Similar Search Results

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

Market making, the tick size, and payment-for-order flow : theory and evidence

Chordia, Tarun - In: The journal of business : B 68 (1995) 4, pp. 543-575

Persistent link: https://www.econbiz.de/10001190518

Brokerage commission schedules

Brennan, Michael J. - In: The journal of finance : the journal of the American … 48 (1993) 4, pp. 1379-1402

Persistent link: https://www.econbiz.de/10001152110

Alternative factor specifications, security characteristics, and the cross-section of expected stock returns

Brennan, Michael J. - In: Journal of financial economics 49 (1998) 3, pp. 345-373

Persistent link: https://www.econbiz.de/10001246743

An empirical analysis of stock and bond market liquidity

Chordia, Tarun (contributor); Sarkar, Asani (contributor); … - 2003 - [Elektronische Ressource]

This paper explores liquidity movements in stock and Treasury bond markets over a period of more than 1800 trading days. Cross-market dynamics in liquidity are documented by estimating a vector autoregressive model for liquidity (that is, bid-ask spreads and depth), returns, volatility, and...

Persistent link: https://www.econbiz.de/10001752003

Firm and managerial incentives to manipulate the timing of project resolution

Hirshleifer, David (contributor); Chordia, Tarun (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001567277

Risk-neutral skewness, informed trading, and the cross section of stock returns

Chordia, Tarun; Lin, Tse-Chun; Xiang, Vincent - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 5, pp. 1713-1737

Persistent link: https://www.econbiz.de/10012618491

The distress anomaly is deeper than you think : evidence from stocks and bonds

Avramov, Doron; Chordia, Tarun; Jostova, Gergana; … - In: Review of finance : journal of the European Finance … 26 (2022) 2, pp. 355-405

Persistent link: https://www.econbiz.de/10013188537

Volatility-of-volatility risk in asset pricing

Chen, Te-Feng; Chordia, Tarun; Chung, San-Lin; Lin, Ji-chai - In: Review of asset pricing studies : RAPS 12 (2022) 1, pp. 289-335

Persistent link: https://www.econbiz.de/10012878865

The calendar effects of the idiosyncratic volatility puzzle : a tale of two days?

Cao, Jie; Chordia, Tarun; Zhan, Xintong - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7866-7887

Persistent link: https://www.econbiz.de/10012815780