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1

Investor Psychology and Security Market Under- and Overreactions

Kent Daniel, David Hirshleifer, Avanidhar Subrahmanyam

Journal:

The Journal of Finance

Year:

1998

Language:

english

File:

PDF, 324 KB

english, 1998

2

Behavioural Finance: A Review and Synthesis

Avanidhar Subrahmanyam

Journal:

European Financial Management

Year:

2008

Language:

english

File:

PDF, 139 KB

english, 2008

3

Market microstructure and asset pricing: On the compensation for illiquidity in stock returns

Michael J. Brennan, Avanidhar Subrahmanyam

Journal:

Journal of Financial Economics

Year:

1996

Language:

english

File:

PDF, 1.55 MB

english, 1996

4

Market Liquidity and Trading Activity

Tarun Chordia, Richard Roll and Avanidhar Subrahmanyam

Journal:

The Journal of Finance

Year:

2001

Language:

english

File:

PDF, 1.01 MB

english, 2001

5

Order imbalance and individual stock returns: Theory and evidence

Tarun Chordia, Avanidhar Subrahmanyam

Journal:

Journal of Financial Economics

Year:

2004

Language:

english

File:

PDF, 265 KB

english, 2004

6

Alternative factor specifications, security characteristics, and the cross-section of expected stock returns

Michael J. Brennan, Tarun Chordia, Avanidhar Subrahmanyam

Journal:

Journal of Financial Economics

Year:

1998

Language:

english

File:

PDF, 170 KB

english, 1998

7

Commonality in liquidity

Tarun Chordia, Richard Roll, Avanidhar Subrahmanyam

Journal:

Journal of Financial Economics

Year:

2000

Language:

english

File:

PDF, 171 KB

english, 2000

8

Investor Sentiment, Beta, and the Cost of Equity Capital

Antoniou, Constantinos, Doukas, John A., Subrahmanyam, Avanidhar

Journal:

Management Science

Year:

2015

Language:

english

File:

PDF, 382 KB

english, 2015

9

The term structure of credit spreads, firm fundamentals, and expected stock returns

Han, Bing, Subrahmanyam, Avanidhar, Zhou, Yi

Journal:

Journal of Financial Economics

Year:

2017

Language:

english

File:

PDF, 3.44 MB

english, 2017

10

Liquidity and market efficiency

Tarun Chordia, Richard Roll, Avanidhar Subrahmanyam

Journal:

Journal of Financial Economics

Year:

2008

Language:

english

File:

PDF, 271 KB

english, 2008

11

Investor Psychology and Security Market under- and Overreactions

Kent Daniel, David Hirshleifer and Avanidhar Subrahmanyam

Journal:

The Journal of Finance

Year:

1998

Language:

english

File:

PDF, 1.11 MB

english, 1998

12

Order imbalance, liquidity, and market returns

Tarun Chordia, Richard Roll, Avanidhar Subrahmanyam

Journal:

Journal of Financial Economics

Year:

2002

Language:

english

File:

PDF, 158 KB

english, 2002

13

Smart money, dumb money, and capital market anomalies

Akbas, Ferhat, Armstrong, Will J., Sorescu, Sorin, Subrahmanyam, Avanidhar

Journal:

Journal of Financial Economics

Year:

2015

Language:

english

File:

PDF, 956 KB

english, 2015

14

Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation

Chordia, Tarun, Goyal, Amit, Nozawa, Yoshio, Subrahmanyam, Avanidhar, Tong, Qing

Journal:

Journal of Financial and Quantitative Analysis

Year:

2017

Language:

english

File:

PDF, 470 KB

english, 2017

15

Can financial innovation succeed by catering to behavioral preferences? Evidence from a callable options market

Li, Xindan, Subrahmanyam, Avanidhar, Yang, Xuewei

Journal:

Journal of Financial Economics

Year:

2018

Language:

english

File:

PDF, 1.43 MB

english, 2018

16

Liquidity and the Law of One Price: The Case of the Futures-Cash Basis

RICHARD ROLL, EDUARDO SCHWARTZ, AVANIDHAR SUBRAHMANYAM

Journal:

The Journal of Finance

Year:

2007

Language:

english

File:

PDF, 297 KB

english, 2007

17

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

Michael J. Brennan, Tarun Chordia, Avanidhar Subrahmanyam, Qing Tong

Journal:

