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 Tarun Chordia
 SSRN Author Rank: 120 by Downloads
 Associate Professor
 Emory University - Department of Finance
 Atlanta, GA 30322-2710
 United States
 404-727-1620 (Phone)
 404-727-5238 (Fax)
 email address

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. Tarun Chordia's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
26,973
Total
Citations
1,058
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Doron Avramov
Hebrew University of Jerusalem
Tarun Chordia
Emory University - Department of Finance
Posted:
27 Jul 03
Last Revised:
14 Aug 08
1,961
( 1,482)
12

2.   Incl. Electronic Paper
Tarun Chordia
Emory University - Department of Finance
Asani Sarkar
Federal Reserve Bank of New York
Avanidhar Subrahmanyam
University of California, Los Angeles - Finance Area
Posted:
01 Nov 01
Last Revised:
20 Feb 09
1,938
( 1,522)
69

3.  
Market Liquidity and Trading Activity | Show Abstract | Download |
Eleventh Annual Utah Winter Conference
Working Paper Series
Tarun Chordia
Emory University - Department of Finance
Richard W. Roll
University of California, Los Angeles - Finance Area
Avanidhar Subrahmanyam
University of California, Los Angeles - Finance Area
Posted:
24 Aug 00
Last Revised:
13 Apr 01
1,796
(1,776)
147

4.   Incl. Electronic Paper
Doron Avramov
Hebrew University of Jerusalem
Tarun Chordia
Emory University - Department of Finance
Posted:
08 Dec 03
Last Revised:
20 Feb 09
1,732
( 1,889)
37

5.   Incl. Electronic Paper
Tarun Chordia
Emory University - Department of Finance
Richard W. Roll
University of California, Los Angeles - Finance Area
Avanidhar Subrahmanyam
University of California, Los Angeles - Finance Area
Posted:
16 Mar 99
Last Revised:
26 Mar 01
1,378
( 2,849)
217

6.   Incl. Electronic Paper
Tarun Chordia
Emory University - Department of Finance
Lakshmanan Shivakumar
London Business School
Posted:
10 Nov 02
Last Revised:
19 Oct 05
1,305
( 3,127)
25

7.   Incl. Electronic Paper
Doron Avramov
Hebrew University of Jerusalem
Tarun Chordia
Emory University - Department of Finance
Amit Goyal
Emory University - Goizueta Business School
Posted:
13 Jun 04
Last Revised:
07 Feb 07
1,215
( 3,557)
32

8.  
Momentum, Business Cycle and Time Varying Expected Returns | Show Abstract | Download |
London Business School Accounting Subject Area No. 020; AFA 2001
Working Paper Series
Tarun Chordia
Emory University - Department of Finance
Lakshmanan Shivakumar
London Business School
Posted:
24 Nov 01
Last Revised:
07 Dec 01
1,215
(3,557)
102

9.   Incl. Electronic Paper
Doron Avramov
Hebrew University of Jerusalem
Tarun Chordia
Emory University - Department of Finance
Gergana Jostova
George Washington University - Department of Finance
Alexander Philipov
George Mason University - Finance Area
Posted:
09 Jun 05
Last Revised:
26 Feb 08
1,162
( 3,837)
15

10.  
Tarun Chordia
Emory University - Department of Finance
Lakshmanan Shivakumar
London Business School
Posted:
02 Sep 01
Last Revised:
08 Oct 01
961
(5,288)
3

11.   Incl. Electronic Paper
Tarun Chordia
Emory University - Department of Finance
Richard W. Roll
University of California, Los Angeles - Finance Area
Avanidhar Subrahmanyam
University of California, Los Angeles - Finance Area
Posted:
09 Sep 01
Last Revised:
08 Oct 04
956
( 5,295)
42

12.   Incl. Electronic Paper
Tarun Chordia
Emory University - Department of Finance
Avanidhar Subrahmanyam
University of California, Los Angeles - Finance Area
V. Ravi Anshuman
Indian Institute of Management
Posted:
05 Jul 00
Last Revised:
23 Jul 01
930
( 5,589)
92

13.  
Tarun Chordia
Emory University - Department of Finance
Richard W. Roll
University of California, Los Angeles - Finance Area
Avanidhar Subrahmanyam
University of California, Los Angeles - Finance Area
Posted:
04 Sep 05
Last Revised:
10 Apr 07
836
(6,674)
18

