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Evidence on the speed of conve...
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Subrahmanyam, Avanidhar
456
Roll, Richard
387
Chordia, Tarun
244
Avramov, Doron
58
Aktas, Nihat
39
Pukthuanthong, Kuntara
37
Goyal, Amit
36
Titman, Sheridan
36
de Bodt, Eric
32
Hirshleifer, David
29
Cotter, John
28
Brennan, Michael J.
27
Jostova, Gergana
27
Philipov, Alexander
27
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24
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22
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17
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16
Tong, Qing
15
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14
Levy, Moshe
14
Hirshleifer, David A.
13
Jegadeesh, Narasimhan
13
Chowdhry, Bhagwan
12
Daniel, Kent D.
12
Ross, Stephen A.
12
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Daniel, Kent
10
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9
Xia, Yihong
9
Frieder, Laura
8
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8
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8
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8
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7
Li, Xindan
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Anderson Graduate School of Management, University of California-Los Angeles (UCLA)
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6
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5
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4
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1
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Journal of financial economics
61
The journal of finance : the journal of the American Finance Association
51
The review of financial studies
33
University of California at Los Angeles, Anderson Graduate School of Management
32
Journal of Finance
30
Journal of financial and quantitative analysis : JFQA
30
Journal of Financial Economics
29
Journal of banking & finance
19
Journal of Financial and Quantitative Analysis
14
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13
European financial management : the journal of the European Financial Management Association
11
Review of Financial Studies
11
Review of financial economics : RFE
11
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11
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9
Journal of Banking & Finance
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
The Journal of Business
8
Economic notes : economic review of Banca Monte dei Paschi di Siena
7
Fisher College of Business working paper series
6
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6
Les cahiers de recherche / Centre d'Enseignement Supérieur des Affaires ; Ecole des Hautes Etudes Commerciales ; Institut Supérieur des Affaires ; Centre de Formation Continue ; Internat C.E.S.A.
6
Pacific-Basin finance journal
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Review of Financial Economics
6
European Financial Management
5
Journal of Corporate Finance
5
Economic Notes
4
Review of asset pricing studies
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Staff Report
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Staff Reports / Federal Reserve Bank of New York
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Stock market liquidity : implications for market microstructure and asset pricing
4
The American economic review
4
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The journal of portfolio management : a publication of Institutional Investor
4
UCD Geary Institute discussion paper series
4
Working Papers / Geary Institute, University College Dublin
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American Economic Review
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ECONIS (ZBW)
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RePEc
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OLC EcoSci
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EconStor
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1
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
Saved in:
2
Evidence on the speed of convergence to market efficiency
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Stock market liquidity : implications for market …
,
(pp. 117-148)
.
2008
Persistent link: https://www.econbiz.de/10003650510
Saved in:
3
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
Saved in:
4
Recent trends in trading activity and market quality
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
101
(
2011
)
2
,
pp. 243-263
Persistent link: https://www.econbiz.de/10009242865
Saved in:
5
Liquidity and market efficiency
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
87
(
2008
)
2
,
pp. 249-268
Persistent link: https://www.econbiz.de/10003629034
Saved in:
6
Order imbalance, liquidity, and market returns
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
65
(
2002
)
1
,
pp. 111-130
Persistent link: https://www.econbiz.de/10001690219
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Commonality in liquidity
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
56
(
2000
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10001468725
Saved in:
10
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
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