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Subrahmanyam, Avanidhar


 SSRN Author Rank: 184 by Downloads
 Goldyne and Irwin Hearsh Professor of Money and Banking
 

University of California, Los Angeles (UCLA) - Finance Area


 Los Angeles, CA 90095-1481
 United States
 310-825-5355 (Phone)
 310-206-5455 (Fax)
 email address
 

Centre for International Finance and Regulation (CIFR)


 Level 7, UNSW CBD Campus
 1 O'Connell Street
 Sydney, NSW 2000
 Australia
 email address


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. Subrahmanyam, Avanidhar's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
41,870
Total
Citations
1,761
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
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
Posted:
01 May 97
5,567
(594)
73

2.   Incl. Electronic Paper
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
2,952
(1,763)
149

3.  
Market Liquidity and Trading Activity | Show Abstract | Download |
Eleventh Annual Utah Winter Conference
Working Paper Series
Chordia, Tarun
Emory University - Department of Finance
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard
California Institute of Technology
Posted:
24 Aug 00
2,378
(2,648)
232

4.   Incl. Electronic Paper
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
26 Aug 09
Last Revised:
28 Dec 09
1,940
(3,731)
23

5.  
Doukas, John A.
Old Dominion University - Strome College of Business
Antoniou, Constantinos
Warwick Business School, University of Warwick
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
27 Sep 09
Last Revised:
09 Mar 14
1,904
(3,855)
11

6.   Incl. Electronic Paper
Chordia, Tarun
Emory University - Department of Finance
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard
California Institute of Technology
Posted:
16 Mar 99
Last Revised:
26 Mar 01
1,721
(4,605)
316

7.   Incl. Electronic Paper
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
1,493
(5,924)
130

8.  
Chordia, Tarun
Emory University - Department of Finance
Roll, Richard
California Institute of Technology
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
04 Sep 05
1,294
(7,495)
63

9.   Incl. Electronic Paper
Chordia, Tarun
Emory University - Department of Finance
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard
California Institute of Technology
Posted:
09 Sep 01
Last Revised:
08 Oct 04
1,250
(7,872)
61

10.  
Frieder, Laura
Purdue University - Krannert School of Management
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
10 Apr 02
1,000
(11,419)
53

11.  
Chordia, Tarun
Emory University - Department of Finance
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard
California Institute of Technology
Posted:
08 May 01
993
(11,532)
176

12.  
Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard
California Institute of Technology
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
09 Nov 04
965
(12,040)
24

13.  
Have Capital Market Anomalies Attenuated in the Recent Era of High Liquidity and Trading Activity? | Show Abstract | Download |
Journal of Accounting & Economics (JAE), Vol. 58, No. 1, 2014
Accepted Paper Series
Chordia, Tarun
Emory University - Department of Finance
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Tong, Qing
Singapore Management University - Lee Kong Chian School of Business
Posted:
27 Mar 12
Last Revised:
23 Jul 14
935
(12,652)
2

14.  
The Cross-Section of Daily Variation in Liquidity | Show Abstract | Download |
London Business School Accounting Subject Area No. 012
Working Paper Series
Chordia, Tarun
Emory University - Department of Finance
Shivakumar, Lakshmanan
London Business School
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
12 Mar 01
870
(14,107)
7

15.   Incl. Electronic Paper
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
845
(14,754)
13

16.  
Fernando, Chitru S.
Michael F. Price College of Business, University of Oklahoma
Herring, Richard J.
University of Pennsylvania - Finance Department
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
03 Dec 04
839
(14,935)
3

17.  
Feedback and the Success of Irrational Investors | Show Abstract | Download |
Journal of Financial Economics, Vol. 81, No. 2, pp. 311-338, August 2006, Dice Center Working Paper No. 2003-22
Working Paper Series
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
827
(15,261)
23

18.  
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:
26 Nov 05
787
(16,433)
10

19.  
Recent Trends in Trading Activity | Show Abstract | Download |
AFA 2010 Atlanta Meetings Paper
Working Paper Series
Roll, Richard
California Institute of Technology
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
749
(17,637)
42

20.  
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Huh, Sahn-Wook
State University of New York at Buffalo - School of Management
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
08 Jun 11
Last Revised:
04 Apr 12
701
(19,420)
5

21.  
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Sorescu, Sorin M.
Texas A&M University (TAMU) - Department of Finance
Posted:
15 Sep 04
695
(19,671)
23