Journal of Financial Economics

Year:

2012

Language:

english

File:

PDF, 843 KB

english, 2012

18

Trading activity and expected stock returns

Tarun Chordia, Avanidhar Subrahmanyam, V.Ravi Anshuman

Journal:

Journal of Financial Economics

Year:

2001

Language:

english

File:

PDF, 175 KB

english, 2001

19

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

Tarun Chordia and Avanidhar Subrahmanyam

Journal:

The Journal of Business

Year:

1995

Language:

english

File:

PDF, 3.27 MB

english, 1995

20

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

Chordia, Tarun, Subrahmanyam, Avanidhar, Tong, Qing

Journal:

Journal of Accounting and Economics

Year:

2014

Language:

english

File:

PDF, 1.00 MB

english, 2014

21

Overconfidence, Arbitrage, and Equilibrium Asset Pricing

Kent D. Daniel, David Hirshleifer, Avanidhar Subrahmanyam

Journal:

The Journal of Finance

Year:

2001

Language:

english

File:

PDF, 236 KB

english, 2001

22

On the Stability of the Cross-Section of Expected Stock Returns in the Cross-Section: Understanding the Curious Role of Share Turnover

Avanidhar Subrahmanyam

Journal:

European Financial Management

Year:

2005

Language:

english

File:

PDF, 142 KB

english, 2005

23

Security Analysis and Trading Patterns when Some Investors Receive Information Before Others

David Hirshleifer, Avanidhar Subrahmanyam and Sheridan Titman

Journal:

The Journal of Finance

Year:

1994

Language:

english

File:

PDF, 684 KB

english, 1994

24

Feedback and the success of irrational investors

David Hirshleifer, Avanidhar Subrahmanyam, Sheridan Titman

Journal:

Journal of Financial Economics

Year:

2006

Language:

english

File:

PDF, 310 KB

english, 2006

25

Liquidity skewness

Richard Roll, Avanidhar Subrahmanyam

Journal:

Journal of Banking & Finance

Year:

2010

Language:

english

File:

PDF, 265 KB

english, 2010

26

Board quality and the cost of debt capital: The case of bank loans

L. Paige Fields, Donald R. Fraser, Avanidhar Subrahmanyam

Journal:

Journal of Banking & Finance

Year:

2012

Language:

english

File:

PDF, 257 KB

english, 2012

27

Reprint of: Stock salience and the asymmetric market effect of consumer sentiment news

Akhtar, Shumi, Faff, Robert, Oliver, Barry, Subrahmanyam, Avanidhar

Journal:

Journal of Banking & Finance

Year:

2013

Language:

english

File:

PDF, 407 KB

english, 2013

28

RFS/WFA/NYSE Symposium on Market Microstructure || Risk Aversion, Market Liquidity, and Price Efficiency

Avanidhar Subrahmanyam

Journal:

Review of Financial Studies

Year:

1991

Language:

english

File:

PDF, 675 KB

english, 1991

29

Short-Term Reversals: The Effects of Past Returns and Institutional Exits

Cheng, Si, Hameed, Allaudeen, Subrahmanyam, Avanidhar, Titman, Sheridan

Journal:

Journal of Financial and Quantitative Analysis

Year:

2017

Language:

english

File:

PDF, 365 KB

english, 2017

30

Equity market momentum: A synthesis of the literature and suggestions for future work

Subrahmanyam, Avanidhar

Journal:

Pacific-Basin Finance Journal

Year:

2018

Language:

english

File:

PDF, 214 KB

english, 2018

31

Trends in the Cross-Section of Expected Stock Returns

Chordia, Tarun, Subrahmanyam, Avanidhar, Tong, Qing

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 436 KB

english, 2012

32

The Going-Public Decision and the Development of Financial Markets

Avanidhar Subrahmanyam, Sheridan Titman

Journal:

The Journal of Finance

Year:

1999

Language:

english

File:

PDF, 381 KB

english, 1999

33

Market Liquidity and Trading Activity

Tarun Chordia, Richard Roll, Avanidhar Subrahmanyam

Journal:

The Journal of Finance

Year:

2001

Language:

english

File:

PDF, 1.75 MB

english, 2001

34

The Cross-Section of Expected Stock Returns: What Have We Learnt from the Past Twenty-Five Years of Research?