14.  
Tarun Chordia
Emory University - Department of Finance
Richard W. Roll
University of California, Los Angeles - Finance Area
Avanidhar Subrahmanyam
University of California, Los Angeles - Finance Area
Posted:
08 May 01
Last Revised:
16 Apr 04
815
(6,960)
 

15.  
Credit Ratings and the Cross-Section of Stock Returns | Show Abstract | Download |
EFA 2008 Athens Meetings Paper
Working Paper Series
Doron Avramov
Hebrew University of Jerusalem
Tarun Chordia
Emory University - Department of Finance
Gergana Jostova
George Washington University - Department of Finance
Alexander Philipov
George Mason University - Finance Area
Posted:
06 Mar 08
Last Revised:
08 Feb 09
814
(6,988)
6

16.   Incl. Electronic Paper
Tarun Chordia
Emory University - Department of Finance
B. Swaminathan
Johnson Graduate School of Management
Posted:
13 Apr 99
Last Revised:
15 Mar 01
784
( 7,390)
58

17.  
The Cross-Section of Daily Variation in Liquidity | Show Abstract | Download |
London Business School Accounting Subject Area No. 012
Working Paper Series
Tarun Chordia
Emory University - Department of Finance
Lakshmanan Shivakumar
London Business School
Avanidhar Subrahmanyam
University of California, Los Angeles - Finance Area
Posted:
12 Mar 01
Last Revised:
26 Nov 03
777
(7,473)
8

18.   Incl. Electronic Paper
Doron Avramov
Hebrew University of Jerusalem
Tarun Chordia
Emory University - Department of Finance
Gergana Jostova
George Washington University - Department of Finance
Alexander Philipov
George Mason University - Finance Area
Posted:
21 Mar 07
Last Revised:
19 Mar 09
774
( 7,517)
7

19.   Incl. Electronic Paper
Doron Avramov
Hebrew University of Jerusalem
Tarun Chordia
Emory University - Department of Finance
Amit Goyal
Emory University - Goizueta Business School
Posted:
21 Mar 04
Last Revised:
20 Feb 09
713
( 8,572)
11

20.  
Liquidity and the Post-Earnings-Announcement Drift | Show Abstract | Download |
AFA 2008 New Orleans Meetings Paper
Working Paper Series
Tarun Chordia
Emory University - Department of Finance
Amit Goyal
Emory University - Goizueta Business School
Ronnie Sadka
Boston College - Department of Finance and Department of Finance
Gil Sadka
Columbia University - Columbia Business School
Lakshmanan Shivakumar
London Business School
Posted:
20 Mar 07
Last Revised:
13 May 09
631
(10,196)
7

21.  
Doron Avramov
Hebrew University of Jerusalem
John C. Chao
University of Maryland - Robert H. Smith School of Business
Tarun Chordia
Emory University - Department of Finance
Posted:
26 Feb 02
Last Revised:
26 Apr 02
564
(12,037)
4

22.  
Tarun Chordia
Emory University - Department of Finance
Avanidhar Subrahmanyam
University of California, Los Angeles - Finance Area
Posted:
25 Oct 02
Last Revised:
19 Apr 04
439
(17,053)
1

23.  
David A. Hirshleifer
University of California, Irvine - Paul Merage School of Business
Tarun Chordia
Emory University - Department of Finance
Sonya S. Lim
DePaul University - Kellstadt Graduate School of Business
Posted:
25 Apr 01
Last Revised:
26 Apr 01
382
(20,385)
4

24.  
True Spreads and Equilibrium Prices | Show Abstract | Download |
Vanderbilt Working Paper No. 99-12
Working Paper Series
Tarun Chordia
Emory University - Department of Finance
Clifford A. Ball
Vanderbilt University
Posted:
08 Aug 99
Last Revised:
08 Aug 99
359
(22,065)
19

25.  
Tarun Chordia
Emory University - Department of Finance
Sahn-Wook Huh
State University of New York at Buffalo
Avanidhar Subrahmanyam
University of California, Los Angeles - Finance Area
Posted:
02 Jul 04
Last Revised:
12 Aug 08
358
(22,148)
33

