Tarun Chordia

Emory University — United States

Economics, Econometrics and Finance · Social Sciences

53h-index20.0kcitations145works16.02yr avg
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Research Topics

Financial Markets and Investment Strategies(126), Corporate Finance and Governance(68), Auditing, Earnings Management, Governance(29), Market Dynamics and Volatility(29), Complex Systems and Time Series Analysis(22)

Publications145 total

Return Extrapolation and Volatility Expectations
Journal of Financial and Quantitative Analysis·2025· 1 citedOpen Access
<span>Return Extrapolation and Volatility Expectations</span><div> <div> </div></div>
SSRN Electronic Journal·2025Open Access
Nonstandard Errors
The Journal of Finance·2024· 79 citedOpen Access
Do Low Latency Traders Destabilize Prices? Evidence from News Releases
SSRN Electronic Journal·2024Open Access
Beauty Contests and Higher Order Beliefs: Evidence from News Releases
SSRN Electronic Journal·2024Open Access
The Marketing Capability Premium
The Review of Asset Pricing Studies·2022· 6 citedOpen Access
Biased Expectations and Default Risk in the Municipal Bond Market
SSRN Electronic Journal·2022· 1 citedOpen Access
The Distress Anomaly is Deeper than You Think: Evidence from Stocks and Bonds
European Finance Review·2021· 18 cited
The Calendar Effects of the Idiosyncratic Volatility Puzzle: A Tale of Two Days?
Management Science·2021· 11 citedOpen Access
Non-Standard Errors
SSRN Electronic Journal·2021· 10 citedOpen Access
True Liquidity and Fundamental Prices: US Tick Size Pilot
SSRN Electronic Journal·2021· 3 citedOpen Access
Dissecting Bond Volatility
SSRN Electronic Journal·2021· 1 citedOpen Access
Market efficiency in real time: Evidence from low latency activity around earnings announcements
Journal of Accounting and Economics·2020· 50 cited
Risk-Neutral Skewness, Informed Trading, and the Cross Section of Stock Returns
Journal of Financial and Quantitative Analysis·2020· 44 cited
Transaction Costs, Portfolio Characteristics, and Mutual Fund Performance
Management Science·2020· 26 citedOpen Access
Index Option Trading Activity and Market Returns
Management Science·2020· 38 cited
Anomalies and False Rejections
Review of Financial Studies·2020· 154 cited
The Real Side of Financial Distress
SSRN Electronic Journal·2020Open Access
Market Efficiency in Real Time: Evidence from Low Latency Activity Around Earnings Announcements
SSRN Electronic Journal·2020· 11 citedOpen Access
The Revealed Preferences of Mutual Fund Managers
Singapore Management University Institutional Knowledge (InK) (Singapore Management University)·2019Open Access
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Frequent Co-authors

Avanidhar Subrahmanyam(23), Richard Roll(12), Doron Avramov(10), Amit Goyal(9), Lakshmanan Shivakumar(6), Gergana Jostova(5), Alexander Philipov(5), Qing Tong(4), Michael J. Brennan(3), V. Ravi Anshuman(2), Bhaskaran Swaminathan(2), Sahn-Wook Huh(2), Gil Sadka(2), Ronnie Sadka(2), Asani Sarkar(1), Yoshio Nozawa(1), D AVRAMOV(1), Alessio Saretto(1), Bruce N. Lehmann(1), Gideon Saar(1)