Prof Tarun Chordia

The Marketing Capability Premium

Tze Ang, Tarun Chordia, Vivian Mai, Harminder Singh

(2022), pp. 1-42, The Review of Asset Pricing Studies, Oxford, Eng., C1

Risk-Neutral Skewness, Informed Trading, and the Cross Section of Stock Returns

T Chordia, T Lin, V Xiang

(2021), Vol. 56, pp. 1713-1737, Journal of Financial and Quantitative Analysis, C1

Transaction costs, portfolio characteristics, and mutual fund performance

J Busse, T Chordia, L Jiang, Y Tang

(2021), Vol. 67, pp. 1227-1248, Management Science, C1

Index option trading activity and market returns

T Chordia, A Kurov, D Muravyev, A Subrahmanyam

(2021), Vol. 67, pp. 1758-1778, Management science, [Providence, R.I.], C1-1

The Calendar Effects of the Idiosyncratic Volatility Puzzle: A Tale of Two Days?

Jie Cao, Tarun Chordia, Xintong Zhan

(2021), Vol. 67, pp. 7866-7887, Management Science, Catonsville, Md., C1-1

Anomalies and false rejections

T Chordia, A Goyal, A Saretto

(2020), Vol. 33, pp. 2134-2179, Review of financial studies, Oxford, Eng., C1-1

Market efficiency in real time: Evidence from low latency activity around earnings announcements

T Chordia, B Miao

(2020), Vol. 70, Journal of Accounting and Economics, C1-1

Order flow volatility and equity costs of capital

T Chordia, J Hu, A Subrahmanyam, Q Tong

(2019), Vol. 65, pp. 1520-1551, Management science, [Providence, R.I.], C1-1

Rent seeking by low-latency traders: evidence from trading on macroeconomic announcements

T Chordia, T Green, B Kottimukkalur

(2018), Vol. 31, pp. 4650-4687, Review of financial studies, Oxford, Eng., C1-1

Are capital market anomalies common to equity and corporate bond markets? An empirical investigation

T Chordia, A Goyal, Y Nozawa, A Subrahmanyam, Q Tong

(2017), Vol. 52, pp. 1301-1342, Journal of financial and quantitative analysis, Cambridge, Eng., C1

Buyers versus sellers: who initiates trades, and when?

T Chordia, A Goyal, N Jegadeesh

(2016), Vol. 51, pp. 1467-1490, Journal of financial and quantitative analysis, Cambridge, Eng., C1-1

Alliances and return predictability

J Cao, T Chordia, C Lin

(2016), Vol. 51, pp. 1689-1717, Journal of Financial and Quantitative Analysis, United Kingdom, C1-1

Have capital market anomalies attenuated in the recent era of high liquidity and trading activity?

T Chordia, A Subrahmanyam, Q Tong

(2014), Vol. 58, pp. 41-58, Journal of Accounting and Economics, Amsterdam, The Netherlands., C1-1

Anomalies and financial distress

D Avramov, T Chordia, G Jostova, A Philipov

(2013), Vol. 108, pp. 139-159, Journal of Financial Economics, Amsterdam, The Netherlands., C1-1

High-frequency trading

T Chordia, A Goyal, B Lehmann, G Saar

(2013), Vol. 16, pp. 637-645, Journal of Financial Markets, United Kingdom, C1-1

Anomalies and Financial Distress

D Avramov, T Chordia, G Jostova, A Philipov

(2013), Vol. 108, pp. 139-159, Journal of Financial Economics, Amsterdam, Netherlands, C1-1

Sell-order liquidity and the cross-section of expected stock returns

M Brennan, T Chordia, A Subrahmanyam, Q Tong

(2012), Vol. 105, pp. 523-541, Journal of Financial Economics, Amsterdam, The Netherlands., C1-1

The world price of credit risk

D Avramov, T Chordia, G Jostova, A Philipov

(2012), Vol. 2, pp. 112-152, Review of Asset Pricing Studies, United Kingdom, C1-1

Liquidity dynamics and cross-autocorrelations

T Chordia, A Sarkar, A Subrahmanyam

(2011), Vol. 46, pp. 709-736, Journal of Financial and Quantitative Analysis, United Kingdom, C1-1

Recent trends in trading activity and market quality

T Chordia, T Chordia, R Roll, R Roll, A Subrahmanyam, A Subrahmanyam

(2011), Vol. 101, pp. 243-263, Journal of Financial Economics, Amsterdam, The Netherlands, C1-1

Theory-based illiquidity and asset pricing

T Chordia, T Chordia, S Huh, S Huh, A Subrahmanyam, A Subrahmanyam

(2009), Vol. 22, pp. 3629-3668, Review of Financial Studies, United Kingdom, C1-1

Credit ratings and the cross-section of stock returns

D Avramov, T Chordia, G Jostova, A Philipov

(2009), Vol. 12, pp. 469-499, Journal of Financial Markets, United Kingdom, C1-1

Liquidity and the post-earnings-announcement drift

T Chordia, T Chordia, T Chordia, A Goyal, A Goyal, A Goyal, G Sadka, G Sadka, G Sadka, R Sadka, R Sadka, R Sadka, L Shivakumar, L Shivakumar, L Shivakumar

