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Economics and Finance

D-Index
80
Citations
49359
World Ranking
269
National Ranking
197

Overview

Avanidhar Subrahmanyam is affiliated with the University of California, Los Angeles in the United States. Their work primarily spans the fields of Economics, Econometrics and Finance, with a notable focus on Business, Management, and Accounting.

The main subfields of their research include Finance, Economics and Econometrics, and Accounting, supplemented by studies in General Economics, Econometrics and Finance, and Management Science and Operations Research.

The topics covered in their research frequently involve Financial Markets and Investment Strategies, Corporate Finance and Governance, as well as Housing Market and Economics. Additional areas of interest are Auditing, Earnings Management and Governance, Complex Systems and Time Series Analysis, Monetary Policy and Economic Impact, and Market Dynamics and Volatility.

The publication record of Avanidhar Subrahmanyam includes contributions to a range of academic journals and venues:

  • SSRN Electronic Journal
  • Review of Financial Studies
  • Management Science
  • Journal of Financial and Quantitative Analysis
  • Review of Financial Economics

Some recent papers authored or coauthored by Subrahmanyam include:

  • The Macroeconomic Uncertainty Premium in the Corporate Bond Market (2020), published in Journal of Financial and Quantitative Analysis
  • Exchange-Traded Funds and Real Investment (2022), published in Review of Financial Studies
  • Momentum and Reversals When Overconfident Investors Underestimate Their Competition (2020), published in Review of Financial Studies
  • Index Option Trading Activity and Market Returns (2020), published in Management Science
  • Moving average distance as a predictor of equity returns (2020), published in Review of Financial Economics

Frequent coauthors collaborating with Subrahmanyam include:

  • Jiang Luo
  • Sheridan Titman
  • Xuewei Yang
  • Narasimhan Jegadeesh
  • Turan G. Bali

Best Publications

  • Investor Psychology and Security Market Under- and Overreactions

    Kent Daniel;David Hirshleifer;Avanidhar Subrahmanyam

  • Commonality in liquidity

    Tarun Chordia;Richard Roll;Avanidhar Subrahmanyam

  • Market microstructure and asset pricing: On the compensation for illiquidity in stock returns

    Michael J. Brennan;Michael J. Brennan;Avanidhar Subrahmanyam

  • Market Liquidity and Trading Activity

    Tarun Chordia;Richard Roll;Avanidhar Subrahmanyam

  • Alternative factor specifications, security characteristics, and the cross-section of expected stock returns1

    Michael J. Brennan;Michael J. Brennan;Tarun Chordia;Avanidhar Subrahmanyam

  • Overconfidence, Arbitrage, and Equilibrium Asset Pricing

    Kent D. Daniel;David Hirshleifer;Avanidhar Subrahmanyam

  • Trading activity and expected stock returns

    Tarun Chordia;Avanidhar Subrahmanyam;V.Ravi Anshuman

  • Order Imbalance, Liquidity, and Market Returns

    Tarun Chordia;Richard Roll;Avanidhar Subrahmanyam

  • Liquidity and market efficiency.

    Tarun Chordia;Richard Roll;Avanidhar Subrahmanyam

  • An Empirical Analysis of Stock and Bond Market Liquidity

    Tarun Chordia;Asani Sarkar;Avanidhar Subrahmanyam

  • Security Analysis and Trading Patterns When Some Investors Receive Information Before Others

    David Hirshleifer;Avanidhar Subrahmanyam;Sheridan Titman

  • Investment analysis and price formation in securities markets

    Michael J. Brennan;Michael J. Brennan;Avanidhar Subrahmanyam;Avanidhar Subrahmanyam

  • Long-Lived Private Information and Imperfect Competition

    Craig W. Holden;Avanidhar Subrahmanyam

  • The Going‐Public Decision and the Development of Financial Markets

    Avanidhar Subrahmanyam;Sheridan Titman

  • Investor Psychology and Security Market Under- and Over-Reactions

    Kent D. Daniel;Kent D. Daniel;David A. Hirshleifer;David A. Hirshleifer;Avanidhar Subrahmanyam;Avanidhar Subrahmanyam

  • A Theory of Trading in Stock Index Futures

    Avanidhar Subrahmanyam

  • Order imbalance and individual stock returns: theory and evidence

    Tarun Chordia;Avanidhar Subrahmanyam

  • Commonality in Liquidity

    Tarun Chordia;Avanidhar Subrahmanyam;Avanidhar Subrahmanyam;Richard Roll

  • Recent trends in trading activity and market quality

    Tarun Chordia;Richard Roll;Avanidhar Subrahmanyam

  • Evidence on the speed of convergence to market efficiency

    Tarun Chordia;Richard Roll;Avanidhar Subrahmanyam

  • Market Liquidity and Trading Activity

    Tarun Chordia;Avanidhar Subrahmanyam;Avanidhar Subrahmanyam;Richard Roll

  • An Empirical Analysis of Stock and Bond Market Liquidity: Forthcoming in the Review of Financial Studies

    Tarun Chordia;Asani Sarkar;Avanidhar Subrahmanyam

Frequent Co-Authors

Tarun Chordia
Tarun Chordia Emory University
Richard Roll
Richard Roll California Institute of Technology
David A. Hirshleifer
David A. Hirshleifer University of Southern California
Sheridan Titman
Sheridan Titman The University of Texas at Austin
Kent Daniel
Kent Daniel Columbia University
Eduardo S. Schwartz
Eduardo S. Schwartz Simon Fraser University
John A. Doukas
John A. Doukas Old Dominion University
Turan G. Bali
Turan G. Bali Georgetown University
Robert W. Faff
Robert W. Faff University of Queensland
Lakshmanan Shivakumar
Lakshmanan Shivakumar London Business School

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