Tarun Chordia
Affiliations: | Business | Emory University, Atlanta, GA |
Area:
FinanceGoogle:
"Tarun Chordia"
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Publications
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| Chordia T, Lin T, Xiang V. (2020) Risk-neutral Skewness, Informed Trading, and the Cross-section of Stock Returns Journal of Financial and Quantitative Analysis. 1-44 |
| Chordia T, Goyal A, Saretto A. (2020) Anomalies and False Rejections Review of Financial Studies. 33: 2134-2179 |
| Chordia T, Kurov A, Muravyev D, et al. (2020) Index Option Trading Activity and Market Returns Management Science |
| Busse JA, Chordia T, Jiang L, et al. (2020) Transaction Costs, Portfolio Characteristics, and Mutual Fund Performance Management Science |
| Chordia T, Miao B. (2020) Market Efficiency in Real Time: Evidence from Low Latency Activity Around Earnings Announcements Journal of Accounting and Economics. 101335 |
| Chordia T, Green TC, Kottimukkalur B. (2018) Rent Seeking by Low-Latency Traders: Evidence from Trading on Macroeconomic Announcements Review of Financial Studies. 31: 4650-4687 |
| Chordia T, Hu J, Subrahmanyam A, et al. (2017) Order Flow Volatility and Equity Costs of Capital Management Science. 65: 1520-1551 |
| Chordia T, Goyal A, Nozawa Y, et al. (2017) Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation Journal of Financial and Quantitative Analysis. 52: 1301-1342 |
| Cao J, Chordia T, Lin C. (2016) Alliances and Return Predictability Journal of Financial and Quantitative Analysis. 51: 1689-1717 |
| Chordia T, Goyal A, Jegadeesh N. (2016) Buyers Versus Sellers: Who Initiates Trades and When? Journal of Financial and Quantitative Analysis. 51: 1467-1490 |