.
Subrahmanyam, Avanidhar's
Scholarly Papers
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column.
Aggregate Statistics
Total 37,100
Total Citations 1,614
1.
Daniel, Kent D. Columbia Business School - Finance and Economics
Hirshleifer, David A. University of California, Irvine - Paul Merage School of Business
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
5,121(524)
73
2.
An Empirical Analysis of Stock and Bond Market Liquidity
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Chordia, Tarun Emory University - Department of Finance
Sarkar, Asani Federal Reserve Bank of New York
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Posted:
01 Nov 01
Last Revised:
27 Mar 06
2,830(1,513)
135
Chordia, Tarun Emory University - Department of Finance
Sarkar, Asani Federal Reserve Bank of New York
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
0
Chordia, Tarun Emory University - Department of Finance
Sarkar, Asani Federal Reserve Bank of New York
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
2,830
135
3.
Chordia, Tarun Emory University - Department of Finance
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard University of California, Los Angeles (UCLA) - Finance Area
2,278(2,260)
220
Liquidity, spreads, depths, trading activity, transactions data
4.
The Cross-Section of Expected Stock Returns: What Have We Learnt from the Past Twenty-Five Years of Research?
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Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Posted:
26 Aug 09
Last Revised:
28 Dec 09
1,701(3,730)
16
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
2
15
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Posted:
26 Aug 09
Last Revised:
30 Sep 09
1,699
16
market efficiency, cross-section of stock returns
5.
Doukas, John A. Old Dominion University - College of Business & Public Administration
Antoniou, Constantinos University of Exeter - Xfi Centre for Finance and Investment
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Posted:
27 Sep 09
Last Revised:
23 May 11
1,682(3,809)
12
behavioral finance, investor sentiment, momentum, market efficiency
6.
Commonality in Liquidity
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Chordia, Tarun Emory University - Department of Finance
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard University of California, Los Angeles (UCLA) - Finance Area
Posted:
16 Mar 99
Last Revised:
26 Mar 01
1,671(3,852)
302
Chordia, Tarun Emory University - Department of Finance
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard University of California, Los Angeles (UCLA) - Finance Area
0
Chordia, Tarun Emory University - Department of Finance
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard University of California, Los Angeles (UCLA) - Finance Area
1,671
302
7.
Trading Activity and Expected Stock Returns
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Chordia, Tarun Emory University - Department of Finance
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Anshuman, V. Ravi Indian Institute of Management Bangalore
Posted:
05 Jul 00
Last Revised:
08 Aug 12
1,406(5,236)
124
Chordia, Tarun Emory University - Department of Finance
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Anshuman, V. Ravi Indian Institute of Management Bangalore
0
Chordia, Tarun Emory University - Department of Finance
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Anshuman, V. Ravi Indian Institute of Management Bangalore
1,406
124
8.
Chordia, Tarun Emory University - Department of Finance
Roll, Richard University of California, Los Angeles (UCLA) - Finance Area
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
1,222(6,621)
56
Market efficiency, liquidity, order imbalance
9.
Evidence on the Speed of Convergence to Market Efficiency
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Chordia, Tarun Emory University - Department of Finance
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard University of California, Los Angeles (UCLA) - Finance Area
Posted:
09 Sep 01
Last Revised:
08 Oct 04
1,194(6,847)
57
Chordia, Tarun Emory University - Department of Finance
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard University of California, Los Angeles (UCLA) - Finance Area
0
Market efficiency, order imbalances, autocorrelations
Chordia, Tarun Emory University - Department of Finance
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard University of California, Los Angeles (UCLA) - Finance Area
1,194
57
10.
Chordia, Tarun Emory University - Department of Finance
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard University of California, Los Angeles (UCLA) - Finance Area
973(9,676)
162
Order Imbalance, Liquidity, Trading Volume, Transactions
11.
Frieder, Laura Purdue University - Krannert School of Management
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
936(10,279)
56
Institutional holdings, market efficiency
12.
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard University of California, Los Angeles (UCLA) - Finance Area
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
933(10,324)
23
Market efficiency, liquidity, arbitrage
13.
Chordia, Tarun Emory University - Department of Finance
Shivakumar, Lakshmanan London Business School
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
860(11,762)
7
14.
