Tarun Chordia - Concepedia

Author

Tarun Chordia

Emory University ORCID

Also Known As

Andrew Metrick, Doron Avramov, K.C. John Wei, T CHORDIA, TARUN CHORDIA, Tarun Chordia

145

Publications

20K

Citations

H-Index

Concepts

All Affiliations

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

About

Tarun Chordia is an author at Emory University specializing in business, finance, and financial economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	43	54	15.1K
2	Accounting	18	21	3.7K
3	Management	15	17	3K
4	Engineering	1	1	10
5	Law	1	1	77

Tarun Chordia

Publications

19.8K

Citations

H-Index

Page 1

	Year	Citations
Commonality in liquidity Tarun Chordia, Richard Roll, Avanidhar Subrahmanyam Journal of Financial Economics Liquidity RiskEconomicsLiquidityBusinessFinance	2000	1.7K
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
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
<i>Momentum, Business Cycle, and Time‐varying</i> Expected Returns Tarun Chordia, Lakshmanan Shivakumar The Journal of Finance Economic FluctuationRational ExplanationTime Series EconometricsAsset PricingMomentum Payoffs	2002	844
Trading Volume and Cross‐Autocorrelations in Stock Returns Tarun Chordia, Bhaskaran Swaminathan The Journal of Finance Financial EconomicsStock PricesAsset PricingMarket TrendFinancial Time Series Analysis	2000	649
Order imbalance and individual stock returns: Theory and evidence Tarun Chordia, Avanidhar Subrahmanyam Journal of Financial Economics Market MicrostructureEmpirical FinanceFinancial EconomicsAsset PricingBehavioral Finance	2003	590
Asset Pricing Models and Financial Market Anomalies Doron Avramov, Tarun Chordia Review of Financial Studies Empirical FinanceFinancial Market AnomaliesFinancial EconomicsAsset PricingMarket Trend	2006	515

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