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Tarun Chordia
Tarun Chordia
Professor of Finance, Emory University
Verified email at emory.edu
Title
Cited by
Cited by
Year
Commonality in liquidity
T Chordia, R Roll, A Subrahmanyam
Journal of financial economics 56 (1), 3-28, 2000
24002000
Alternative factor specifications, security characteristics, and the cross-section of expected stock returns
MJ Brennan, T Chordia, A Subrahmanyam
Journal of financial Economics 49 (3), 345-373, 1998
21511998
Market liquidity and trading activity
T Chordia, R Roll, A Subrahmanyam
The journal of finance 56 (2), 501-530, 2001
20752001
Momentum, Business Cycle, and Time‐varying Expected Returns
T Chordia, L Shivakumar
The journal of Finance 57 (2), 985-1019, 2002
14432002
Order imbalance, liquidity, and market returns
T Chordia, R Roll, A Subrahmanyam
Journal of Financial economics 65 (1), 111-130, 2002
12742002
Liquidity and market efficiency
T Chordia, R Roll, A Subrahmanyam
Journal of financial Economics 87 (2), 249-268, 2008
12582008
Trading activity and expected stock returns
T Chordia, A Subrahmanyam, VR Anshuman
Journal of financial Economics 59 (1), 3-32, 2001
12492001
An empirical analysis of stock and bond market liquidity
T Chordia, A Sarkar, A Subrahmanyam
The Review of Financial Studies 18 (1), 85-129, 2005
12212005
Trading volume and cross‐autocorrelations in stock returns
T Chordia, B Swaminathan
The Journal of Finance 55 (2), 913-935, 2000
10522000
Order imbalance and individual stock returns: Theory and evidence
T Chordia, A Subrahmanyam
Journal of Financial Economics 72 (3), 485-518, 2004
7072004
Asset pricing models and financial market anomalies
D Avramov, T Chordia
The Review of Financial Studies 19 (3), 1001-1040, 2006
6672006
Liquidity and autocorrelations in individual stock returns
D Avramov, T Chordia, A Goyal
The Journal of finance 61 (5), 2365-2394, 2006
6252006
Earnings and price momentum
T Chordia, L Shivakumar
Journal of financial economics 80 (3), 627-656, 2006
5762006
Recent trends in trading activity and market quality
T Chordia, R Roll, A Subrahmanyam
Journal of Financial Economics 101 (2), 243-263, 2011
5732011
Momentum and credit rating
D Avramov, T Chordia, G Jostova, A Philipov
The journal of Finance 62 (5), 2503-2520, 2007
5572007
Evidence on the speed of convergence to market efficiency
T Chordia, R Roll, A Subrahmanyam
Journal of financial economics 76 (2), 271-292, 2005
5542005
Have capital market anomalies attenuated in the recent era of high liquidity and trading activity?
T Chordia, A Subrahmanyam, Q Tong
Journal of Accounting and Economics 58 (1), 41-58, 2014
5282014
The structure of mutual fund charges
T Chordia
Journal of financial Economics 41 (1), 3-39, 1996
4561996
Anomalies and financial distress
D Avramov, T Chordia, G Jostova, A Philipov
Journal of Financial Economics 108 (1), 139-159, 2013
4202013
The impact of trades on daily volatility
D Avramov, T Chordia, A Goyal
The Review of Financial Studies 19 (4), 1241-1277, 2006
3772006
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