Avanidhar Subrahmanyam

Journal:

European Financial Management

Year:

2010

Language:

english

File:

PDF, 109 KB

english, 2010

35

Evidence on the speed of convergence to market efficiency

Tarun Chordia, Richard Roll, Avanidhar Subrahmanyam

Journal:

Journal of Financial Economics

Year:

2005

Language:

english

File:

PDF, 261 KB

english, 2005

36

Taxes and dividend clientele: Evidence from trading and ownership structure

Yi-Tsung Lee, Yu-Jane Liu, Richard Roll, Avanidhar Subrahmanyam

Journal:

Journal of Banking & Finance

Year:

2006

Language:

english

File:

PDF, 160 KB

english, 2006

37

Common liquidity shocks and market collapse: Lessons from the market for perps

Chitru S. Fernando, Richard J. Herring, Avanidhar Subrahmanyam

Journal:

Journal of Banking & Finance

Year:

2008

Language:

english

File:

PDF, 216 KB

english, 2008

38

The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns

Shumi Akhtar, Robert Faff, Barry Oliver, Avanidhar Subrahmanyam

Journal:

Journal of Banking & Finance

Year:

2011

Language:

english

File:

PDF, 307 KB

english, 2011

39

Multi-market trading and the informativeness of stock trades: An empirical intraday analysis

Avanidhar Subrahmanyam

Journal:

Journal of Economics and Business

Year:

1997

Language:

english

File:

PDF, 1.12 MB

english, 1997

40

Stock salience and the asymmetric market effect of consumer sentiment news

Shumi Akhtar, Robert Faff, Barry Oliver, Avanidhar Subrahmanyam

Journal:

Journal of Banking & Finance

Year:

2012

Language:

english

File:

PDF, 281 KB

english, 2012

41

Transaction Taxes and Financial Market Equilibrium

Subrahmanyam, Avanidhar

Journal:

The Journal of Business

Year:

1998

Language:

english

File:

PDF, 260 KB

english, 1998

42

An Empirical Analysis of Stock and Bond Market Liquidity

Tarun Chordia, Asani Sarkar and Avanidhar Subrahmanyam

Journal:

Review of Financial Studies

Year:

2005

Language:

english

File:

PDF, 1.40 MB

english, 2005

43

Liquidity Dynamics and Cross-Autocorrelations

Chordia, Tarun, Sarkar, Asani, Subrahmanyam, Avanidhar

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 496 KB

english, 2010

44

Cognitive Dissonance, Sentiment, and Momentum

Antoniou, Constantinos, Doukas, John A., Subrahmanyam, Avanidhar

Journal:

Journal of Financial and Quantitative Analysis

Year:

2013

Language:

english

File:

PDF, 218 KB

english, 2013

45

Information, Expected Utility, and Portfolio Choice

Liu, Jun, Peleg, Ehud, Subrahmanyam, Avanidhar

Journal:

Journal of Financial and Quantitative Analysis

Year:

2010

Language:

english

File:

PDF, 242 KB

english, 2010

46

Brand Perceptions and the Market for Common Stock

Laura Frieder and Avanidhar Subrahmanyam

Journal:

Journal of Financial and Quantitative Analysis

Year:

2005

Language:

english

File:

PDF, 3.25 MB

english, 2005

47

Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange

Lee, Yi-Tsung, Liu, Yu-Jane, Roll, Richard, Subrahmanyam, Avanidhar

Journal:

Journal of Financial and Quantitative Analysis

Year:

2004

Language:

english

File:

PDF, 99 KB

english, 2004

48

Capital Market Efficiency and Arbitrage Efficacy

Akbas, Ferhat, Armstrong, Will J., Sorescu, Sorin, Subrahmanyam, Avanidhar

Journal:

Journal of Financial and Quantitative Analysis

Year:

2016

Language:

english

File:

PDF, 194 KB

english, 2016

49

High-Frequency Measures of Informed Trading and Corporate Announcements

Brennan, Michael J, Huh, Sahn-Wook, Subrahmanyam, Avanidhar

Journal:

Review of Financial Studies

Year:

2018

Language:

english

File:

PDF, 334 KB

english, 2018

50

A Protocol for Factor Identification

Pukthuanthong, Kuntara, Roll, Richard, Subrahmanyam, Avanidhar

Journal:

Review of Financial Studies

Year:

2018

Language:

english

File:

PDF, 1.16 MB

english, 2018