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.
Commonality in liquidity
20001.2k citationsTarun Chordia, Richard Roll et al.profile →
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 citationsTarun Chordia, Avanidhar Subrahmanyam et al.profile →
Liquidity and market efficiency☆
2007696 citationsTarun Chordia, Richard Roll et al.profile →
Order imbalance, liquidity, and market returns
2002668 citationsTarun Chordia, Richard Roll et al.profile →
Trading activity and expected stock returns
2001612 citationsTarun Chordia, Avanidhar Subrahmanyam et al.profile →
Momentum, Business Cycle, and Time‐varying Expected Returns
This map shows the geographic impact of Tarun Chordia'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 Tarun Chordia with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Tarun Chordia more than expected).
This network shows the impact of papers produced by Tarun Chordia. 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 Tarun Chordia. The network helps show where Tarun Chordia may publish in the future.
Co-authorship network of co-authors of Tarun Chordia
This figure shows the co-authorship network connecting the top 25 collaborators of Tarun Chordia.
A scholar is included among the top collaborators of Tarun Chordia 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 Tarun Chordia. Tarun Chordia is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
Chordia, Tarun, Amit Goyal, & Alessio Saretto. (2020). Anomalies and False Rejections. Review of Financial Studies. 33(5). 2134–2179.76 indexed citations
4.
Agarwal, Vikas, Heitor Almeida, Craig Brown, et al.. (2015). Capitalizing on Capitol Hill: informed trading by hedge fund managers. SSRN Electronic Journal.2 indexed citations
5.
Busse, Jeffrey A., Tarun Chordia, Lei Jiang, & Yuehua Tang. (2014). Mutual Fund Trading Costs and Diseconomies of Scale. Institutional Knowledge (InK) - Institutional Knowledge at Singapore Management University (Singapore Management University).4 indexed citations
Chordia, Tarun, Asani Sarkar, & Avanidhar Subrahmanyam. (2007). The microstructure of cross-autocorrelations. Econstor (Econstor).4 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
11.
Avramov, Doron, Tarun Chordia, Gergana Jostova, & Alexander Philipov. (2005). Momentum and Credit Rating. SSRN Electronic Journal.52 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
15.
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
Chordia, Tarun, Lakshmanan Shivakumar, & Avanidhar Subrahmanyam. (2000). Liquidity Dynamics Across Small and Large Firms. RePEc: Research Papers in Economics.2 indexed citations
Chordia, Tarun, et al.. (1990). Resolution Preference and Project Choice. eScholarship (California Digital Library).18 indexed citations
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.