(2009), Vol. 65, pp. 18-32, Financial Analysts Journal, United States, C1-1

Dispersion in analysts' earnings forecasts and credit rating

D Avramov, D Avramov, T Chordia, T Chordia, G Jostova, G Jostova, A Philipov, A Philipov

(2009), Vol. 91, pp. 83-101, Journal of Financial Economics, United Kingdom, C1-1

Liquidity and market efficiency

T Chordia, R Roll, A Subrahmanyam

(2008), Vol. 87, pp. 249-268, Journal of Financial Economics, United Kingdom, C1-1

Momentum and credit rating

D Avramov, T Chordia, G Jostova, A Philipov

(2007), Vol. 62, pp. 2503-2520, Journal of finance, Hoboken, N.J., C1-1

The cross-section of expected trading activity

T Chordia, S-W Huh, A Subrahmanyam

(2007), Vol. 20, pp. 709-740, Review of financial studies, Oxford, Eng., C1-1

The impact of trades on daily volatility

D Avramov, T Chordia, A Goyal

(2006), Vol. 19, pp. 1241-1277, Review of financial studies, Oxford, Eng., C1-1

Earnings and price momentum

T Chordia, T Chordia, L Shivakumar, L Shivakumar

(2006), Vol. 80, pp. 627-656, Journal of financial economics, Amsterdam, The Netherlands, C1-1

Asset pricing models and financial market anomalies

D Avramov, T Chordia

(2006), Vol. 19, pp. 1001-1040, Review of financial studies, Oxford, Eng., C1-1

Liquidity and autocorrelations in individual stock returns

D Avramov, T Chordia, A Goyal

(2006), Vol. 61, pp. 2365-2394, Journal of finance, Chichester, Eng., C1-1

Predicting stock returns

D Avramov, T Chordia

(2006), Vol. 82, pp. 387-415, Journal of financial economics, Amsterdam, The Netherlands, C1-1

An empirical analysis of stock and bond market liquidity

T Chordia, T Chordia, T Chordia, A Sarkar, A Sarkar, A Sarkar, A Subrahmanyam, A Subrahmanyam, A Subrahmanyam

(2005), Vol. 18, pp. 85-129, Review of financial studies, Oxford, Eng., C1-1

Evidence on the speed of convergence to market efficiency

T Chordia, R Roll, A Subrahmanyam

(2005), Vol. 76, pp. 271-292, Journal of financial economics, Amsterdam, The Netherlands, C1-1

Inflation illusion and post-earnings-announcement drift

T Chordia, L Shivakumar

(2005), Vol. 43, pp. 521-556, Journal of accounting research, Chicago, Ill., C1-1

Order imbalance and individual stock returns: theory and evidence

T Chordia, A Subrahmanyam

(2004), Vol. 72, pp. 485-518, Journal of financial economics, Amsterdam, The Netherlands, C1-1

Momentum, business cycle, and time-varying expected returns

T Chordia, T Chordia, L Shivakumar, L Shivakumar

(2002), Vol. 57, pp. 985-1019, Journal of finance, Berlin, Germany, C1-1

Order imbalance, liquidity, and market returns

T Chordia, R Roll, A Subrahmanyam

(2002), Vol. 65, pp. 111-130, Journal of financial economics, Amsterdam, The Netherlands, C1-1

Trading activity and expected stock returns

T Chordia, A Subrahmanyam, V Anshuman

(2001), Vol. 59, pp. 3-32, Journal of financial economics, Amsterdam, The Netherlands, C1-1

Market liquidity and trading activity

T Chordia, R Roll, A Subrahmanyam

(2001), Vol. 56, pp. 501-530, Journal of finance, Chichester, Eng., C1-1

True spreads and equilibrium prices

C Ball, T Chordia

(2001), Vol. 56, pp. 1801-1835, Journal of finance, Chichester, Eng., C1-1

Co-movements in bid-ask spreads and market depth

T Chordia, R Roll, A Subrahmanyam

(2000), Vol. 56, pp. 23-27, Financial analysts journal, Charlottesville, Va., C1-1

Commonality in liquidity

T Chordia, R Roll, A Subrahmanyam

(2000), Vol. 56, pp. 3-28, Journal of financial economics, Amsterdam, The Netherlands, C1-1

Trading volume and cross-autocorrelations in stock returns

T Chordia, B Swaminathan

(2000), Vol. 55, pp. 913-935, Journal of finance, Chichester, Eng., C1-1

Market Making, the Tick Size, and Payment-for-Order Flow: Theory and Evidence

Tarun Chordia, Tarun Chordia, Avanidhar Subrahmanyam, Avanidhar Subrahmanyam

(1995), Vol. 68, pp. 543-575, Journal of Business, Chicago, Ill., C1-1

BROKERAGE COMMISSION SCHEDULES

M BRENNAN, T CHORDIA

(1993), Vol. 48, pp. 1379-1402, JOURNAL OF FINANCE, C1-1