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MARKET STRUCTURE - Co-Movements in Bid -- Ask Spreads and Market Depth - Variations in trading costs are shown to have a strong systematic component.
Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Financial analysts' journal : FAJ 56 (2000) 5, pp. 23-27
Persistent link: https://www.econbiz.de/10006283278
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The Ex Ante Effects of Trade Halting Rules on Informed Trading Strategies and Market Liquidity
Subrahmanyam, Avanidhar - In: Review of financial economics : RFE 6 (1997) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10006473846
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Nonsecular Regularities in Returns and Volume
Frieder, Laura; Subrahmanyam, Avanidhar - In: Financial analysts' journal : FAJ 60 (2004) 4, pp. 29-34
Persistent link: https://www.econbiz.de/10006244216
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Distinguishing Between Rationales for Short-Horizon Predictability of Stock Returns
Subrahmanyam, Avanidhar - In: The financial review : the official publication of the … 40 (2005) 1, pp. 11-36
Persistent link: https://www.econbiz.de/10005919112
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COVARIANCE RISK, MISPRICING, AND THE CROSS SECTION OF SECURITY RETURNS
Daniel, Kent D.; Hirshleifer, David; Subrahmanyam, Avanidhar - 2000
Persistent link: https://www.econbiz.de/10006984692
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On Intraday Risk Premia
Spiegel, Matthew; Subrahmanyam, Avanidhar - In: The journal of finance : the journal of the American … 50 (1995) 1, pp. 319-340
Persistent link: https://www.econbiz.de/10006595087
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Security Analysis and Trading Patterns When Some Investors Receive Information Before Others
Hirshleifer, David; Subrahmanyam, Avanidhar; Titman, … - In: The journal of finance : the journal of the American … 49 (1994) 5
Persistent link: https://www.econbiz.de/10006600307
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Common liquidity shocks and market collapse: Lessons from the market for perps
Fernando, Chitru S.; Herring, Richard J.; Subrahmanyam, … - In: Journal of banking & finance 32 (2008) 8, pp. 1625-1635
Persistent link: https://www.econbiz.de/10008077576
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Lagged order flows and returns: A longer-term perspective
Subrahmanyam, Avanidhar - In: The quarterly review of economics and finance : journal … 48 (2008) 3, pp. 623-640
Persistent link: https://www.econbiz.de/10008082821
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Social Networks and Corporate Governance
Subrahmanyam, Avanidhar - In: European financial management : the journal of the … 14 (2008) 4, pp. 633-662
Persistent link: https://www.econbiz.de/10008089301