26.  
Tarun Chordia
Emory University - Department of Finance
Asani Sarkar
Federal Reserve Bank of New York
Avanidhar Subrahmanyam
University of California, Los Angeles - Finance Area
Posted:
01 Aug 06
Last Revised:
01 Aug 06
357
(22,231)
1

27.  
Doron Avramov
Hebrew University of Jerusalem
Tarun Chordia
Emory University - Department of Finance
Posted:
16 Jul 01
Last Revised:
11 Sep 01
336
(23,961)
3

28.  
Tarun Chordia
Emory University - Department of Finance
Lakshmanan Shivakumar
London Business School
Posted:
07 Jan 05
Last Revised:
15 Apr 05
320
(25,401)
11

29.  
Why Has Trading Volume Increased? | Show Abstract | Download |
AFA 2010 Atlanta Meetings Paper
Working Paper Series
Richard W. Roll
University of California, Los Angeles - Finance Area
Avanidhar Subrahmanyam
University of California, Los Angeles - Finance Area
Tarun Chordia
Emory University - Department of Finance
Posted:
19 Mar 09
Last Revised:
02 Oct 09
209
(40,820)
3

30.  
Tarun Chordia
Emory University - Department of Finance
Sahn-Wook Huh
State University of New York at Buffalo
Avanidhar Subrahmanyam
University of California, Los Angeles - Finance Area
Posted:
21 Nov 08
Last Revised:
21 Nov 08
205
(41,611)
2

31.  
Liquidity Dynamics and Cross-Autocorrelations | Show Abstract | Download |
FRB NY Research Paper No. 207
Working Paper Series
Tarun Chordia
Emory University - Department of Finance
Asani Sarkar
Federal Reserve Bank of New York
Avanidhar Subrahmanyam
University of California, Los Angeles - Finance Area
Posted:
17 Jun 05
Last Revised:
06 Mar 06
199
(42,843)
1

32.  
The Microstructure of Cross-Autocorrelations | Show Abstract | Download |
FRB of New York Staff Report No. 303
Working Paper Series
Tarun Chordia
Emory University - Department of Finance
Asani Sarkar
Federal Reserve Bank of New York
Avanidhar Subrahmanyam
University of California, Los Angeles - Finance Area
Posted:
24 Sep 07
Last Revised:
24 Sep 07
164
(52,280)
1

33.  
Liquidity and the Post-Earnings-Announcement Drift | Show Abstract | Download |
Financial Analysts Journal, Forthcoming
Accepted Paper Series
Tarun Chordia
Emory University - Department of Finance
Amit Goyal
Emory University - Goizueta Business School
Gil Sadka
Columbia University - Columbia Business School
Ronnie Sadka
Boston College - Department of Finance and Department of Finance
Lakshmanan Shivakumar
London Business School
Posted:
18 May 09
Last Revised:
18 May 09
148
(57,256)
7

34.  
Michael J. Brennan
University of California, Los Angeles - Finance Area
Tarun Chordia
Emory University - Department of Finance
Avanidhar Subrahmanyam
University of California, Los Angeles - Finance Area
Qing Tong
Emory University - Department of Finance
Posted:
05 May 09
Last Revised:
05 May 09
140
(60,599)
1

35.  
Incomplete Information, Trading Costs and Cross-Autocorrelations in Stock Returns | Show Abstract | Download |
Economic Notes, Vol. 33, No. 1, pp. 145-181, February 2004
Accepted Paper Series
Tarun Chordia
Emory University - Department of Finance
B. Swaminathan
Johnson Graduate School of Management
Posted:
03 Jul 04
Last Revised:
18 Jul 04
33
(139,494)
54

36.  
Liquidity Dynamics Across Small and Large Firms | Show Abstract | Download |
Economic Notes, Vol. 33, No. 1, pp. 111-143, February 2004
Accepted Paper Series
Tarun Chordia
Emory University - Department of Finance
Lakshmanan Shivakumar
London Business School
Avanidhar Subrahmanyam
University of California, Los Angeles - Finance Area
Posted:
03 Jul 04
Last Revised:
18 Jul 04
24
(156,183)
4

37.   Incl. Electronic Paper
Tarun Chordia
Emory University - Department of Finance
Lakshmanan Shivakumar
London Business School
Posted:
15 Apr 05
Last Revised:
08 May 06
21
(164,320)
11

