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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
81711998
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
24961996
Commonality in liquidity
T Chordia, R Roll, A Subrahmanyam
Journal of financial economics 56 (1), 3-28, 2000
24192000
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
21621998
Market liquidity and trading activity
T Chordia, R Roll, A Subrahmanyam
The journal of finance 56 (2), 501-530, 2001
20892001
Overconfidence, arbitrage, and equilibrium asset pricing
KD Daniel, D Hirshleifer, A Subrahmanyam
The Journal of Finance 56 (3), 921-965, 2001
14622001
Order imbalance, liquidity, and market returns
T Chordia, R Roll, A Subrahmanyam
Journal of Financial economics 65 (1), 111-130, 2002
12872002
Liquidity and market efficiency
T Chordia, R Roll, A Subrahmanyam
Journal of financial Economics 87 (2), 249-268, 2008
12732008
Trading activity and expected stock returns
T Chordia, A Subrahmanyam, VR Anshuman
Journal of financial Economics 59 (1), 3-32, 2001
12632001
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
12312005
Long‐lived private information and imperfect competition
CW Holden, A Subrahmanyam
The Journal of Finance 47 (1), 247-270, 1992
11911992
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
10811994
Investment analysis and price formation in securities markets
MJ Brennan, A Subrahmanyam
Journal of financial economics 38 (3), 361-381, 1995
10801995
The going‐public decision and the development of financial markets
A Subrahmanyam, S Titman
The Journal of Finance 54 (3), 1045-1082, 1999
10631999
A theory of trading in stock index futures
A Subrahmanyam
The Review of Financial Studies 4 (1), 17-51, 1991
7711991
Order imbalance and individual stock returns: Theory and evidence
T Chordia, A Subrahmanyam
Journal of Financial Economics 72 (3), 485-518, 2004
7162004
Behavioural finance: A review and synthesis
A Subrahmanyam
European Financial Management 14 (1), 12-29, 2008
5872008
Recent trends in trading activity and market quality
T Chordia, R Roll, A Subrahmanyam
Journal of Financial Economics 101 (2), 243-263, 2011
5812011
A theory of overconfidence, self-attribution, and security market under-and over-reactions
KD Daniel, DA Hirshleifer, A Subrahmanyam
Self-Attribution, and Security Market Under-and Over-Reactions (February 19 …, 1997
5741997
Cognitive dissonance, sentiment, and momentum
C Antoniou, JA Doukas, A Subrahmanyam
Journal of Financial and Quantitative Analysis 48 (1), 245-275, 2013
5682013
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