Avanidhar Subrahmanyam

364 total papers · 36.0k total citations
269 papers, 25.0k citations indexed

About

Avanidhar Subrahmanyam is a scholar working on Finance, Accounting and Economics and Econometrics. According to data from OpenAlex, Avanidhar Subrahmanyam has authored 269 papers receiving a total of 25.0k indexed citations (citations by other indexed papers that have themselves been cited), including 213 papers in Finance, 139 papers in Accounting and 123 papers in Economics and Econometrics. Recurrent topics in Avanidhar Subrahmanyam's work include Financial Markets and Investment Strategies (209 papers), Corporate Finance and Governance (121 papers) and Auditing, Earnings Management, Governance (56 papers). Avanidhar Subrahmanyam is often cited by papers focused on Financial Markets and Investment Strategies (209 papers), Corporate Finance and Governance (121 papers) and Auditing, Earnings Management, Governance (56 papers). Avanidhar Subrahmanyam collaborates with scholars based in United States, Hungary and India. Avanidhar Subrahmanyam's co-authors include Tarun Chordia, Richard Roll, David Hirshleifer, Kent Daniel, Michael J. Brennan, Sheridan Titman, Craig W. Holden, V. Ravi Anshuman, Laura Frieder and Eduardo S. Schwartz and has published in prestigious journals such as The Journal of Finance, Applied Physics Letters and Journal of Financial Economics.

In The Last Decade

Avanidhar Subrahmanyam

255 papers receiving 23.3k citations

Hit Papers

Investor Psychology and S... 1992 2026 2003 2014 1998 2000 1996 2001 1998 1000 2.0k 3.0k
What are hit papers?

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 benchmark for papers published in the same subfield and year, or reaches the top citation threshold in at least one of its specific research topics.

  1. Investor Psychology and Security Market Under‐ and Overreactions
    1998 3.8k citations Kent Daniel, David Hirshleifer et al. The Journal of Finance profile →
  2. Commonality in liquidity
    2000 1.2k citations Tarun Chordia, Richard Roll et al. Journal of Financial Economics profile →
  3. Market microstructure and asset pricing: On the compensation for illiquidity in stock returns
    1996 1.2k citations Michael J. Brennan, Avanidhar Subrahmanyam Journal of Financial Economics profile →
  4. Market Liquidity and Trading Activity
    2001 1.0k citations Tarun Chordia, Richard Roll et al. The Journal of Finance profile →
  5. 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
    1998 983 citations Michael J. Brennan, Tarun Chordia et al. Journal of Financial Economics profile →
  6. Liquidity and market efficiency☆
    2007 695 citations Tarun Chordia, Richard Roll et al. Journal of Financial Economics profile →
  7. Overconfidence, Arbitrage, and Equilibrium Asset Pricing
    2001 687 citations Kent Daniel, David Hirshleifer et al. The Journal of Finance profile →
  8. Order imbalance, liquidity, and market returns
    2002 667 citations Tarun Chordia, Richard Roll et al. Journal of Financial Economics profile →
  9. The Going‐Public Decision and the Development of Financial Markets
    1999 616 citations Avanidhar Subrahmanyam, Sheridan Titman The Journal of Finance profile →
  10. Trading activity and expected stock returns
    2001 609 citations Tarun Chordia, Avanidhar Subrahmanyam et al. Journal of Financial Economics profile →
  11. Investment analysis and price formation in securities markets
    1995 594 citations Michael J. Brennan, Avanidhar Subrahmanyam Journal of Financial Economics profile →
  12. Long‐Lived Private Information and Imperfect Competition
    1992 589 citations Craig W. Holden, Avanidhar Subrahmanyam The Journal of Finance profile →
  13. Recent trends in trading activity and market quality
    2011 336 citations Tarun Chordia, Richard Roll et al. Journal of Financial Economics profile →
  14. Have capital market anomalies attenuated in the recent era of high liquidity and trading activity?
    2014 332 citations Tarun Chordia, Avanidhar Subrahmanyam et al. Journal of Accounting and Economics profile →
  15. Cognitive Dissonance, Sentiment, and Momentum
    2012 310 citations Constantinos Antoniou, John A. Doukas et al. Journal of Financial and Quantitative Analysis profile →

Author Peers

Peers are selected by citation overlap in the author's most active subfields. citations · hero ref

Author Last Decade Papers Cites
Avanidhar Subrahmanyam 21.5k 12.7k 12.0k 3.0k 2.2k 269 25.0k
Narasimhan Jegadeesh 19.1k 0.9× 11.7k 0.9× 9.7k 0.8× 3.7k 1.2× 1.8k 0.8× 92 21.6k
Burton G. Malkiel 13.4k 0.6× 7.0k 0.6× 10.7k 0.9× 3.0k 1.0× 3.0k 1.3× 111 19.1k
Richard Roll 25.4k 1.2× 14.4k 1.1× 17.2k 1.4× 3.2k 1.1× 6.2k 2.8× 217 33.6k
Josef Lakonishok 15.8k 0.7× 11.7k 0.9× 8.3k 0.7× 2.6k 0.9× 1.8k 0.8× 93 19.6k
Jeremy C. Stein 25.1k 1.2× 21.1k 1.7× 15.9k 1.3× 2.1k 0.7× 4.0k 1.8× 148 36.2k
Robert J. Shiller 16.7k 0.8× 6.7k 0.5× 17.4k 1.4× 2.0k 0.7× 7.9k 3.5× 225 25.8k
Charles M.C. Lee 16.1k 0.8× 13.8k 1.1× 6.8k 0.6× 2.3k 0.8× 1.3k 0.6× 121 20.2k
Robert C. Merton 34.7k 1.6× 14.1k 1.1× 19.3k 1.6× 4.5k 1.5× 4.9k 2.2× 126 41.8k
Darrell Duffie 23.2k 1.1× 6.1k 0.5× 11.8k 1.0× 2.5k 0.8× 4.0k 1.8× 199 27.3k
David Hirshleifer 16.1k 0.8× 13.4k 1.1× 11.2k 0.9× 3.5k 1.1× 1.5k 0.7× 211 25.7k

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

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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.

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Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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