22.  
Liquidity Dynamics and Cross-Autocorrelations | Show Abstract | Download |
FRB of New York Staff Report No. 303
Working Paper Series
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
629
(22,605)
6

23.  
Capital Market Efficiency and Arbitrage Efficacy | Show Abstract | Download |
AFA 2013 San Diego Meetings Paper
Working Paper Series
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:
15 May 14
600
(24,131)
 

24.  
The Term Structure of Bond Market Liquidity | Show Abstract | Download |
EFA 2008 Athens Meetings Paper
Working Paper Series
Goyenko, Ruslan
McGill University - Desautels Faculty of Management
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Ukhov, Andrey
Cornell University
Posted:
03 Mar 08
553
(27,046)
20

25.  
Chordia, Tarun
Emory University - Department of Finance
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
25 Oct 02
549
(27,333)
1

26.  
Sell-Order Illiquidity and the Cross-Section of Expected Stock Returns | Show Abstract | Download |
Journal of Financial Economics (JFE), Forthcoming
Accepted Paper Series
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 - Lee Kong Chian School of Business
Posted:
05 May 09
Last Revised:
14 Nov 13
487
(32,013)
9

27.  
Chordia, Tarun
Emory University - Department of Finance
Huh, Sahn-Wook
State University of New York at Buffalo - School of Management
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
02 Jul 04
476
(33,030)
57

28.  
Recent Trends in Trading Activity and Market Quality | Show Abstract | Download |
UCLA Working Paper, Emory Law and Economics Research Paper No. 10-88
Working Paper Series
Chordia, Tarun
Emory University - Department of Finance
Roll, Richard
California Institute of Technology
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
31 Oct 10
Last Revised:
29 May 12
472
(33,383)
34

29.  
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
28 Sep 03
471
(33,466)
22

30.  
O/S: The Relative Trading Activity in Options and Stock | Show Abstract | Download |
Journal of Financial Economics (JFE), Forthcoming
Working Paper Series
Roll, Richard
California Institute of Technology
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
443
(36,171)
28

31.   Incl. Electronic Paper
Huh, Sahn-Wook
State University of New York at Buffalo - School of Management
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
04 Jan 05
Last Revised:
26 May 06
423
(38,328)
6

32.   Incl. Electronic Paper
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
22 Jan 03
Last Revised:
07 Feb 13
415
(39,249)
5

33.   Incl. Electronic Paper
Chordia, Tarun
Emory University - Department of Finance
Huh, Sahn-Wook
State University of New York at Buffalo - School of Management
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
21 Nov 08
Last Revised:
29 Jul 10
411
(39,727)
27

34.  
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
26 Feb 13
Last Revised:
22 Nov 13
388
(42,631)
 

35.  
The Empirical Analysis of Liquidity | Show Abstract | Download |
Kelley School of Business Research Paper No. 2014-09
Working Paper Series
Holden, Craig W.
Indiana University - Kelley School of Business - Department of Finance
Jacobsen, Stacey E.
Southern Methodist University (SMU) - Edwin L. Cox School of Business - Department of Finance
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
28 Feb 14
Last Revised:
04 Oct 14
326
(52,948)
1

36.   Incl. Electronic Paper
Krishnamurti, Chandrasekhar
University of Southern Queensland
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Thong, Tiong Yang
Singapore Management University - Lee Kong Chian School of Business
Posted:
12 Feb 09
Last Revised:
18 Jan 14
321
(53,571)
1

37.  
Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard
California Institute of Technology
Posted:
06 Feb 08
305
(56,880)
19

38.  
Board Quality and the Cost of Debt Capital: The Case of Bank Loans | Show Abstract | Download |
Mays Business School Research Paper No. 2011-3
Working Paper Series
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
298
(58,438)
2

39.  
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
Posted:
02 Jan 05
296
(58,876)
1

40.  
Anand, Amber
Syracuse University - Whitman School of Management
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
18 Apr 05
287
(61,172)
18

41.  
Common Liquidity Shocks and Market Collapse: Lessons from the Market for Perps | Show Abstract | Download |
Journal of Banking and Finance, Forthcoming
Accepted Paper Series
Fernando, Chitru S.
Michael F. Price College of Business, University of Oklahoma
Herring, Richard J.
University of Pennsylvania - Finance Department
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
13 Mar 08
270
(65,270)
3

