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ArticleTrading activity and expected stock returns

Tarun Chordia2001

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Articlegreen2001

Trading activity and expected stock returns

Tarun Chordia · Avanidhar Subrahmanyam · V. Ravi Anshuman

909 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

1993Common risk factors in the returns on stocks and bonds 1992The Cross-Section of Expected Stock Returns 1973Risk, Return, and Equilibrium: Empirical Tests 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1996Multifactor Explanations of Asset Pricing Anomalies 1987A Simple Model of Capital Market Equilibrium with Incomplete Information 1986Asset pricing and the bid-ask spread 1998Are Investors Reluctant to Realize Their Losses?

Cited by

2006Liquidity and Asset Prices 2020Taming the Factor Zoo: A Test of New Factors 2001Liquidity Risk and Expected Stock Returns 2017The Characteristics that Provide Independent Information about Average U.S. Monthly Stock Returns 2003The illusory nature of momentum profits 2012The Pre-FOMC Announcement Drift 2022

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Year2001

Typearticle

Published2001-01-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations909

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/s0304-405x(00)00080-5

openalex_workW2019810426

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