Covariance Risk, Mispricing, and the Cross Section of Security Returns
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Daniel, Kent D. Columbia Business School - Finance and Economics
Hirshleifer, David A. University of California, Irvine - Paul Merage School of Business
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Posted:
16 May 00
Last Revised:
04 Jul 11
831(12,423)
13
Daniel, Kent D. Columbia Business School - Finance and Economics
Hirshleifer, David A. University of California, Irvine - Paul Merage School of Business
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
788
13
Daniel, Kent D. Columbia Business School - Finance and Economics
Hirshleifer, David A. University of California, Irvine - Paul Merage School of Business
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
43
13
15.
Fernando, Chitru S. University of Oklahoma - Michael F. Price College of Business
Herring, Richard J. University of Pennsylvania - Finance Department
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
811(12,891)
3
ownership structure, monitoring, market liquidity, common liquidity risk, market collapse
16.
Hirshleifer, David A. University of California, Irvine - Paul Merage School of Business
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Titman, Sheridan University of Texas at Austin - Department of Finance
Posted:
28 Jul 03
Last Revised:
13 Dec 08
807(12,970)
21
17.
Daniel, Kent D. Columbia Business School - Finance and Economics
Hirshleifer, David A. University of California, Irvine - Paul Merage School of Business
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
767(14,024)
8
factor models, overconfidence, Fama-French factors, covariance risk
18.
Roll, Richard University of California, Los Angeles (UCLA) - Finance Area
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Chordia, Tarun Emory University - Department of Finance
Posted:
19 Mar 09
Last Revised:
19 Jan 10
717(15,459)
32
Trading Volume, Turnover, Liquidity, Institutions, Hedge Funds
19.
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Sorescu, Sorin M. Texas A&M University (TAMU) - Department of Finance
676(16,896)
22
Analysts, return reactions, stock recommendations
20.
Chordia, Tarun Emory University - Department of Finance
Sarkar, Asani Federal Reserve Bank of New York
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Posted:
24 Sep 07
Last Revised:
18 Feb 11
601(19,917)
5
lead-lag, returns, small stocks, large stocks, microstructure, information
21.
Brennan, Michael J. University of California, Los Angeles (UCLA) - Finance Area
Huh, Sahn-Wook State University of New York at Buffalo
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Posted:
08 Jun 11
Last Revised:
04 Apr 12
546(22,663)
2
22.
Chordia, Tarun Emory University - Department of Finance
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
533(23,442)
1
Microstructure, Order Imbalance, Individual Stock Returns
23.
Goyenko, Ruslan McGill University - Desautels Faculty of Management
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Ukhov, Andrey Cornell University
532(23,508)
13
24.
Chordia, Tarun Emory University - Department of Finance
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Tong, Qing Singapore Management University - School of Business
Posted:
27 Mar 12
Last Revised:
22 Apr 13
508(25,012)
Anomalies, market efficiency, cross-section of returns
25.
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
460(28,464)
22
microstructure, market efficiency, behavioral finance
26.
Chordia, Tarun Emory University - Department of Finance
Huh, Sahn-Wook State University of New York at Buffalo
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
441(30,077)
55
Volume, Market Efficiency, Liquidity
27.
Brennan, Michael J. University of California, Los Angeles (UCLA) - Finance Area
Chordia, Tarun Emory University - Department of Finance
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Tong, Qing Singapore Management University - School of Business
Posted:
05 May 09
Last Revised:
08 Mar 12
433(30,780)
8
Liquidity, Kyle Lambda, Trading costs, Asset pricing
28.
A Cognitive Theory of Corporate Disclosures
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Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Posted:
22 Jan 03
Last Revised:
07 Feb 13
410(33,073)
5
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
12
5
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
398
5
Disclosure, liquidity, information asymmetry
29.
Order Flow Patterns around Seasoned Equity Offerings and their Implications for Stock Price Movements
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Huh, Sahn-Wook State University of New York at Buffalo
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Posted:
04 Jan 05
Last Revised:
26 May 06
401(33,986)
5
Huh, Sahn-Wook State University of New York at Buffalo
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
25
5
Huh, Sahn-Wook State University of New York at Buffalo
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
376
5
SEOs, order imbalance, market efficiency
30.
Akbas, Ferhat University of Kansas
Armstrong, Will J. University of Kansas
Sorescu, Sorin M. Texas A&M University (TAMU) - Department of Finance
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Posted:
15 Mar 12
Last Revised:
16 Dec 12
397(34,376)
31.
Chordia, Tarun Emory University - Department of Finance
Roll, Richard University of California, Los Angeles (UCLA) - Finance Area
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Posted:
31 Oct 10
Last Revised:
29 May 12
377(36,686)
22
Trading Volume, Market Quality, Trading Costs, Efficiency
32.