42.  
Li, Xindan
Nanjing University
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Yang, Xuewei
Nanjing University - School of Management and Engineering
Posted:
23 Jan 14
Last Revised:
07 Aug 14
259
(68,268)
 

43.  
Antoniou, Constantinos
Warwick Business School, University of Warwick
Doukas, John A.
Old Dominion University - Strome College of Business
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
07 Jul 12
Last Revised:
09 Mar 14
259
(68,268)
1

44.   Incl. Electronic Paper
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:
30 Aug 13
235
(75,696)
 

45.  
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:
08 Feb 14
216
(82,651)
 

46.  
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Huh, Sahn-Wook
State University of New York at Buffalo - School of Management
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
12 Jan 13
Last Revised:
30 Aug 14
207
(86,303)
 

47.  
Dierker, Martin J.
Korea Advanced Institute of Science and Technology (KAIST)
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
22 Jan 13
Last Revised:
06 Sep 14
183
(97,197)
3

48.  
Funding Constraints and Market Efficiency | Show Abstract | Download |
Mays Business School Research Paper No. 2012-75
Working Paper Series
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
182
(97,712)
1

49.  
Frieder, Laura
Purdue University - Krannert School of Management
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
13 Oct 06
151
(115,775)
2

50.  
Akhtar, Shumi M.
The University of Sydney
Faff, Robert W.
University of Queensland
Oliver, Barry R.
University of Queensland
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
07 Feb 11
Last Revised:
10 Feb 11
142
(121,961)
 

51.  
Roll, Richard
California Institute of Technology
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
137
(125,761)
1

52.  
Cheng, Si
Queen's University Management School
Hameed, Allaudeen
National University of Singapore (NUS) - Department of Finance
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Titman, Sheridan
University of Texas at Austin - Department of Finance
Posted:
03 Feb 14
Last Revised:
17 May 14
129
(132,093)
 

53.  
Chordia, Tarun
Emory University - Department of Finance
Hu, Jianfeng
Singapore Management University - Lee Kong Chian School of Business
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Tong, Qing
Singapore Management University - Lee Kong Chian School of Business
Posted:
23 Apr 14
Last Revised:
05 Oct 14
122
(137,988)
 

54.  
Akhtar, Shumi M.
The University of Sydney
Faff, Robert W.
University of Queensland
Oliver, Barry R.
University of Queensland
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
15 Jun 10
109
(150,101)
2

55.  
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:
16 Mar 14
95
(165,276)
 

56.  
Dang, Tung Lam
UNSW Business School
Moshirian, Fariborz
University of New South Wales (UNSW) - Institute of Global Finance, Australian School of Business
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Zhang, Bohui
University of New South Wales (UNSW) - School of Banking and Finance
Posted:
30 May 14
72
(196,269)
 

57.  
Geske, Robert L.
University of California, Los Angeles (UCLA) - Finance Area
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Zhou, Yi
Florida State University - College of Business
Posted:
18 Sep 14
40
(258,441)
 

58.  
Grant, Andrew R.
University of Sydney - Discipline of Finance, Faculty of Economics and Business
Kalev, Petko S.
University of South Australia - Centre for Applied Financial Studies
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Westerholm, P. Joakim
The University of Sydney Business School
Posted:
04 Jun 14
35
(271,424)
 

59.  
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
08 Dec 05
30
(286,082)
1

60.  
Behavioral Finance: A Review and Synthesis | Show Abstract | Download |
European Financial Management, Vol. 14, No. 1, pp. 12-29, January 2008
Accepted Paper Series
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
29 Dec 07
29
(289,308)
31

61.  
Liquidity, Return and Order-Flow Linkages between REITs and the Stock Market | Show Abstract | Download |
Real Estate Economics, Vol. 35, No. 3, pp. 383-408, Fall 2007
Accepted Paper Series
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
24 Aug 07
28
(292,712)
5

62.  
Divergence of US and Local Returns in the After-market for Equity Issuing ADRs | Show Abstract | Download |
European Financial Management, Vol. 10, No. 3, pp. 389-411, September 2004
Accepted Paper Series
Kadiyala, Padmaja
Pace University - Lubin School of Business
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
06 Sep 04
28
(292,712)
1

63.  
Foreign Firms Issuing Equity on US Exchanges: An Empirical Investigation of IPOs and SEOs | Show Abstract | Download |
International Review of Finance, Vol. 3, pp. 27-51, March 2002
Accepted Paper Series
Kadiyala, Padmaja
Pace University - Lubin School of Business
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
29 Sep 03
27
(296,127)
2

