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Buyers versus Sellers : Who Initiates Trades and When?

Chordia, Tarun; Goyal, Amit; Jegadeesh, Narasimhan - 2021

We study the relation between order imbalance and past returns and firm characteristics and test a number of hypothesis including the disposition effect, momentum and contrarian trading, tax-loss selling and flight-to-quality hypothesis. These hypotheses make predictions about investors' buy or...

Persistent link: https://www.econbiz.de/10013232551

Buyers Versus Sellers: Who Initiates Trades And When?

CHORDIA, Tarun; GOYAL, Amit; JEGADEESH, Narasimhan

We study the relation between order imbalance and past returns and firm characteristics and test a number of hypothesis including the disposition effect, momentum and contrarian trading, taxloss selling and flight-to-quality hypothesis. These hypotheses make predictions about investors’ buy or...

Persistent link: https://www.econbiz.de/10010680454

Liquidity and returns : the impact of inclusion into the S&P 500 index

Chordia, Tarun - In: Stock market liquidity : implications for market …, (pp. 359-386). 2008

Persistent link: https://www.econbiz.de/10003650789

The structure of mutual fund charges

Chordia, Tarun - In: Journal of financial economics 41 (1996) 1, pp. 3-39

Persistent link: https://www.econbiz.de/10001196563

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

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

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

Asset pricing models and financial markt anomalies

Avramov, Doron; Chordia, Tarun - In: The review of financial studies 19 (2006) 3, pp. 1001-1040

Persistent link: https://www.econbiz.de/10003358402

Earnings and price momentun

Chordia, Tarun; Shivakumar, Lakshmanan - In: Journal of financial economics 80 (2006) 3, pp. 627-656

Persistent link: https://www.econbiz.de/10003331363

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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