Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies
if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the
same subfield and year (this is the minimum needed to enter the top 1%, not the average
within it), or reaches the top citation threshold in at least one of its specific research
topics.
Investor Psychology and Security Market Under‐ and Overreactions
19983.8k citationsAvanidhar Subrahmanyam et al.profile →
Commonality in liquidity
20001.2k citationsTarun Chordia, Richard Roll et al.profile →
Market microstructure and asset pricing: On the compensation for illiquidity in stock returns
19961.2k citationsMichael J. Brennan, Avanidhar Subrahmanyamprofile →
Market Liquidity and Trading Activity
20011.0k citationsTarun Chordia, Richard Roll et al.profile →
Alternative factor specifications, security characteristics, and the cross-section of expected stock returns1We are especially grateful to Eugene Fama (a referee), an anonymous referee and Bill Schwert (the editor) for insightful and constructive suggestions. We also thank Wayne Ferson, Ken French, Will Goetzmann, Craig Holden, Ravi Jagannathan, Bob Jennings, Bruce Lehmann, Josef Lakonishok, Richard Roll, participants at the 1997 Meetings of the Western Finance Association, the 1997 UCLA/USC/UC Irvine conference, the November 1997 Asset Pricing Meeting of the National Bureau of Economic Research, the Atlanta Forum, and seminars at Columbia, Indiana, Florida, New York, Tulane, and Yale Universities; Eugene Fama and Ken French for providing part of the data used in this study; and Christoph Schenzler for excellent programming assistance. The second author acknowledges support from the Dean's Fund for Research and the Financial Markets Research Center at Vanderbilt University. We are responsible for remaining errors. This paper was formerly titled `A Re-Examination of Security Return Anomalies'.1
1998984 citationsMichael J. Brennan, Tarun Chordia et al.profile →
Liquidity and market efficiency☆
2007696 citationsTarun Chordia, Richard Roll et al.profile →
Overconfidence, Arbitrage, and Equilibrium Asset Pricing
2001689 citationsAvanidhar Subrahmanyam et al.profile →
Order imbalance, liquidity, and market returns
2002668 citationsTarun Chordia, Richard Roll et al.profile →
The Going‐Public Decision and the Development of Financial Markets
Countries citing papers authored by Avanidhar Subrahmanyam
Since
Specialization
Citations
This map shows the geographic impact of Avanidhar Subrahmanyam's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Avanidhar Subrahmanyam with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Avanidhar Subrahmanyam more than expected).
Fields of papers citing papers by Avanidhar Subrahmanyam
This network shows the impact of papers produced by Avanidhar Subrahmanyam. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Avanidhar Subrahmanyam. The network helps show where Avanidhar Subrahmanyam may publish in the future.
Co-authorship network of co-authors of Avanidhar Subrahmanyam
This figure shows the co-authorship network connecting the top 25 collaborators of Avanidhar Subrahmanyam.
A scholar is included among the top collaborators of Avanidhar Subrahmanyam based on the total number of
citations received by their joint publications. Widths of edges
represent the number of papers authors have co-authored together.
Node borders
signify the number of papers an author published with Avanidhar Subrahmanyam. Avanidhar Subrahmanyam is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
Avramov, Doron, Guy Kaplanski, & Avanidhar Subrahmanyam. (2018). Stock Return Predictability: New Evidence from Moving Averages of Prices and Firm Fundamentals. SSRN Electronic Journal.13 indexed citations
5.
Subrahmanyam, Avanidhar. (2014). HIGHER EDUCATION FOR SUSTAINABLE DEVELOPMENT: QUALITY PERSPECTIVE. International Journal of Research in Commerce and Management.1 indexed citations
6.
Sarma, K.V.L.N.S., V. Subrahmanyam, Avanidhar Subrahmanyam, G.P.S. Murty, & K.S.R. Murthy. (2010). Extension of Gundlakamma River Fault over Eastern Continental Margin of India. Current Science. 98(11). 1438–1439.4 indexed citations
Subrahmanyam, V., et al.. (2006). Precambrian mega lineaments across the Indian sub-continent - : preliminary evidence from offshore magnetic data. Current Science. 90(4). 578–581.10 indexed citations
10.
Chordia, Tarun, Asani Sarkar, & Avanidhar Subrahmanyam. (2005). The Joint Dynamics of Liquidity, Returns, and Volatility Across Small and Large Firms. Econstor (Econstor).11 indexed citations
Chordia, Tarun, Asani Sarkar, & Avanidhar Subrahmanyam. (2001). An Empirical Analysis of Stock and Bond Market Liquidity: Forthcoming in the Review of Financial Studies. eScholarship (California Digital Library).4 indexed citations
13.
Frieder, Laura & Avanidhar Subrahmanyam. (2001). Non-Secular Regularities in Stock Returns: The Impact of the High Holy Days on the U.S. Equity Market, Forthcoming in the Financial Analysts Journal. eScholarship (California Digital Library).7 indexed citations
14.
Chordia, Tarun, Richard Roll, & Avanidhar Subrahmanyam. (2001). Evidence on the Speed of Convergence to Market Efficiency, forthcoming: Journal of Financial Economics. eScholarship (California Digital Library).10 indexed citations
15.
Chordia, Tarun, Lakshmanan Shivakumar, & Avanidhar Subrahmanyam. (2000). Liquidity Dynamics Across Small and Large Firms. RePEc: Research Papers in Economics.2 indexed citations
16.
Subrahmanyam, Avanidhar, et al.. (1999). Neotectonism - An offshore evidence from eastern continental shelf off Visakhapatnam. Current Science. 76(9). 1251–1255.2 indexed citations
17.
Brennan, Michael J. & Avanidhar Subrahmanyam. (1999). Market Microstructure and Asset Pricing: On the Compensation for Market Illiquidity in Stock Returns. SSRN Electronic Journal.301 indexed citations
18.
Mukhopadhyay, Ranadhir, K.S.R. Murthy, Sridhar D. Iyer, et al.. (1998). InRidge program: Preliminary results from the first cruise. Current Science. 75(11). 1157–1161.8 indexed citations
Subrahmanyam, Avanidhar, et al.. (1991). Nearshore magnetic anomalies of inner shelf of Bhimunipatnam-Pudimadaka, east Coast of India. 18. 234–245.1 indexed citations
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive
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research landscape, it—like all bibliographic datasets—has inherent limitations. These include
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