Avanidhar Subrahmanyam

Author

University of California, Los Angeles ORCID

Also Known As

& Avanidhar Subrahmanyam, A S Subrahmanyam, A SUBRAHMANYAM, A. S. Subrahmanyam, A. S. V. Subrahmanyam, A. Subrahmanyam, A.S. Subrahmanyam, A.S.V. Subrahmanyam, AVANIDHAR SUBRAHMANYAM, Avanidhar Subrahmanyam

364

Publications

36K

Citations

H-Index

174

Concepts

All Affiliations

University of California, Los Angeles Anderson University - South Carolina International Business School Research Network (United States)Emory University

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	60	105	28.7K
2	Management	26	36	10.8K
3	Engineering	17	20	1.7K
4	Law	5	5	1K
5	Arts	2	2	93

Avanidhar Subrahmanyam

168

Publications

33.9K

Citations

H-Index

Page 1

	Year	Citations
Investor Psychology and Security Market Under‐ and Overreactions Kent Daniel, David Hirshleifer, Avanidhar Subrahmanyam The Journal of Finance Empirical FinanceWell‐known Psychological BiasesSecurities MarketInvestor PsychologySecurities Law	1998	5.7K
Commonality in liquidity Tarun Chordia, Richard Roll, Avanidhar Subrahmanyam Journal of Financial Economics Liquidity RiskEconomicsLiquidityBusinessFinance	2000	1.7K
Market microstructure and asset pricing: On the compensation for illiquidity in stock returns Michael J. Brennan, Avanidhar Subrahmanyam Journal of Financial Economics Empirical FinanceMarket MicrostructureFinancial EconomicsAsset PricingAccounting	1996	1.6K
Market Liquidity and Trading Activity Tarun Chordia, Richard Roll, Avanidhar Subrahmanyam The Journal of Finance Market MicrostructureEmpirical FinanceEconomicsRecent Market VolatilityFinancial Economics	2001	1.5K
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
Overconfidence, Arbitrage, and Equilibrium Asset Pricing Kent Daniel, David Hirshleifer, Avanidhar Subrahmanyam The Journal of Finance Empirical FinanceMarket MicrostructureFundamental/price RatiosFinancial EconomicsAsset Pricing	2001	1K
Liquidity and market efficiency☆ Tarun Chordia, Richard Roll, Avanidhar Subrahmanyam Journal of Financial Economics EconomicsFinancial EconomicsMarket Efficiency☆LiquidityEconomic Analysis	2007	944
Order imbalance, liquidity, and market returns Tarun Chordia, Richard Roll, Avanidhar Subrahmanyam Journal of Financial Economics Empirical FinanceMarket MicrostructureEconomicsFinancial EconomicsLiquidity	2002	939
Trading activity and expected stock returns Tarun Chordia, Avanidhar Subrahmanyam, V. Ravi Anshuman Journal of Financial Economics Financial EconomicsAsset PricingMarket TrendBusinessTrading Model	2001	911
The Going‐Public Decision and the Development of Financial Markets Avanidhar Subrahmanyam, Sheridan Titman The Journal of Finance Emerging MarketFinancial SystemFinancial EconomicsSecurity MarketInternational Capital Market	1999	893

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