Follow
Avanidhar Subrahmanyam
Avanidhar Subrahmanyam
Goldyne and Irwin Hearsh Distinguished Professor, UCLA
Verified email at anderson.ucla.edu
Title
Cited by
Cited by
Year
Investor psychology and security market under‐and overreactions
K Daniel, D Hirshleifer, A Subrahmanyam
the Journal of Finance 53 (6), 1839-1885, 1998
73531998
Market microstructure and asset pricing: On the compensation for illiquidity in stock returns
MJ Brennan, A Subrahmanyam
Journal of financial economics 41 (3), 441-464, 1996
23341996
Market microstructure and asset pricing: On the compensation for illiquidity in stock returns
MJ Brennan, A Subrahmanyam
Journal of financial economics 41 (3), 441-464, 1996
23341996
Commonality in liquidity
T Chordia, R Roll, A Subrahmanyam
Journal of financial economics 56 (1), 3-28, 2000
22222000
Alternative factor specifications, security characteristics, and the cross-section of expected stock returns
MJ Brennan, T Chordia, A Subrahmanyam
Journal of financial Economics 49 (3), 345-373, 1998
20111998
Market liquidity and trading activity
T Chordia, R Roll, A Subrahmanyam
The journal of finance 56 (2), 501-530, 2001
18962001
Overconfidence, arbitrage, and equilibrium asset pricing
KD Daniel, D Hirshleifer, A Subrahmanyam
The Journal of Finance 56 (3), 921-965, 2001
13082001
Overconfidence, arbitrage, and equilibrium asset pricing
KD Daniel, D Hirshleifer, A Subrahmanyam
The Journal of Finance 56 (3), 921-965, 2001
13082001
Overconfidence, arbitrage, and equilibrium asset pricing
KD Daniel, D Hirshleifer, A Subrahmanyam
The Journal of Finance 56 (3), 921-965, 2001
13082001
Order imbalance, liquidity, and market returns
T Chordia, R Roll, A Subrahmanyam
Journal of Financial economics 65 (1), 111-130, 2002
11762002
Long‐lived private information and imperfect competition
CW Holden, A Subrahmanyam
The Journal of Finance 47 (1), 247-270, 1992
11121992
Trading activity and expected stock returns
T Chordia, A Subrahmanyam, VR Anshuman
Journal of financial Economics 59 (1), 3-32, 2001
11102001
An empirical analysis of stock and bond market liquidity
T Chordia, A Sarkar, A Subrahmanyam
The Review of Financial Studies 18 (1), 85-129, 2005
10952005
Liquidity and market efficiency
T Chordia, R Roll, A Subrahmanyam
Journal of financial Economics 87 (2), 249-268, 2008
10532008
Investment analysis and price formation in securities markets
MJ Brennan, A Subrahmanyam
Journal of financial economics 38 (3), 361-381, 1995
9921995
Investment analysis and price formation in securities markets
MJ Brennan, A Subrahmanyam
Journal of financial economics 38 (3), 361-381, 1995
9921995
Security analysis and trading patterns when some investors receive information before others
D Hirshleifer, A Subrahmanyam, S Titman
The Journal of finance 49 (5), 1665-1698, 1994
9911994
The going‐public decision and the development of financial markets
A Subrahmanyam, S Titman
The Journal of Finance 54 (3), 1045-1082, 1999
9801999
A theory of trading in stock index futures
A Subrahmanyam
The Review of Financial Studies 4 (1), 17-51, 1991
7311991
Order imbalance and individual stock returns: Theory and evidence
T Chordia, A Subrahmanyam
Journal of Financial Economics 72 (3), 485-518, 2004
6352004
The system can't perform the operation now. Try again later.
Articles 1–20