Concepedia

Avanidhar Subrahmanyam

AS

Statistics

Publications

173

Citations

35.4K

H-Index

75

Active since

1982

Affiliations

University of California, Los Angeles(Current)

International Business School

Research Network (United States)

Emory University

The University of Queensland

Avanidhar Subrahmanyam is an author at University of California, Los Angeles specializing in financial economics, finance, and economics.

ORCID

Publications per year

1982–2024

173

Publications

173

Investor Psychology and Security Market Under‐ and Overreactions

Kent Daniel, David Hirshleifer, Avanidhar Subrahmanyam · The Journal of Finance · 1998 · 5.7K citations · Full text

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Commonality in liquidity

Tarun Chordia, Richard Roll, Avanidhar Subrahmanyam · Journal of Financial Economics · 2000 · 1.7K citations

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

Michael J. Brennan, Avanidhar Subrahmanyam · Journal of Financial Economics · 1996 · 1.6K citations

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Market Liquidity and Trading Activity

Tarun Chordia, Richard Roll, Avanidhar Subrahmanyam · The Journal of Finance · 2001 · 1.5K citations

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Alternative factor specifications, security characteristics, and the cross-section of expected stock returns1We are especially grateful to Eugene Fama (a referee), an anonymous referee and Bill Schwert (the editor) for insightful and constructive suggestions. We also thank Wayne Ferson, Ken French, Will Goetzmann, Craig Holden, Ravi Jagannathan, Bob Jennings, Bruce Lehmann, Josef Lakonishok, Richard Roll, participants at the 1997 Meetings of the Western Finance Association, the 1997 UCLA/USC/UC Irvine conference, the November 1997 Asset Pricing Meeting of the National Bureau of Economic Research, the Atlanta Forum, and seminars at Columbia, Indiana, Florida, New York, Tulane, and Yale Universities; Eugene Fama and Ken French for providing part of the data used in this study; and Christoph Schenzler for excellent programming assistance. The second author acknowledges support from the Dean's Fund for Research and the Financial Markets Research Center at Vanderbilt University. We are responsible for remaining errors. This paper was formerly titled `A Re-Examination of Security Return Anomalies'.1

Michael J. Brennan, Tarun Chordia, Avanidhar Subrahmanyam · Journal of Financial Economics · 1998 · 1.3K citations

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1–5 of 173