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456
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109
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67
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36
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28
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23
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22
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17
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14
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12
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12
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12
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10
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9
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9
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8
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8
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8
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3
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Journal of financial economics
33
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20
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19
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Stock market liquidity : implications for market microstructure and asset pricing
3
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ECONIS (ZBW)
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EconStor
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1
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331
Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange
Lee, Yi-Tsung
;
Liu, Yu-Jane
;
Roll, Richard
; …
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
2
,
pp. 327-342
Persistent link: https://www.econbiz.de/10006693320
Saved in:
332
The microstructure of foreign exchange markets
Frankel, Jeffrey A.
;
Galli, Ciampaolo
;
Giovannini, Alberto
- In:
Journal of economic literature
35
(
1997
)
3
,
pp. 1383-1384
Persistent link: https://www.econbiz.de/10006850954
Saved in:
333
Using Intraday Data to Test for Effects of Index Futures on the Underlying Stock Markets
Choi, Hong
;
Subrahmanyam, Avanidhar
- In:
The journal of futures markets
14
(
1994
)
3
,
pp. 293-322
Persistent link: https://www.econbiz.de/10006866716
Saved in:
334
Evidence on the speed of convergence to market efficiency
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
76
(
2005
)
2
,
pp. 271-292
Persistent link: https://www.econbiz.de/10006501735
Saved in:
335
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/10006504383
Saved in:
336
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/10006508987
Saved in:
337
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/10006513866
Saved in:
338
Alternative factor specifications, security characteristics, and the cross-section of expected stock returns
Brennan, Michael J.
;
Chordia, Tarun
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
49
(
1998
)
3
,
pp. 345-374
Persistent link: https://www.econbiz.de/10006522207
Saved in:
339
Market microstructure and asset pricing: On the compensation for illiquidity in stock returns
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
41
(
1996
)
3
,
pp. 441-464
Persistent link: https://www.econbiz.de/10006528623
Saved in:
340
Market microstructure and asset pricing: On the compensation for illiquidity in stock returns
Brennan, Michael J.
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
41
(
1996
)
3
,
pp. 441
Persistent link: https://www.econbiz.de/10006528624
Saved in:
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