Theory-Based Illiquidity and Asset Pricing
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Chordia, Tarun Emory University - Department of Finance
Huh, Sahn-Wook State University of New York at Buffalo
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Posted:
21 Nov 08
Last Revised:
29 Jul 10
365(38,156)
21
Chordia, Tarun Emory University - Department of Finance
Huh, Sahn-Wook State University of New York at Buffalo
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
0
G12, G14
Chordia, Tarun Emory University - Department of Finance
Huh, Sahn-Wook State University of New York at Buffalo
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
365
21
illiquidity, Kyle lambda, theory-based illiquidity, asset pricing
33.
Roll, Richard University of California, Los Angeles (UCLA) - Finance Area
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Posted:
28 May 09
Last Revised:
02 Oct 09
352(39,882)
22
derivatives volume, stock volume, market efficiency
34.
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Posted:
26 Feb 13
Last Revised:
27 Feb 13
320(44,697)
editing, refereeing
35.
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard University of California, Los Angeles (UCLA) - Finance Area
294(49,372)
15
36.
Liu, Jun University of California, San Diego (UCSD) - Rady School of Management
Peleg, Ehud University of California, Los Angeles (UCLA) - Anderson School of Management
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
291(49,952)
1
Information, portfolio choice
37.
Anand, Amber Syracuse University - Whitman School of Management
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
277(52,899)
19
Price discovery, intermediaries
38.
Can Liquidity Shifts Explain the Lockup Expiration Effect in Stock Returns?
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Krishnamurti, Chandrasekhar University of Southern Queensland
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Thong, Tiong Yang Singapore Management University
Posted:
12 Feb 09
Last Revised:
26 Dec 10
276(53,100)
Krishnamurti, Chandrasekhar University of Southern Queensland
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Thong, Tiong Yang Singapore Management University
Posted:
08 Jan 10
Last Revised:
26 Dec 10
133
Lockup expiration, Illiquidity
Krishnamurti, Chandrasekhar University of Southern Queensland
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Thong, Tiong Yang Singapore Management University
Posted:
12 Feb 09
Last Revised:
10 Jan 10
143
Lockup expiration, Illiquidity
39.
Fernando, Chitru S. University of Oklahoma - Michael F. Price College of Business
Herring, Richard J. University of Pennsylvania - Finance Department
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
256(57,713)
3
ownership concentration, intermediation, market liquidity, common liquidity shocks, market collapse
40.
Fields, L. Paige Trinity University
Fraser, Donald R. Texas A&M University (TAMU) - Department of Finance
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Posted:
17 Apr 10
Last Revised:
16 Nov 11
251(59,023)
2
Board of directors, bank loans, cost of capital
41.
Rösch, Dominik Erasmus University - Rotterdam School of Management
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Van Dijk, Mathijs A. Erasmus University - Rotterdam School of Management
Posted:
21 May 12
Last Revised:
20 Mar 13
149(98,598)
market efficiency, return predictability, commonality
42.
Antoniou, Constantinos University of Exeter - Xfi Centre for Finance and Investment
Doukas, John A. Old Dominion University - College of Business & Public Administration
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Posted:
07 Jul 12
Last Revised:
22 Apr 13
147(100,363)
1
CAPM, market efficiency
43.
Akbas, Ferhat University of Kansas
Armstrong, Will J. University of Kansas
Sorescu, Sorin M. Texas A&M University (TAMU) - Department of Finance
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Posted:
30 Nov 10
Last Revised:
23 Oct 12
147(99,746)
market efficiency, anomalies, arbitrage, funding constraints, momentum, reversal, value, profitability
44.
Frieder, Laura Purdue University - Krannert School of Management
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
146(100,363)
2
executive compensation, corporate governance
45.
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Titman, Sheridan University of Texas at Austin - Department of Finance
Posted:
01 Jan 13
Last Revised:
01 May 13
123(115,817)
information, financial markets, feedback
46.
Akhtar, Shumi M. Australian National University (ANU)
Faff, Robert W. University of Queensland
Oliver, Barry R. Australian National University (ANU)
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Posted:
07 Feb 11
Last Revised:
10 Feb 11
119(118,916)
Consumer sentiment, behavioural finance, stock market
47.
Roll, Richard University of California, Los Angeles (UCLA) - Finance Area
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Posted:
10 Dec 10
Last Revised:
31 Mar 12
118(119,675)
volume, market efficiency
48.
Akhtar, Shumi M. Australian National University (ANU)
Faff, Robert W. University of Queensland
Oliver, Barry R. Australian National University (ANU)
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
87(148,499)
3
Investor Sentiment, Stock Market Returns, Market Efficiency
49.
