Qing Tong

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

Tarun Chordia, Avanidhar Subrahmanyam, Qing Tong · Journal of Accounting and Economics · 2014 · 493 citations

Market Microstructure, Financial Economics, High-frequency Trading +11

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

Tarun Chordia, Amit Goyal, Yoshio Nozawa et al. · Journal of Financial and Quantitative Analysis · 2017 · 180 citations

Empirical Finance, Financial Economics, Asset Pricing +15

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

Michael J. Brennan, Tarun Chordia, Avanidhar Subrahmanyam et al. · Journal of Financial Economics · 2012 · 151 citations

Market Microstructure, Financial Economics, Asset Pricing +4

Option Return Predictability

Xintong Zhan, Bing Han, Jie Cao et al. · Review of Financial Studies · 2021 · 114 citations

Behavioral Decision Making, Option Return Predictability, Asset Pricing +21

Mutual Fund Industry Selection and Persistence

Jeffrey A. Busse, Qing Tong · The Review of Asset Pricing Studies · 2012 · 74 citations