• CV
• BUS320

Tarun Chordia

Contact Information

Tarun Chordia
Professor of Finance
Goizueta Business School
1300 Clifton Road
Atlanta, GA 30322
(404) 727-1620 office
(404) 727-5238 fax
Tarun_Chordia@emory.edu

Research - Working Papers

• Stock Returns are Predictable: A Firm Level Analysis, with Doron Avramov.
• Liquidity and Autocorrelations in Individual Stock Returns, with Doron Avramov and Amit Goyal.

Research - Publications

• Evidence on the Speed of Convergence to Market Efficiency, with Richard Roll and Avanidhar Subrahmanyam, Journal of Financial Economics, forthcoming.
• An Empirical Analysis of Stock and Bond Market Liquidity, with Asani Sarkar and Avanidhar Subrahmanyam, Review of Financial Studies, forthcoming.
• Order Imbalance and Individual Stock Returns, with Avanidhar Subrahmanyam, Journal of Financial Economics, 2004, 72: 485-518.
• Order Imbalance, Liquidity and Market Returns, with Richard Roll and Avanidhar Subrahmanyam, Journal of Financial Economics, 2002, 65: 111-130.
• Momentum, Business Cycle and Time-Varying Expected Returns, with Lakshmanan Shivakumar, Journal of Finance, 2002, 57: 985-1019.
• Trading Activity and Expected Stock Returns, with Avanidhar Subrahmanyam and Ravi Anshuman, Journal of Financial Economics, 2001, 59: lead article.
• True Spreads and Equilibrium Prices, with Cliff Ball, Journal of Finance, 2001, 56: 1801-1836.
• Market Liquidity and Trading Activity, with Richard Roll and Avanidhar Subrahmanyam, Journal of Finance, 2001, 56: 501-530.
• Commonality in Liquidity, with Richard Roll and Avanidhar Subrahmanyam, Journal of Financial Economics, 2000, 59: lead article.
• Trading Volume and Cross-Autocorrelations in Stock Returns, with Bhaskaran Swaminathan, Journal of Finance, 2000, 55: 913-936.
• Alternative Factor Specifications, Security Characteristics and the Cross-section of Expected Returns, with Michael Brennan and Avanidhar Subrahmanyam, Journal of Financial Economics, 1998, 49: 345-374.
• The Structure of Mutual Fund Charges, Journal of Financial Economics, 1996, 41: lead article.
• Market Making, The Tick Size and Payment-for-Order-Flow: Theory and Evidence, with Avanidhar Subrahmanyam, Journal of Business, 1995, 68: 543-576.
• Brokerage Commission Schedules, with Michael Brennan, Journal of Finance, 1993, 48: 1379-1402.