-751

Persistent link: https://www.econbiz.de/10001900612

Order imbalance and individual stock returns : theory and evidence

Chordia, Tarun; Subrahmanyam, Avanidhar - In: Journal of financial economics 72 (2004) 3, pp. 485-518

Persistent link: https://www.econbiz.de/10002089409

Market liquidity and trading activity

Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 501-530

Persistent link: https://www.econbiz.de/10001604100

Common determinants of bond and stock market liquidity : the impact of financial crises, monetary policy, and mutual fund flows

Chordia, Tarun (contributor); Sarkar, Asani (contributor); … - 2001 - [Elektronische Ressource]

We study common determinants of daily bid-ask spreads and trading volume for the bond and stock markets over the 1991-98 period. We find that spread changes in one market are affected by lagged spread and volume changes in both markets. Further, spread and volume changes are predictable to a...

Persistent link: https://www.econbiz.de/10001629622

Trading activity and expected stock returns

Chordia, Tarun; Subrahmanyam, Avanidhar; Anshuman, V. Ravi - In: Journal of financial economics 59 (2001) 1, pp. 3-32

Persistent link: https://www.econbiz.de/10001540927

Options trading activity and firm valuation

Roll, Richard; Schwartz, Eduardo S.; Subrahmanyam, Avanidhar - In: Journal of financial economics 94 (2009) 3, pp. 345-360

Persistent link: https://www.econbiz.de/10003918726