38.  
Tarun Chordia
Emory University - Department of Finance
Doron Avramov
Hebrew University of Jerusalem
Gergana Jostova
George Washington University - Department of Finance
Alexander Philipov
George Mason University - Finance Area
Posted:
23 Aug 07
Last Revised:
26 May 09
18
(172,894)
 

39.  
Michael J. Brennan
University of California, Los Angeles - Finance Area
Subrahmanyam Akella
affiliation not provided to SSRN
Qing Tong
Emory University - Department of Finance
Tarun Chordia
Emory University - Department of Finance
Posted:
24 Jul 09
Last Revised:
24 Jul 09
4
(209,890)
1

40.  
Theory-Based Illiquidity and Asset Pricing | Show Abstract | Download |
The Review of Financial Studies, Vol. 22, Issue 9, pp. 3629-3668, 2009
Accepted Paper Series
Tarun Chordia
Emory University - Department of Finance
Sahn-Wook Huh
State University of New York at Buffalo
Avanidhar Subrahmanyam
University of California, Los Angeles - Finance Area
Posted:
08 Sep 09
Last Revised:
08 Sep 09
0
(0)
2

41.  
Liquidity and the Post-Earnings-Announcement Drift | Show Abstract |
Financial Analysts Journal, Vol. 65, No. 4, 2009
Accepted Paper Series
Tarun Chordia
Emory University - Department of Finance
Amit Goyal
Emory University - Goizueta Business School
Gil Sadka
Columbia University - Columbia Business School
Ronnie Sadka
Boston College - Department of Finance and Department of Finance
Lakshmanan Shivakumar
London Business School
Posted:
09 Aug 09
Last Revised:
09 Aug 09
0
(0)
 

42.  
Order Imbalance and Individual Stock Returns | Show Abstract |
Journal of Financial Economics, Forthcoming
Accepted Paper Series
Tarun Chordia
Emory University - Department of Finance
Avanidhar Subrahmanyam
University of California, Los Angeles - Finance Area
Posted:
01 Dec 02
Last Revised:
01 Dec 02
0
(0)
 

43.  
Tarun Chordia
Emory University - Department of Finance
Richard W. Roll
University of California, Los Angeles - Finance Area
Avanidhar Subrahmanyam
University of California, Los Angeles - Finance Area
Posted:
13 Nov 01
Last Revised:
16 Apr 04
0
(0)
 

44.  
Momentum, Business Cycle and Time-varying Expected Returns | Show Abstract |
Journal of Finance, Forthcoming April 2002
Accepted Paper Series
Lakshmanan Shivakumar
London Business School
Tarun Chordia
Emory University - Department of Finance
Posted:
20 Aug 01
Last Revised:
26 Nov 03
0
(0)
 

45.  
True Spreads and Equilibrium Prices | Show Abstract |
Forthcoming in Journal of Finance
Accepted Paper Series
Clifford A. Ball
Vanderbilt University
Tarun Chordia
Emory University - Department of Finance
Posted:
19 Jun 01
Last Revised:
14 Aug 01
0
(0)
 

46.  
Tarun Chordia
Emory University - Department of Finance
Avanidhar Subrahmanyam
University of California, Los Angeles - Finance Area
Posted:
06 Sep 99
Last Revised:
06 Sep 99
0
(0)
 

47.  
Market Making, the Tick Size, and Payment-for-Order Flow: Theory and Evidence | Show Abstract |
JOURNAL OF BUSINESS, Vol 68 No 4, October 1995
Accepted Paper Series
Tarun Chordia
Emory University - Department of Finance
Avanidhar Subrahmanyam
University of California, Los Angeles - Finance Area
Posted:
25 Aug 98
Last Revised:
25 Aug 98
0
(0)
 

48.  
Tarun Chordia
Emory University - Department of Finance
Posted:
13 Jul 98
Last Revised:
13 Jul 98
0
(0)
 

49.  
Michael J. Brennan
University of California, Los Angeles - Finance Area
Tarun Chordia
Emory University - Department of Finance
Avanidhar Subrahmanyam
University of California, Los Angeles - Finance Area
Posted:
11 May 98
Last Revised:
11 May 98
0
(0)
 


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