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D-Index & Metrics

Economics and Finance

D-Index
59
Citations
28340
World Ranking
846
National Ranking
530

Overview

Tarun Chordia is affiliated with Emory University in the United States and has contributed extensively to the fields of economics, econometrics, finance, business, management, and accounting. The primary focus of their research lies in finance, accounting, economics and econometrics, with additional interests in general economics, econometrics and finance, and mathematical physics.

The main topics covered in their research include financial markets and investment strategies, corporate finance and governance, credit risk and financial regulations, auditing, earnings management and governance, monetary policy and economic impact, sports analytics and performance, and market dynamics and volatility.

Chordia's recent scholarly output features a number of publications across notable academic venues. The most frequent publication outlets for their work include:

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

A selection of notable recent papers authored or co-authored by Chordia is listed below:

  • Anomalies and False Rejections, 2020, Review of Financial Studies
  • Nonstandard Errors, 2024, The Journal of Finance
  • Market Efficiency in Real Time: Evidence from Low Latency Activity Around Earnings Announcements, 2020, Journal of Accounting and Economics
  • Risk-Neutral Skewness, Informed Trading, and the Cross Section of Stock Returns, 2020, Journal of Financial and Quantitative Analysis
  • Index Option Trading Activity and Market Returns, 2020, Management Science

Chordia frequently collaborates with several researchers, including:

  • Bin Miao
  • Tse-Chun Lin
  • Vincent Xiang
  • Albert J. Menkveld
  • Anna Dreber

Their multidisciplinary research approach integrates advanced econometric methods and real-time market data analysis to explore topics such as market efficiency, trading activity, and financial anomalies.

Best Publications

  • Commonality in liquidity

    Tarun Chordia;Richard Roll;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

  • Momentum, Business Cycle, and Time-varying Expected Returns

    Tarun Chordia;Lakshmanan Shivakumar

  • 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

  • Trading Volume and Cross-Autocorrelations in Stock Returns

    Tarun Chordia;Bhaskaran Swaminathan

  • Asset Pricing Models and Financial Market Anomalies

    Doron Avramov;Tarun Chordia

  • Liquidity and Autocorrelations in Individual Stock Returns

    Doron Avramov;Tarun Chordia;Amit Goyal

  • Order imbalance and individual stock returns: theory and evidence

    Tarun Chordia;Avanidhar Subrahmanyam

  • Earnings and price momentum

    Tarun Chordia;Lakshmanan Shivakumar

  • Commonality in Liquidity

    Tarun Chordia;Avanidhar Subrahmanyam;Avanidhar Subrahmanyam;Richard Roll

  • Momentum and Credit Rating

    Doron Avramov;Tarun Chordia;Gergana Jostova;Alexander Philipov

  • 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

  • The structure of mutual fund charges

    Tarun Chordia

  • Have capital market anomalies attenuated in the recent era of high liquidity and trading activity

    Tarun Chordia;Avanidhar Subrahmanyam;Qing Tong

  • Anomalies and financial distress

    Doron Avramov;Tarun Chordia;Gergana Jostova;Alexander Philipov

  • OrderImbalance, Liquidity and Market Returns

    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

Avanidhar Subrahmanyam
Avanidhar Subrahmanyam University of California, Los Angeles
Richard Roll
Richard Roll California Institute of Technology
Lakshmanan Shivakumar
Lakshmanan Shivakumar London Business School
Lei Jiang
Lei Jiang Chinese Academy of Sciences
Jay Shanken
Jay Shanken Emory University
Narasimhan Jegadeesh
Narasimhan Jegadeesh Emory University
Chen Lin
Chen Lin University of Hong Kong
David A. Hirshleifer
David A. Hirshleifer University of Southern California
Henri Servaes
Henri Servaes London Business School
Andrei Shleifer
Andrei Shleifer Harvard University

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