Tarun Chordia
Emory & Henry College
H-index: 45
North America-United States
Top articles of Tarun Chordia
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Beauty Contests and Higher Order Beliefs: Evidence from News Releases | Available at SSRN 4728347 | Tarun Chordia Bin Miao Joonki Noh | 2024/2/15 |
Idiosyncratic Bond Volatility and Funding Liquidity | Available at SSRN 3896084 | Jie Cao Tarun Chordia Linyu Lucy Zhou | 2023/7/3 |
Illiquidity shocks: US and international evidence | Asian Finance Association (AsianFA) 2018 Conference | Te-Feng Chen Tarun Chordia KC Wei | 2022/7 |
Biased expectations and credit risk in the municipal bond market | Asian Bureau of Finance and Economic Research | Tarun Chordia Jinoug Jeung Abinash Pati | 2022/3/10 |
The distress anomaly is deeper than you think: Evidence from stocks and bonds | Review of Finance | Doron Avramov Tarun Chordia Gergana Jostova Alexander Philipov | 2022/3/1 |
The marketing capability premium | Review of Asset Pricing Studies | Tze Chuan Ang Tarun Chordia Vivian Van-Anh Mai Harminder Singh | 2022/12/1 |
Volatility-of-volatility risk in asset pricing | The Review of Asset Pricing Studies | Te-Feng Chen Tarun Chordia San-Lin Chung Ji-Chai Lin | 2022/3/1 |
The Price of Tragedy: Mass Shootings, Salience Bias, and Municipal Bond Yields | Salience Bias, and Municipal Bond Yields (November 6, 2022) | Tarun Chordia Jinoug Jeung Abinash Pati | 2022/11/6 |
The joint cross section of stocks and options | Journal of Finance | BJE An Andrew Ang Turan G Bali Nusret Cakici | 2014/10 |
Risk-neutral skewness, informed trading, and the cross section of stock returns | Journal of Financial and Quantitative Analysis | Tarun Chordia Tse-Chun Lin Vincent Xiang | 2021/8 |
True liquidity and fundamental prices: Us tick size pilot | Available at SSRN 3816411 | Rohit Allena Tarun Chordia | 2021/3/31 |
Index option trading activity and market returns | Management Science | Tarun Chordia Alexander Kurov Dmitriy Muravyev Avanidhar Subrahmanyam | 2021/3 |
Transaction costs, portfolio characteristics, and mutual fund performance | Management Science | Jeffrey A Busse Tarun Chordia Lei Jiang Yuehua Tang | 2021 |
Dissecting Bond Volatility | City University of Hong Kong Working Paper | Jie Cao Tarun Chordia Linyu Zhou | 2021 |
The calendar effects of the idiosyncratic volatility puzzle: a tale of two days? | Management Science | Jie Cao Tarun Chordia Xintong Zhan | 2021/12 |
Market efficiency in real time: Evidence from low latency activity around earnings announcements | Journal of Accounting and Economics | Tarun Chordia Bin Miao | 2020/11/1 |
Anomalies and false rejections | The Review of Financial Studies | Tarun Chordia Amit Goyal Alessio Saretto | 2020/5/1 |
Empirical Asset Pricing | Tarun Chordia | 2020/4/23 |