64.  
Liquidity Dynamics Across Small and Large Firms | Show Abstract | Download |
Economic Notes, Vol. 33, No. 1, pp. 111-143, February 2004
Accepted Paper Series
Chordia, Tarun
Emory University - Department of Finance
Shivakumar, Lakshmanan
London Business School
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
03 Jul 04
26
(299,775)
6

65.  
Social Networks and Corporate Governance | Show Abstract | Download |
European Financial Management, Vol. 14, Issue 4, pp. 633-662, September 2008
Accepted Paper Series
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
14 Aug 08
4
(391,164)
7

66.  
Overconfidence, Arbitrage, and Equilibrium Asset Pricing | Show Abstract |
Journal of Finance, Vol. 56, No. 3, pp. 921-965, June 2001
Accepted 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
Posted:
01 Dec 08
 

67.  
Investor Psychology and Security Market Under- and Over-Reactions | Show Abstract |
Journal of Finance, Vol. 53, No. 6, pp. 1839-1885, December 1998 , THE INTERNATIONAL LIBRARY OF CRITICAL WRITINGS IN FINANCIAL ECONOMICS, Hersh Shefrin, ed., Edward Elgar Publishers, 2002, ADVANCES IN BEHAVIORAL FINANCE II, Richard Thaler, ed., Princeton, 2002
Accepted 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
Posted:
01 Dec 08
Last Revised:
15 Aug 14
 

68.  
Futures Versus Share Contracting as Alternatives for Diversifying Output Risk | Show Abstract |
Economic Journal, Vol. 103, pp. 620-639, May 1993
Accepted Paper Series
Hirshleifer, David A.
University of California, Irvine - Paul Merage School of Business
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
01 Dec 08
 

69.  
Distinguishing Between Rationales for Short-Horizon Predictability of Stock Returns | Show Abstract |
Financial Review, Vol. 40, No. 1, February 2005
Accepted Paper Series
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
24 Nov 04
 

70.  
Perspectives: Nonsecular Regularities in Returns and Volume | Show Abstract |
Financial Analysts Journal, Vol. 60, No. 4, pp. 29-34, July/August 2004
Accepted Paper Series
Frieder, Laura
Purdue University - Krannert School of Management
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
10 Aug 04
 

71.  
Order Imbalance and Individual Stock Returns | Show Abstract |
Journal of Financial Economics, Forthcoming
Accepted Paper Series
Chordia, Tarun
Emory University - Department of Finance
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
01 Dec 02
 

72.  
News Events, Information Acquisition, and Serial Correlation | Show Abstract |
The Journal of Business, Vol. 75, No. 1, January 2002
Accepted Paper Series
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Holden, Craig W.
Indiana University - Kelley School of Business - Department of Finance
Posted:
19 Jan 02
 

73.  
Chordia, Tarun
Emory University - Department of Finance
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Roll, Richard
California Institute of Technology
Posted:
13 Nov 01
 

74.  
Asymmetric Information and News Disclosure Rules | Show Abstract |
Journal of Financial Intermediation, Vol. 9, No. 4
Accepted Paper Series
Spiegel, Matthew I.
Yale University - Yale School of Management, International Center for Finance
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
12 Oct 00
 

75.   Incl. Electronic Paper
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
 

76.  
Market Microstructure and Asset Pricing: On the Compensation for Market Illiquidity in Stock Returns | Show Abstract |
London Business School Institute of Finance and Accounting Working Paper 190
Working Paper Series
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
06 Sep 99
 

77.  
Investment Analysis and Price Formation in Securities Markets | Show Abstract |
London Business School Institute of Finance and Accounting Working Paper 188
Working Paper Series
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
02 Sep 99
 

78.  
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
01 Sep 99
 

79.   Incl. Electronic Paper
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
 

80.  
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
Posted:
11 May 98
 

81.  
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Titman, Sheridan
University of Texas at Austin - Department of Finance
Posted:
10 May 98
 

82.   Incl. Electronic Paper
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Holden, Craig W.
Indiana University - Kelley School of Business - Department of Finance
Posted:
13 Jun 94
Last Revised:
13 May 14
 

83.   Incl. Electronic Paper
Subrahmanyam, Avanidhar
University of California, Los Angeles (UCLA) - Finance Area
Posted:
30 Nov 95
Last Revised:
18 Apr 98
 


Records 1 - 83 of 83 matches
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