D-Index & Metrics Best Publications

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 75 Citations 42,782 275 World Ranking 215 National Ranking 162

Overview

What is he best known for?

The fields of study he is best known for:

  • Finance
  • Financial economics
  • Market liquidity

His primary areas of investigation include Financial economics, Market liquidity, Monetary economics, Volatility and Liquidity crisis. His Financial economics research integrates issues from Stock price, Econometrics and Adverse selection. His Market liquidity research is multidisciplinary, incorporating elements of Information asymmetry, Order, Market impact and Bond market.

His studies deal with areas such as Market microstructure and Capital market as well as Monetary economics. In his research on the topic of Volatility, Earnings is strongly related with Stock market. The concepts of his Liquidity crisis study are interwoven with issues in Dark liquidity, Liquidity risk and Market maker.

His most cited work include:

  • Investor Psychology and Security Market Under- and Overreactions (3557 citations)
  • Market microstructure and asset pricing: On the compensation for illiquidity in stock returns (1207 citations)
  • Commonality in liquidity (1145 citations)

What are the main themes of his work throughout his whole career to date?

His primary scientific interests are in Financial economics, Market liquidity, Monetary economics, Econometrics and Equity. His Financial economics study frequently draws connections between related disciplines such as Market maker. His Market liquidity research includes elements of Order and Market impact.

His studies examine the connections between Monetary economics and genetics, as well as such issues in Earnings, with regards to Market price. His work on Capital asset pricing model as part of general Econometrics research is frequently linked to Predictability, Private information retrieval and Autocorrelation, thereby connecting diverse disciplines of science. His Volatility research focuses on Arbitrage and how it connects with Market value.

He most often published in these fields:

  • Financial economics (66.92%)
  • Market liquidity (50.64%)
  • Monetary economics (45.29%)

What were the highlights of his more recent work (between 2014-2021)?

  • Monetary economics (45.29%)
  • Financial economics (66.92%)
  • Equity (24.94%)

In recent papers he was focusing on the following fields of study:

The scientist’s investigation covers issues in Monetary economics, Financial economics, Equity, Market liquidity and Econometrics. The Monetary economics study combines topics in areas such as Information asymmetry, Stock market, Capital market, Earnings and Corporate bond. His Financial economics research incorporates elements of Index, Order and Behavioral economics.

In Equity, he works on issues like Investment, which are connected to Hedge. His study in Market liquidity is interdisciplinary in nature, drawing from both Competition, Momentum, Turnover and Capital expenditure. His Econometrics study combines topics in areas such as Profitability index and Market efficiency.

Between 2014 and 2021, his most popular works were:

  • Investor Sentiment, Beta, and the Cost of Equity Capital (77 citations)
  • Smart money, dumb money, and capital market anomalies (62 citations)
  • Are capital market anomalies common to equity and corporate bond markets? An empirical investigation (36 citations)

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Investor Psychology and Security Market Under- and Overreactions

Kent Daniel;David Hirshleifer;Avanidhar Subrahmanyam.
Journal of Finance (1998)

7480 Citations

Investor Psychology and Security Market Under- and Overreactions

Kent Daniel;David Hirshleifer;Avanidhar Subrahmanyam.
Journal of Finance (1998)

7480 Citations

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

Michael J. Brennan;Michael J. Brennan;Avanidhar Subrahmanyam.
Journal of Financial Economics (1996)

2343 Citations

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

Michael J. Brennan;Michael J. Brennan;Avanidhar Subrahmanyam.
Journal of Financial Economics (1996)

2343 Citations

Commonality in liquidity

Tarun Chordia;Richard Roll;Avanidhar Subrahmanyam.
Journal of Financial Economics (2000)

2225 Citations

Commonality in liquidity

Tarun Chordia;Richard Roll;Avanidhar Subrahmanyam.
Journal of Financial Economics (2000)

2225 Citations

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

Michael J. Brennan;Michael J. Brennan;Tarun Chordia;Avanidhar Subrahmanyam.
Journal of Financial Economics (1998)

2020 Citations

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

Michael J. Brennan;Michael J. Brennan;Tarun Chordia;Avanidhar Subrahmanyam.
Journal of Financial Economics (1998)

2020 Citations

Market Liquidity and Trading Activity

Tarun Chordia;Richard Roll;Avanidhar Subrahmanyam.
Journal of Finance (2001)

1909 Citations

Market Liquidity and Trading Activity

Tarun Chordia;Richard Roll;Avanidhar Subrahmanyam.
Journal of Finance (2001)

1909 Citations

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