Brennan, Michael J. University of California, Los Angeles (UCLA) - Finance Area
Huh, Sahn-Wook State University of New York at Buffalo
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Posted:
12 Jan 13
Last Revised:
09 May 13
81(155,267)
PIN measure, information asymmetry, informational efficiency, cross-section of stock returns
50.
Dierker, Martin J. Korea Advanced Institute of Science and Technology (KAIST) - School of Finance and Accounting
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Posted:
22 Jan 13
Last Revised:
31 Jan 13
76(161,453)
2
disclosure, informational efficiency, noisy rational expectations
51.
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
30(243,454)
1
52.
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
28(249,067)
32
53.
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
28(249,067)
5
54.
Kadiyala, Padmaja Pace University - Lubin School of Business
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
28(249,067)
1
55.
Kadiyala, Padmaja Pace University - Lubin School of Business
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
27(252,065)
2
56.
Chordia, Tarun Emory University - Department of Finance
Shivakumar, Lakshmanan London Business School
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
26(255,185)
6
57.
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
3(331,326)
7
58.
Daniel, Kent D. Columbia Business School - Finance and Economics
Hirshleifer, David A. University of California, Irvine - Paul Merage School of Business
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
59.
Investor Psychology and Security Market Under- and Over-Reactions
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THE INTERNATIONAL LIBRARY OF CRITICAL WRITINGS IN FINANCIAL ECONOMICS, Hersh Shefrin, ed., Edward Elgar Publishers, 2002, Journal of Finance, Vol. 53, No. 6, pp. 1839-1885, December 1998, ADVANCES IN BEHAVIORAL FINANCE II, Richard Thaler, ed., Princeton, 2002Accepted Paper Series
Daniel, Kent D. Columbia Business School - Finance and Economics
Hirshleifer, David A. University of California, Irvine - Paul Merage School of Business
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
60.
Hirshleifer, David A. University of California, Irvine - Paul Merage School of Business
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
61.
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Market efficiency, order imbalance, trading activity
62.
Frieder, Laura Purdue University - Krannert School of Management
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Portfolio Management: Equity Strategies
63.
Chordia, Tarun Emory University - Department of Finance
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Order Imbalance, Inventory Models, Market Makers, Autocorrelation in Order Flow
64.
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Holden, Craig W. Indiana University Bloomington - Department of Finance
65.
Chordia, Tarun Emory University - Department of Finance
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard University of California, Los Angeles (UCLA) - Finance Area
Market Order Imbalance, Liquidity, Trading Volume, Contrarian
66.
Spiegel, Matthew I. Yale University - Yale School of Management, International Center for Finance
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
67.
Security Analysis and Trading Patterns When Some Investors Receive Information Before Others
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Hirshleifer, David A. University of California, Irvine - Paul Merage School of Business
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Titman, Sheridan University of Texas at Austin - Department of Finance
Posted:
14 Sep 99
Last Revised:
04 Dec 08
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Titman, Sheridan University of Texas at Austin - Department of Finance
Hirshleifer, David A. University of California, Irvine - Paul Merage School of Business
0
Hirshleifer, David A. University of California, Irvine - Paul Merage School of Business
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Titman, Sheridan University of Texas at Austin - Department of Finance
0
68.
Brennan, Michael J. University of California, Los Angeles (UCLA) - Finance Area
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
69.
Market Making, the Tick Size and Payment-For-Order-Flow: Theory and Evidence
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Chordia, Tarun Emory University - Department of Finance
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Posted:
25 Aug 98
Last Revised:
06 Sep 99
Chordia, Tarun Emory University - Department of Finance
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
0
Chordia, Tarun Emory University - Department of Finance
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
0
70.
Brennan, Michael J. University of California, Los Angeles (UCLA) - Finance Area
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
71.
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
72.
Brennan, Michael J. University of California, Los Angeles (UCLA) - Finance Area
Chordia, Tarun Emory University - Department of Finance
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
73.
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Titman, Sheridan University of Texas at Austin - Department of Finance
74.
Transaction Taxes and Financial Market Equilibrium
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Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Posted:
30 Nov 95
Last Revised:
18 Apr 98
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
0
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
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75.
Risk Aversion, Liquidity, and Endogenous Short Horizons
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Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Holden, Craig W. Indiana University Bloomington - Department of Finance
Posted:
13 Jun 94
Last Revised:
18 Jun 98
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Holden, Craig W. Indiana University Bloomington - Department of Finance
0
Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
Holden, Craig W. Indiana University Bloomington - Department of Finance
0
