Tarun Chordia

发表的论文14 篇，按出版时间

1. 1
   True liquidity and fundamental prices: U.S. tick size pilotJournal of Financial Economics20260
2. 2
   Return Extrapolation and Volatility ExpectationsJournal of Financial and Quantitative Analysis20253
3. 3
   Nonstandard ErrorsJournal of Finance2024111
4. 4
   The Calendar Effects of the Idiosyncratic Volatility Puzzle: A Tale of Two Days?Management Science202128
5. 5
   Market efficiency in real time: Evidence from low latency activity around earnings announcementsJournal of Accounting and Economics202051
6. 6
   Risk-Neutral Skewness, Informed Trading, and the Cross Section of Stock ReturnsJournal of Financial and Quantitative Analysis202048
7. 7
   Transaction Costs, Portfolio Characteristics, and Mutual Fund PerformanceManagement Science202092
8. 8
   Index Option Trading Activity and Market ReturnsManagement Science202040
9. 9
   Anomalies and False RejectionsReview of Financial Studies2020209
10. 10
    Rent Seeking by Low-Latency Traders: Evidence from Trading on Macroeconomic AnnouncementsReview of Financial Studies201882