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Publications by Avanidhar Subrahmanyam

The Dynamics of Market Efficiency

Review of Financial Studies

English

Recent Trends in Trading Activity and Market Quality

Journal of Financial Economics

English

Information, Expected Utility, and Portfolio Choice

Journal of Financial and Quantitative Analysis

English

What Is the Role of Editors in the Publication Process? An Author's Response to Berk, Harvey, and Hirshleifer

SSRN Electronic Journal

English

Executive Compensation and Investor Clientele

SSRN Electronic Journal

English

O/S: The Relative Trading Activity in Options and Stock

SSRN Electronic Journal

English

Can Liquidity Shifts Explain the Lockup Expiration Effect in Stock Returns?

SSRN Electronic Journal

English

OrderImbalance, Liquidity and Market Returns

SSRN Electronic Journal

English

Covariance Risk, Mispricing, and the Cross Section of Security Returns

SSRN Electronic Journal

English